Sumco Stock Technical Analysis
| SUMCF Stock | USD 10.28 0.39 3.66% |
As of the 1st of February, Sumco has the Coefficient Of Variation of (25,193), variance of 24.01, and Risk Adjusted Performance of 0.0057. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Sumco, as well as the relationship between them. Please validate Sumco information ratio, value at risk, as well as the relationship between the Value At Risk and kurtosis to decide if Sumco is priced more or less accurately, providing market reflects its prevalent price of 10.28 per share. Given that Sumco has information ratio of (0.01), we advise you to double-check Sumco's current market performance to make sure the company can sustain itself at a future point.
Sumco Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Sumco, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SumcoSumco |
Sumco '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 Sumco'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 Sumco.
| 11/03/2025 |
| 02/01/2026 |
If you would invest 0.00 in Sumco on November 3, 2025 and sell it all today you would earn a total of 0.00 from holding Sumco or generate 0.0% return on investment in Sumco over 90 days. Sumco is related to or competes with Melexis NV, Nordic Semiconductor, Codan, Ams AG, Hamamatsu Photonics, Sharp Corp, and TCL Electronics. Sumco Corporation, together with its subsidiaries, manufactures and sells silicon wafers for the semiconductor industry ... More
Sumco 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 Sumco'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 Sumco upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 23.68 | |||
| Value At Risk | (6.18) | |||
| Potential Upside | 7.76 |
Sumco Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sumco's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sumco's standard deviation. In reality, there are many statistical measures that can use Sumco historical prices to predict the future Sumco's volatility.| Risk Adjusted Performance | 0.0057 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.27) | |||
| Treynor Ratio | 0.0834 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sumco's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Sumco February 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 | 0.0057 | |||
| Market Risk Adjusted Performance | 0.0934 | |||
| Mean Deviation | 3.81 | |||
| Coefficient Of Variation | (25,193) | |||
| Standard Deviation | 4.9 | |||
| Variance | 24.01 | |||
| Information Ratio | (0.01) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.27) | |||
| Treynor Ratio | 0.0834 | |||
| Maximum Drawdown | 23.68 | |||
| Value At Risk | (6.18) | |||
| Potential Upside | 7.76 | |||
| Skewness | 0.0523 | |||
| Kurtosis | 0.2891 |
Sumco Backtested Returns
Sumco appears to be slightly risky, given 3 months investment horizon. Sumco owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0414, which indicates the firm had a 0.0414 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Sumco, which you can use to evaluate the volatility of the company. Please review Sumco's Risk Adjusted Performance of 0.0057, variance of 24.01, and Coefficient Of Variation of (25,193) to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sumco holds a performance score of 3. The entity has a beta of -0.35, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Sumco are expected to decrease at a much lower rate. During the bear market, Sumco is likely to outperform the market. Please check Sumco's value at risk, rate of daily change, relative strength index, as well as the relationship between the kurtosis and market facilitation index , to make a quick decision on whether Sumco's existing price patterns will revert.
Auto-correlation | -0.5 |
Modest reverse predictability
Sumco has modest reverse predictability. Overlapping area represents the amount of predictability between Sumco time series from 3rd of November 2025 to 18th of December 2025 and 18th of December 2025 to 1st of February 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 Sumco price movement. The serial correlation of -0.5 indicates that about 50.0% of current Sumco price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.5 | |
| Spearman Rank Test | 0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.51 |
Sumco technical pink sheet 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, pink sheet market cycles, or different charting patterns.
Sumco Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Sumco volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Sumco 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 Sumco 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 Sumco based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Sumco price pattern first instead of the macroeconomic environment surrounding Sumco. By analyzing Sumco'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 Sumco'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 Sumco specific price patterns or momentum indicators. Please read more on our technical analysis page.
Sumco February 1, 2026 Technical Indicators
Most technical analysis of Sumco 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 Sumco from various momentum indicators to cycle indicators. When you analyze Sumco 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 | 0.0057 | |||
| Market Risk Adjusted Performance | 0.0934 | |||
| Mean Deviation | 3.81 | |||
| Coefficient Of Variation | (25,193) | |||
| Standard Deviation | 4.9 | |||
| Variance | 24.01 | |||
| Information Ratio | (0.01) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.27) | |||
| Treynor Ratio | 0.0834 | |||
| Maximum Drawdown | 23.68 | |||
| Value At Risk | (6.18) | |||
| Potential Upside | 7.76 | |||
| Skewness | 0.0523 | |||
| Kurtosis | 0.2891 |
Sumco February 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 Sumco 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 | 0.09 | ||
| Daily Balance Of Power | (0.41) | ||
| Rate Of Daily Change | 0.96 | ||
| Day Median Price | 10.44 | ||
| Day Typical Price | 10.38 | ||
| Price Action Indicator | (0.35) | ||
| Market Facilitation Index | 0.95 |
Complementary Tools for Sumco Pink Sheet analysis
When running Sumco's price analysis, check to measure Sumco'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 Sumco is operating at the current time. Most of Sumco's value examination focuses on studying past and present price action to predict the probability of Sumco's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sumco's price. Additionally, you may evaluate how the addition of Sumco to your portfolios can decrease your overall portfolio volatility.
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