Sanyo Special's market value is the price at which a share of Sanyo Special trades on a public exchange. It measures the collective expectations of Sanyo Special Steel investors about its performance. Sanyo Special is trading at 18.47 as of the 26th of November 2024. This is a No Change since the beginning of the trading day. The stock's lowest day price was 18.47. With this module, you can estimate the performance of a buy and hold strategy of Sanyo Special Steel and determine expected loss or profit from investing in Sanyo Special over a given investment horizon. Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in bureau of economic analysis.
Symbol
Sanyo
Sanyo Special '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 Sanyo Special'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 Sanyo Special.
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10/27/2024
No Change 0.00
0.0
In 31 days
11/26/2024
0.00
If you would invest 0.00 in Sanyo Special on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Sanyo Special Steel or generate 0.0% return on investment in Sanyo Special over 30 days.
Sanyo Special 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 Sanyo Special'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 Sanyo Special Steel upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sanyo Special's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sanyo Special's standard deviation. In reality, there are many statistical measures that can use Sanyo Special historical prices to predict the future Sanyo Special's volatility.
At this point, Sanyo Special is very steady. Sanyo Special Steel owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the firm had a 0.13% return per unit of risk over the last 3 months. We have found sixteen technical indicators for Sanyo Special Steel, which you can use to evaluate the volatility of the company. Please validate Sanyo Special's Coefficient Of Variation of 812.4, risk adjusted performance of 0.0165, and Variance of 0.0076 to confirm if the risk estimate we provide is consistent with the expected return of 0.0113%. Sanyo Special has a performance score of 9 on a scale of 0 to 100. The entity has a beta of -0.01, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Sanyo Special are expected to decrease at a much lower rate. During the bear market, Sanyo Special is likely to outperform the market. Sanyo Special Steel right now has a risk of 0.0893%. Please validate Sanyo Special treynor ratio and rate of daily change , to decide if Sanyo Special will be following its existing price patterns.
Auto-correlation
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No correlation between past and present
Sanyo Special Steel has no correlation between past and present. Overlapping area represents the amount of predictability between Sanyo Special time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 Sanyo Special Steel price movement. The serial correlation of 0.0 indicates that just 0.0% of current Sanyo Special price fluctuation can be explain by its past prices.
Correlation Coefficient
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Spearman Rank Test
1.0
Residual Average
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Price Variance
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Sanyo Special Steel lagged returns against current returns
Autocorrelation, which is Sanyo Special 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 Sanyo Special's pink sheet expected returns. We can calculate the autocorrelation of Sanyo Special returns to help us make a trade decision. For example, suppose you find that Sanyo Special 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
Sanyo Special 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 Sanyo Special pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sanyo Special pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sanyo Special pink sheet over time.
Current vs Lagged Prices
Timeline
Sanyo Special Lagged Returns
When evaluating Sanyo Special's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sanyo Special pink sheet have on its future price. Sanyo Special 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, Sanyo Special autocorrelation shows the relationship between Sanyo Special pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Sanyo Special Steel.