Sumitomo (Germany) Technical Analysis
| SUMA Stock | EUR 35.62 0.12 0.34% |
As of the 1st of March, Sumitomo has the Semi Deviation of 2.35, coefficient of variation of 528.75, and Risk Adjusted Performance of 0.152. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Sumitomo, as well as the relationship between them. Please validate Sumitomo jensen alpha, maximum drawdown, and the relationship between the information ratio and treynor ratio to decide if Sumitomo is priced more or less accurately, providing market reflects its prevalent price of 35.62 per share.
Sumitomo Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Sumitomo, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SumitomoSumitomo |
Sumitomo '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 Sumitomo'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 Sumitomo.
| 12/01/2025 |
| 03/01/2026 |
If you would invest 0.00 in Sumitomo on December 1, 2025 and sell it all today you would earn a total of 0.00 from holding Sumitomo or generate 0.0% return on investment in Sumitomo over 90 days. Sumitomo is related to or competes with BANK MANDIRI, PT Bank, BANK MANDIRI, BANK MANDIRI, BK NEGARA, PT Bank, and BK NEGARA. Sumitomo Corporation, together with its subsidiaries, imports, exports, and trades in various goods and commodities worl... More
Sumitomo 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 Sumitomo'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 Sumitomo upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.84 | |||
| Information Ratio | 0.1569 | |||
| Maximum Drawdown | 12.11 | |||
| Value At Risk | (3.92) | |||
| Potential Upside | 5.46 |
Sumitomo Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sumitomo's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sumitomo's standard deviation. In reality, there are many statistical measures that can use Sumitomo historical prices to predict the future Sumitomo's volatility.| Risk Adjusted Performance | 0.152 | |||
| Jensen Alpha | 0.5273 | |||
| Total Risk Alpha | 0.2264 | |||
| Sortino Ratio | 0.1543 | |||
| Treynor Ratio | (4.25) |
Sumitomo March 1, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.152 | |||
| Market Risk Adjusted Performance | (4.24) | |||
| Mean Deviation | 2.23 | |||
| Semi Deviation | 2.35 | |||
| Downside Deviation | 2.84 | |||
| Coefficient Of Variation | 528.75 | |||
| Standard Deviation | 2.79 | |||
| Variance | 7.78 | |||
| Information Ratio | 0.1569 | |||
| Jensen Alpha | 0.5273 | |||
| Total Risk Alpha | 0.2264 | |||
| Sortino Ratio | 0.1543 | |||
| Treynor Ratio | (4.25) | |||
| Maximum Drawdown | 12.11 | |||
| Value At Risk | (3.92) | |||
| Potential Upside | 5.46 | |||
| Downside Variance | 8.05 | |||
| Semi Variance | 5.51 | |||
| Expected Short fall | (2.37) | |||
| Skewness | (0.14) | |||
| Kurtosis | (0.30) |
Sumitomo Backtested Returns
Sumitomo appears to be very steady, given 3 months investment horizon. Sumitomo owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.17, which indicates the firm had a 0.17 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Sumitomo, which you can use to evaluate the volatility of the company. Please review Sumitomo's Risk Adjusted Performance of 0.152, coefficient of variation of 528.75, and Semi Deviation of 2.35 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sumitomo holds a performance score of 13. The entity has a beta of -0.12, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Sumitomo are expected to decrease at a much lower rate. During the bear market, Sumitomo is likely to outperform the market. Please check Sumitomo's jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Sumitomo's existing price patterns will revert.
Auto-correlation | 0.30 |
Below average predictability
Sumitomo has below average predictability. Overlapping area represents the amount of predictability between Sumitomo time series from 1st of December 2025 to 15th of January 2026 and 15th of January 2026 to 1st of March 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 Sumitomo price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current Sumitomo price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 1.83 |
Sumitomo 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.
Sumitomo Technical Analysis
The output start index for this execution was two with a total number of output elements of fifty-nine. The Normalized Average True Range is used to analyze tradable apportunities for Sumitomo across different markets.
About Sumitomo Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Sumitomo on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Sumitomo based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Sumitomo price pattern first instead of the macroeconomic environment surrounding Sumitomo. By analyzing Sumitomo's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Sumitomo's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Sumitomo specific price patterns or momentum indicators. Please read more on our technical analysis page.
Sumitomo March 1, 2026 Technical Indicators
Most technical analysis of Sumitomo help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Sumitomo from various momentum indicators to cycle indicators. When you analyze Sumitomo charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.152 | |||
| Market Risk Adjusted Performance | (4.24) | |||
| Mean Deviation | 2.23 | |||
| Semi Deviation | 2.35 | |||
| Downside Deviation | 2.84 | |||
| Coefficient Of Variation | 528.75 | |||
| Standard Deviation | 2.79 | |||
| Variance | 7.78 | |||
| Information Ratio | 0.1569 | |||
| Jensen Alpha | 0.5273 | |||
| Total Risk Alpha | 0.2264 | |||
| Sortino Ratio | 0.1543 | |||
| Treynor Ratio | (4.25) | |||
| Maximum Drawdown | 12.11 | |||
| Value At Risk | (3.92) | |||
| Potential Upside | 5.46 | |||
| Downside Variance | 8.05 | |||
| Semi Variance | 5.51 | |||
| Expected Short fall | (2.37) | |||
| Skewness | (0.14) | |||
| Kurtosis | (0.30) |
Sumitomo March 1, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Sumitomo stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.03 | ||
| Daily Balance Of Power | 0.10 | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 36.20 | ||
| Day Typical Price | 36.00 | ||
| Price Action Indicator | (0.52) | ||
| Market Facilitation Index | 1.15 |
Complementary Tools for Sumitomo Stock analysis
When running Sumitomo's price analysis, check to measure Sumitomo'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 Sumitomo is operating at the current time. Most of Sumitomo's value examination focuses on studying past and present price action to predict the probability of Sumitomo's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sumitomo's price. Additionally, you may evaluate how the addition of Sumitomo to your portfolios can decrease your overall portfolio volatility.
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