Sumitomo Realty Development Stock Technical Analysis
| SURDF Stock | USD 27.72 1.37 5.20% |
As of the 31st of January, Sumitomo Realty has the Semi Deviation of 12.51, coefficient of variation of 1358.77, and Risk Adjusted Performance of 0.0631. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Sumitomo Realty Deve, as well as the relationship between them. Please validate Sumitomo Realty Deve treynor ratio, as well as the relationship between the downside variance and kurtosis to decide if Sumitomo Realty is priced more or less accurately, providing market reflects its prevalent price of 27.72 per share. Given that Sumitomo Realty Deve has jensen alpha of 1.88, we advise you to double-check Sumitomo Realty Development's current market performance to make sure the company can sustain itself at a future point.
Sumitomo Realty 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 Realty '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 Realty'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 Sumitomo Realty.
| 11/02/2025 |
| 01/31/2026 |
If you would invest 0.00 in Sumitomo Realty on November 2, 2025 and sell it all today you would earn a total of 0.00 from holding Sumitomo Realty Development or generate 0.0% return on investment in Sumitomo Realty over 90 days. Sumitomo Realty is related to or competes with Daiwa House, China Overseas, Daiwa House, China Overseas, Vantage Towers, CK Asset, and Vantage Towers. Sumitomo Realty Development Co., Ltd. engages in the real estate business in Japan More
Sumitomo Realty 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 Realty'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 Sumitomo Realty Development upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 43.23 | |||
| Information Ratio | 0.0711 | |||
| Maximum Drawdown | 152.34 | |||
| Value At Risk | (44.45) | |||
| Potential Upside | 5.7 |
Sumitomo Realty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sumitomo Realty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sumitomo Realty's standard deviation. In reality, there are many statistical measures that can use Sumitomo Realty historical prices to predict the future Sumitomo Realty's volatility.| Risk Adjusted Performance | 0.0631 | |||
| Jensen Alpha | 1.88 | |||
| Total Risk Alpha | 0.062 | |||
| Sortino Ratio | 0.0404 | |||
| Treynor Ratio | (1.18) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sumitomo Realty'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.
Sumitomo Realty January 31, 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 | 0.0631 | |||
| Market Risk Adjusted Performance | (1.17) | |||
| Mean Deviation | 9.26 | |||
| Semi Deviation | 12.51 | |||
| Downside Deviation | 43.23 | |||
| Coefficient Of Variation | 1358.77 | |||
| Standard Deviation | 24.57 | |||
| Variance | 603.6 | |||
| Information Ratio | 0.0711 | |||
| Jensen Alpha | 1.88 | |||
| Total Risk Alpha | 0.062 | |||
| Sortino Ratio | 0.0404 | |||
| Treynor Ratio | (1.18) | |||
| Maximum Drawdown | 152.34 | |||
| Value At Risk | (44.45) | |||
| Potential Upside | 5.7 | |||
| Downside Variance | 1869.1 | |||
| Semi Variance | 156.56 | |||
| Expected Short fall | (52.72) | |||
| Skewness | 2.5 | |||
| Kurtosis | 10.97 |
Sumitomo Realty Deve Backtested Returns
Sumitomo Realty is relatively risky given 3 months investment horizon. Sumitomo Realty Deve owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0765, which indicates the firm had a 0.0765 % return per unit of risk over the last 3 months. We were able to break down thirty different technical indicators, which can help you to evaluate if expected returns of 1.96% are justified by taking the suggested risk. Use Sumitomo Realty Deve Risk Adjusted Performance of 0.0631, coefficient of variation of 1358.77, and Semi Deviation of 12.51 to evaluate company specific risk that cannot be diversified away. Sumitomo Realty holds a performance score of 6 on a scale of zero to a hundred. The entity has a beta of -1.52, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Sumitomo Realty are expected to decrease by larger amounts. On the other hand, during market turmoil, Sumitomo Realty is expected to outperform it. Use Sumitomo Realty Deve treynor ratio, kurtosis, period momentum indicator, as well as the relationship between the downside variance and day median price , to analyze future returns on Sumitomo Realty Deve.
Auto-correlation | 0.05 |
Virtually no predictability
Sumitomo Realty Development has virtually no predictability. Overlapping area represents the amount of predictability between Sumitomo Realty time series from 2nd of November 2025 to 17th of December 2025 and 17th of December 2025 to 31st of January 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 Realty Deve price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current Sumitomo Realty price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | -0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 112.07 |
Sumitomo Realty 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.
Sumitomo Realty Deve 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 Sumitomo Realty Deve volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Sumitomo Realty 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 Realty Development 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 Realty Development based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Sumitomo Realty Deve price pattern first instead of the macroeconomic environment surrounding Sumitomo Realty Deve. By analyzing Sumitomo Realty'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 Realty'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 Realty specific price patterns or momentum indicators. Please read more on our technical analysis page.
Sumitomo Realty January 31, 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 | 0.0631 | |||
| Market Risk Adjusted Performance | (1.17) | |||
| Mean Deviation | 9.26 | |||
| Semi Deviation | 12.51 | |||
| Downside Deviation | 43.23 | |||
| Coefficient Of Variation | 1358.77 | |||
| Standard Deviation | 24.57 | |||
| Variance | 603.6 | |||
| Information Ratio | 0.0711 | |||
| Jensen Alpha | 1.88 | |||
| Total Risk Alpha | 0.062 | |||
| Sortino Ratio | 0.0404 | |||
| Treynor Ratio | (1.18) | |||
| Maximum Drawdown | 152.34 | |||
| Value At Risk | (44.45) | |||
| Potential Upside | 5.7 | |||
| Downside Variance | 1869.1 | |||
| Semi Variance | 156.56 | |||
| Expected Short fall | (52.72) | |||
| Skewness | 2.5 | |||
| Kurtosis | 10.97 |
Sumitomo Realty January 31, 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 | 1.43 | ||
| Rate Of Daily Change | 1.05 | ||
| Day Median Price | 27.24 | ||
| Day Typical Price | 27.40 | ||
| Price Action Indicator | 1.16 | ||
| Market Facilitation Index | 0.96 |
Complementary Tools for Sumitomo Pink Sheet analysis
When running Sumitomo Realty's price analysis, check to measure Sumitomo Realty'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 Realty is operating at the current time. Most of Sumitomo Realty's value examination focuses on studying past and present price action to predict the probability of Sumitomo Realty'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 Realty's price. Additionally, you may evaluate how the addition of Sumitomo Realty to your portfolios can decrease your overall portfolio volatility.
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