Symal (Australia) Market Value
| SYL Stock | 3.50 0.00 0.00% |
| Symbol | Symal |
Symal '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 Symal'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 Symal.
| 09/30/2025 |
| 12/29/2025 |
If you would invest 0.00 in Symal on September 30, 2025 and sell it all today you would earn a total of 0.00 from holding Symal Group or generate 0.0% return on investment in Symal over 90 days. Symal is related to or competes with Fisher Paykel, Resolute Mining, Healthco Healthcare, and Ora Banda. Symal is entity of Australia. It is traded as Stock on AU exchange. More
Symal 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 Symal'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 Symal Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.84 | |||
| Information Ratio | 0.3802 | |||
| Maximum Drawdown | 12.14 | |||
| Value At Risk | (2.82) | |||
| Potential Upside | 6.03 |
Symal Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Symal's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Symal's standard deviation. In reality, there are many statistical measures that can use Symal historical prices to predict the future Symal's volatility.| Risk Adjusted Performance | 0.2958 | |||
| Jensen Alpha | 1.11 | |||
| Total Risk Alpha | 0.8309 | |||
| Sortino Ratio | 0.5728 | |||
| Treynor Ratio | 5.55 |
Symal Group Backtested Returns
Symal is moderately volatile given 3 months investment horizon. Symal Group owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.4, which indicates the firm had a 0.4 % return per unit of risk over the last 3 months. We were able to break down and interpolate twenty-seven different technical indicators, which can help you to evaluate if expected returns of 1.07% are justified by taking the suggested risk. Use Symal Group Semi Deviation of 1.11, coefficient of variation of 243.32, and Risk Adjusted Performance of 0.2958 to evaluate company specific risk that cannot be diversified away. Symal holds a performance score of 31 on a scale of zero to a hundred. The entity has a beta of 0.2, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Symal's returns are expected to increase less than the market. However, during the bear market, the loss of holding Symal is expected to be smaller as well. Use Symal Group sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to analyze future returns on Symal Group.
Auto-correlation | 0.86 |
Very good predictability
Symal Group has very good predictability. Overlapping area represents the amount of predictability between Symal time series from 30th of September 2025 to 14th of November 2025 and 14th of November 2025 to 29th 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 Symal Group price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Symal price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.86 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
Symal Group lagged returns against current returns
Autocorrelation, which is Symal 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 Symal's stock expected returns. We can calculate the autocorrelation of Symal returns to help us make a trade decision. For example, suppose you find that Symal 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 |
Symal 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 Symal stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Symal stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Symal stock over time.
Current vs Lagged Prices |
| Timeline |
Symal Lagged Returns
When evaluating Symal's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Symal stock have on its future price. Symal 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, Symal autocorrelation shows the relationship between Symal stock current value and its past values and can show if there is a momentum factor associated with investing in Symal Group.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Symal Stock Analysis
When running Symal's price analysis, check to measure Symal'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 Symal is operating at the current time. Most of Symal's value examination focuses on studying past and present price action to predict the probability of Symal's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Symal's price. Additionally, you may evaluate how the addition of Symal to your portfolios can decrease your overall portfolio volatility.