SYN Prop (Brazil) Market Value
| SYNE3 Stock | 4.73 0.03 0.63% |
| Symbol | SYN |
SYN Prop '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 SYN Prop'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 SYN Prop.
| 12/22/2025 |
| 01/21/2026 |
If you would invest 0.00 in SYN Prop on December 22, 2025 and sell it all today you would earn a total of 0.00 from holding SYN prop e or generate 0.0% return on investment in SYN Prop over 30 days.
SYN Prop 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 SYN Prop'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 SYN prop e upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.33 | |||
| Information Ratio | 0.012 | |||
| Maximum Drawdown | 13.84 | |||
| Value At Risk | (3.93) | |||
| Potential Upside | 3.07 |
SYN Prop Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SYN Prop's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SYN Prop's standard deviation. In reality, there are many statistical measures that can use SYN Prop historical prices to predict the future SYN Prop's volatility.| Risk Adjusted Performance | 0.0388 | |||
| Jensen Alpha | 0.0431 | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | 0.0121 | |||
| Treynor Ratio | 0.1204 |
SYN prop e Backtested Returns
Currently, SYN prop e is slightly risky. SYN prop e owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0358, which indicates the firm had a 0.0358 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for SYN prop e, which you can use to evaluate the volatility of the company. Please validate SYN Prop's risk adjusted performance of 0.0388, and Coefficient Of Variation of 2288.76 to confirm if the risk estimate we provide is consistent with the expected return of 0.0875%. SYN Prop has a performance score of 2 on a scale of 0 to 100. The entity has a beta of 0.77, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SYN Prop's returns are expected to increase less than the market. However, during the bear market, the loss of holding SYN Prop is expected to be smaller as well. SYN prop e presently has a risk of 2.45%. Please validate SYN Prop treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to decide if SYN Prop will be following its existing price patterns.
Auto-correlation | -0.43 |
Modest reverse predictability
SYN prop e has modest reverse predictability. Overlapping area represents the amount of predictability between SYN Prop time series from 22nd of December 2025 to 6th of January 2026 and 6th of January 2026 to 21st 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 SYN prop e price movement. The serial correlation of -0.43 indicates that just about 43.0% of current SYN Prop price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.43 | |
| Spearman Rank Test | -0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
SYN prop e lagged returns against current returns
Autocorrelation, which is SYN Prop 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 SYN Prop's stock expected returns. We can calculate the autocorrelation of SYN Prop returns to help us make a trade decision. For example, suppose you find that SYN Prop 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 |
SYN Prop 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 SYN Prop stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SYN Prop stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SYN Prop stock over time.
Current vs Lagged Prices |
| Timeline |
SYN Prop Lagged Returns
When evaluating SYN Prop's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SYN Prop stock have on its future price. SYN Prop 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, SYN Prop autocorrelation shows the relationship between SYN Prop stock current value and its past values and can show if there is a momentum factor associated with investing in SYN prop e.
Regressed Prices |
| Timeline |
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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 SYN Stock Analysis
When running SYN Prop's price analysis, check to measure SYN Prop'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 SYN Prop is operating at the current time. Most of SYN Prop's value examination focuses on studying past and present price action to predict the probability of SYN Prop's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SYN Prop's price. Additionally, you may evaluate how the addition of SYN Prop to your portfolios can decrease your overall portfolio volatility.