Supply@Me Capital (UK) Market Value
| SYME Stock | 0 0.0004 10.00% |
| Symbol | Supply@Me |
Supply@Me 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 Supply@Me Capital'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 Supply@Me Capital.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Supply@Me Capital on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding SupplyMe Capital PLC or generate 0.0% return on investment in Supply@Me Capital over 30 days. Supply@Me Capital is related to or competes with Alaska Air, Delta Air, Finnair Oyj, Creo Medical, Royal Bank, Advanced Medical, and Sparebank. SupplyMe Capital is entity of United Kingdom More
Supply@Me 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 Supply@Me Capital'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 SupplyMe Capital PLC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 53.97 | |||
| Value At Risk | (20.00) | |||
| Potential Upside | 11.11 |
Supply@Me Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Supply@Me Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Supply@Me Capital's standard deviation. In reality, there are many statistical measures that can use Supply@Me Capital historical prices to predict the future Supply@Me Capital's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (1.29) | |||
| Total Risk Alpha | (2.41) | |||
| Treynor Ratio | (0.25) |
SupplyMe Capital PLC Backtested Returns
SupplyMe Capital PLC owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0885, which indicates the firm had a -0.0885% return per unit of risk over the last 3 months. SupplyMe Capital PLC exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Supply@Me Capital's Variance of 95.83, coefficient of variation of (1,138), and Risk Adjusted Performance of (0.06) to confirm the risk estimate we provide. The entity has a beta of 3.53, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Supply@Me Capital will likely underperform. At this point, SupplyMe Capital PLC has a negative expected return of -0.87%. Please make sure to validate Supply@Me Capital's potential upside, kurtosis, and the relationship between the value at risk and skewness , to decide if SupplyMe Capital PLC performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.32 |
Poor reverse predictability
SupplyMe Capital PLC has poor reverse predictability. Overlapping area represents the amount of predictability between Supply@Me Capital time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of SupplyMe Capital PLC price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current Supply@Me Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.32 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
SupplyMe Capital PLC lagged returns against current returns
Autocorrelation, which is Supply@Me Capital 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 Supply@Me Capital's stock expected returns. We can calculate the autocorrelation of Supply@Me Capital returns to help us make a trade decision. For example, suppose you find that Supply@Me Capital 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 |
Supply@Me 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 Supply@Me Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Supply@Me Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Supply@Me Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Supply@Me Capital Lagged Returns
When evaluating Supply@Me Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Supply@Me Capital stock have on its future price. Supply@Me 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, Supply@Me Capital autocorrelation shows the relationship between Supply@Me Capital stock current value and its past values and can show if there is a momentum factor associated with investing in SupplyMe Capital PLC.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Supply@Me Stock Analysis
When running Supply@Me Capital's price analysis, check to measure Supply@Me Capital'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 Supply@Me Capital is operating at the current time. Most of Supply@Me Capital's value examination focuses on studying past and present price action to predict the probability of Supply@Me Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Supply@Me Capital's price. Additionally, you may evaluate how the addition of Supply@Me Capital to your portfolios can decrease your overall portfolio volatility.