Suzuki Motor Stock Market Value
| SZKMF Stock | USD 10.56 0.00 0.00% |
| Symbol | Suzuki |
Suzuki '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 Suzuki'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 Suzuki.
| 05/26/2024 |
| 11/22/2024 |
If you would invest 0.00 in Suzuki on May 26, 2024 and sell it all today you would earn a total of 0.00 from holding Suzuki Motor or generate 0.0% return on investment in Suzuki over 180 days. Suzuki is related to or competes with AYRO, Workhorse, Canoo, Toyota, Ferrari NV, Stellantis, and GM. Suzuki Motor Corporation engages in the manufacturing and marketing of automobiles, motorcycles, and marine products in ... More
Suzuki 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 Suzuki'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 Suzuki Motor upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 19.5 | |||
| Value At Risk | (3.20) | |||
| Potential Upside | 1.54 |
Suzuki Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Suzuki's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Suzuki's standard deviation. In reality, there are many statistical measures that can use Suzuki historical prices to predict the future Suzuki's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.42) | |||
| Treynor Ratio | 0.168 |
Suzuki Motor Backtested Returns
Suzuki Motor owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0419, which indicates the firm had a -0.0419% return per unit of risk over the last 3 months. Suzuki Motor exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Suzuki's Risk Adjusted Performance of (0.02), coefficient of variation of (2,496), and Variance of 7.07 to confirm the risk estimate we provide. The entity has a beta of -0.69, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Suzuki are expected to decrease at a much lower rate. During the bear market, Suzuki is likely to outperform the market. At this point, Suzuki Motor has a negative expected return of -0.0863%. Please make sure to validate Suzuki's variance, as well as the relationship between the value at risk and rate of daily change , to decide if Suzuki Motor performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.61 |
Good predictability
Suzuki Motor has good predictability. Overlapping area represents the amount of predictability between Suzuki time series from 26th of May 2024 to 24th of August 2024 and 24th of August 2024 to 22nd 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 Suzuki Motor price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Suzuki price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.33 |
Suzuki Motor lagged returns against current returns
Autocorrelation, which is Suzuki 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 Suzuki's pink sheet expected returns. We can calculate the autocorrelation of Suzuki returns to help us make a trade decision. For example, suppose you find that Suzuki 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 |
Suzuki 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 Suzuki pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Suzuki pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Suzuki pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Suzuki Lagged Returns
When evaluating Suzuki's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Suzuki pink sheet have on its future price. Suzuki 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, Suzuki autocorrelation shows the relationship between Suzuki pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Suzuki Motor.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Suzuki Pink Sheet
Suzuki financial ratios help investors to determine whether Suzuki Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Suzuki with respect to the benefits of owning Suzuki security.