Solvar (Australia) Market Value
| SVR Stock | 1.76 0.03 1.68% |
| Symbol | Solvar |
Solvar '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 Solvar's stock 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 Solvar.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Solvar on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Solvar or generate 0.0% return on investment in Solvar over 30 days. Solvar is related to or competes with Homeco Daily, Tourism Holdings, BKI Investment, Sports Entertainment, Perpetual Equity, MFF Capital, and Djerriwarrh Investments. Solvar is entity of Australia. It is traded as Stock on AU exchange. More
Solvar 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 Solvar's stock 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 Solvar upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.58 | |||
| Information Ratio | 0.0462 | |||
| Maximum Drawdown | 7.82 | |||
| Value At Risk | (1.95) | |||
| Potential Upside | 3.25 |
Solvar Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Solvar's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Solvar's standard deviation. In reality, there are many statistical measures that can use Solvar historical prices to predict the future Solvar's volatility.| Risk Adjusted Performance | 0.0717 | |||
| Jensen Alpha | 0.0836 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0494 | |||
| Treynor Ratio | 0.1605 |
Solvar Backtested Returns
Currently, Solvar is moderately volatile. Solvar owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.1, which indicates the firm had a 0.1 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Solvar, which you can use to evaluate the volatility of the company. Please validate Solvar's Semi Deviation of 1.29, coefficient of variation of 1068.89, and Risk Adjusted Performance of 0.0717 to confirm if the risk estimate we provide is consistent with the expected return of 0.17%. Solvar has a performance score of 8 on a scale of 0 to 100. The entity has a beta of 0.93, which indicates possible diversification benefits within a given portfolio. Solvar returns are very sensitive to returns on the market. As the market goes up or down, Solvar is expected to follow. Solvar right now has a risk of 1.72%. Please validate Solvar sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if Solvar will be following its existing price patterns.
Auto-correlation | -0.46 |
Modest reverse predictability
Solvar has modest reverse predictability. Overlapping area represents the amount of predictability between Solvar time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th 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 Solvar price movement. The serial correlation of -0.46 indicates that about 46.0% of current Solvar price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Solvar lagged returns against current returns
Autocorrelation, which is Solvar stock'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 Solvar's stock expected returns. We can calculate the autocorrelation of Solvar returns to help us make a trade decision. For example, suppose you find that Solvar has exhibited high autocorrelation historically, and you observe that the stock 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 |
Solvar 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 Solvar stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Solvar stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Solvar stock over time.
Current vs Lagged Prices |
| Timeline |
Solvar Lagged Returns
When evaluating Solvar's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Solvar stock have on its future price. Solvar 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, Solvar autocorrelation shows the relationship between Solvar stock current value and its past values and can show if there is a momentum factor associated with investing in Solvar.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Solvar Stock Analysis
When running Solvar's price analysis, check to measure Solvar's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Solvar is operating at the current time. Most of Solvar's value examination focuses on studying past and present price action to predict the probability of Solvar's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Solvar's price. Additionally, you may evaluate how the addition of Solvar to your portfolios can decrease your overall portfolio volatility.