Senvest Capital Stock Market Value
| SVCTF Stock | USD 275.00 1.75 0.64% |
| Symbol | Senvest |
Senvest Capital '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 Senvest Capital'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 Senvest Capital.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in Senvest Capital on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Senvest Capital or generate 0.0% return on investment in Senvest Capital over 30 days. Senvest Capital is related to or competes with AGF Management, Canadian General, Clairvest, Guardian Capital, GAM Holding, GAMCO Investors, and Westaim. Senvest Capital Inc., through its subsidiaries, holds investments in equity and real estate holdings in the United State... More
Senvest Capital 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 Senvest Capital'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 Senvest Capital upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.87 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 7.98 | |||
| Value At Risk | (1.71) | |||
| Potential Upside | 2.05 |
Senvest Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Senvest Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Senvest Capital's standard deviation. In reality, there are many statistical measures that can use Senvest Capital historical prices to predict the future Senvest Capital's volatility.| Risk Adjusted Performance | 0.0444 | |||
| Jensen Alpha | 0.042 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.3492 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Senvest Capital'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.
Senvest Capital Backtested Returns
At this point, Senvest Capital is very steady. Senvest Capital owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0595, which indicates the firm had a 0.0595 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Senvest Capital, which you can use to evaluate the volatility of the company. Please validate Senvest Capital's Risk Adjusted Performance of 0.0444, semi deviation of 0.8537, and Coefficient Of Variation of 1720.15 to confirm if the risk estimate we provide is consistent with the expected return of 0.0655%. Senvest Capital has a performance score of 4 on a scale of 0 to 100. The entity has a beta of 0.15, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Senvest Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Senvest Capital is expected to be smaller as well. Senvest Capital right now has a risk of 1.1%. Please validate Senvest Capital semi variance, and the relationship between the maximum drawdown and daily balance of power , to decide if Senvest Capital will be following its existing price patterns.
Auto-correlation | 0.83 |
Very good predictability
Senvest Capital has very good predictability. Overlapping area represents the amount of predictability between Senvest Capital time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Senvest Capital price movement. The serial correlation of 0.83 indicates that around 83.0% of current Senvest Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.83 | |
| Spearman Rank Test | 0.99 | |
| Residual Average | 0.0 | |
| Price Variance | 1.4 |
Senvest Capital lagged returns against current returns
Autocorrelation, which is Senvest Capital 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 Senvest Capital's pink sheet expected returns. We can calculate the autocorrelation of Senvest Capital returns to help us make a trade decision. For example, suppose you find that Senvest Capital 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 |
Senvest Capital 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 Senvest Capital pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Senvest Capital pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Senvest Capital pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Senvest Capital Lagged Returns
When evaluating Senvest Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Senvest Capital pink sheet have on its future price. Senvest Capital 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, Senvest Capital autocorrelation shows the relationship between Senvest Capital pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Senvest Capital.
Regressed Prices |
| Timeline |
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Other Information on Investing in Senvest Pink Sheet
Senvest Capital financial ratios help investors to determine whether Senvest 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 Senvest with respect to the benefits of owning Senvest Capital security.