Sumco Stock Market Value
| SUMCF Stock | USD 10.46 0.19 1.85% |
| Symbol | Sumco |
Sumco 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Sumco's pink sheet what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Sumco.
| 12/23/2025 |
| 01/22/2026 |
If you would invest 0.00 in Sumco on December 23, 2025 and sell it all today you would earn a total of 0.00 from holding Sumco or generate 0.0% return on investment in Sumco over 30 days. Sumco is related to or competes with BYD Electronic, BYD Electronic, Capcom Co, Oracle Japan, Rexel SA, Ibiden CoLtd, and Capcom. Sumco Corporation, together with its subsidiaries, manufactures and sells silicon wafers for the semiconductor industry ... More
Sumco Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Sumco's pink sheet current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Sumco upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 23.29 | |||
| Value At Risk | (6.18) | |||
| Potential Upside | 7.76 |
Sumco Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sumco's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sumco's standard deviation. In reality, there are many statistical measures that can use Sumco historical prices to predict the future Sumco's volatility.| Risk Adjusted Performance | 0.0015 | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.68) | |||
| Treynor Ratio | (0.20) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sumco's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Sumco Backtested Returns
Sumco owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the firm had a close to zero % return per unit of risk over the last 3 months. Sumco exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sumco's Coefficient Of Variation of (10,520), variance of 24.82, and Risk Adjusted Performance of 0.0015 to confirm the risk estimate we provide. The entity has a beta of 0.28, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sumco's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sumco is expected to be smaller as well. At this point, Sumco has a negative expected return of -0.043%. Please make sure to validate Sumco's kurtosis, and the relationship between the value at risk and rate of daily change , to decide if Sumco performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.43 |
Average predictability
Sumco has average predictability. Overlapping area represents the amount of predictability between Sumco time series from 23rd of December 2025 to 7th of January 2026 and 7th of January 2026 to 22nd of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Sumco price movement. The serial correlation of 0.43 indicates that just about 43.0% of current Sumco price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | 0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
Sumco lagged returns against current returns
Autocorrelation, which is Sumco pink sheet's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Sumco's pink sheet expected returns. We can calculate the autocorrelation of Sumco returns to help us make a trade decision. For example, suppose you find that Sumco has exhibited high autocorrelation historically, and you observe that the pink sheet is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Sumco regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Sumco pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sumco pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sumco pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Sumco Lagged Returns
When evaluating Sumco's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sumco pink sheet have on its future price. Sumco autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Sumco autocorrelation shows the relationship between Sumco pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Sumco.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Sumco Pink Sheet
Sumco financial ratios help investors to determine whether Sumco Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Sumco with respect to the benefits of owning Sumco security.