SLR Investment (Germany) Market Value
| ZSL Stock | EUR 15.34 0.06 0.39% |
| Symbol | SLR |
SLR Investment '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 SLR Investment'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 SLR Investment.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in SLR Investment on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding SLR Investment Corp or generate 0.0% return on investment in SLR Investment over 720 days. SLR Investment is related to or competes with Bank of New York Mellon, Ares Management, Superior Plus, NMI Holdings, Origin Agritech, SIVERS SEMICONDUCTORS, and Talanx AG. Solar Capital Ltd. is a business development company specializing in secured debt , subordinated debt, minority equity, ... More
SLR Investment 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 SLR Investment'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 SLR Investment Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.03 | |||
| Information Ratio | 0.082 | |||
| Maximum Drawdown | 6.48 | |||
| Value At Risk | (1.30) | |||
| Potential Upside | 1.87 |
SLR Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SLR Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SLR Investment's standard deviation. In reality, there are many statistical measures that can use SLR Investment historical prices to predict the future SLR Investment's volatility.| Risk Adjusted Performance | 0.132 | |||
| Jensen Alpha | 0.2451 | |||
| Total Risk Alpha | 0.0377 | |||
| Sortino Ratio | 0.1019 | |||
| Treynor Ratio | (0.50) |
SLR Investment Corp Backtested Returns
SLR Investment appears to be very steady, given 3 months investment horizon. SLR Investment Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.18, which indicates the firm had a 0.18% return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for SLR Investment Corp, which you can use to evaluate the volatility of the company. Please review SLR Investment's risk adjusted performance of 0.132, and Coefficient Of Variation of 595.83 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, SLR Investment holds a performance score of 13. The entity has a beta of -0.41, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning SLR Investment are expected to decrease at a much lower rate. During the bear market, SLR Investment is likely to outperform the market. Please check SLR Investment's maximum drawdown, semi variance, daily balance of power, as well as the relationship between the potential upside and skewness , to make a quick decision on whether SLR Investment's existing price patterns will revert.
Auto-correlation | 0.19 |
Very weak predictability
SLR Investment Corp has very weak predictability. Overlapping area represents the amount of predictability between SLR Investment time series from 3rd of December 2022 to 28th of November 2023 and 28th of November 2023 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 SLR Investment Corp price movement. The serial correlation of 0.19 indicates that over 19.0% of current SLR Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.19 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.52 |
SLR Investment Corp lagged returns against current returns
Autocorrelation, which is SLR Investment 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 SLR Investment's stock expected returns. We can calculate the autocorrelation of SLR Investment returns to help us make a trade decision. For example, suppose you find that SLR Investment 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 |
SLR Investment 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 SLR Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SLR Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SLR Investment stock over time.
Current vs Lagged Prices |
| Timeline |
SLR Investment Lagged Returns
When evaluating SLR Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SLR Investment stock have on its future price. SLR Investment 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, SLR Investment autocorrelation shows the relationship between SLR Investment stock current value and its past values and can show if there is a momentum factor associated with investing in SLR Investment Corp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in SLR Stock
When determining whether SLR Investment Corp offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of SLR Investment's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Slr Investment Corp Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Slr Investment Corp Stock:Check out SLR Investment Correlation, SLR Investment Volatility and SLR Investment Alpha and Beta module to complement your research on SLR Investment. You can also try the Content Syndication module to quickly integrate customizable finance content to your own investment portal.
SLR Investment technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.