SOCAM DEVELOPMENT (Germany) Market Value
| HU8 Stock | EUR 0.04 0 2.25% |
| Symbol | SOCAM |
SOCAM DEVELOPMENT '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 SOCAM DEVELOPMENT'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 SOCAM DEVELOPMENT.
| 04/02/2024 |
| 05/02/2024 |
If you would invest 0.00 in SOCAM DEVELOPMENT on April 2, 2024 and sell it all today you would earn a total of 0.00 from holding SOCAM DEVELOPMENT LTD or generate 0.0% return on investment in SOCAM DEVELOPMENT over 30 days. SOCAM DEVELOPMENT is related to or competes with Vonovia SE, NMI Holdings, SIVERS SEMICONDUCTORS, and NorAm Drilling. SOCAM Development Limited, an investment holding company, engages in the property and construction businesses in the Peo... More
SOCAM DEVELOPMENT 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 SOCAM DEVELOPMENT'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 SOCAM DEVELOPMENT LTD upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 88.96 | |||
| Value At Risk | (9.71) | |||
| Potential Upside | 5.88 |
SOCAM DEVELOPMENT Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SOCAM DEVELOPMENT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SOCAM DEVELOPMENT's standard deviation. In reality, there are many statistical measures that can use SOCAM DEVELOPMENT historical prices to predict the future SOCAM DEVELOPMENT's volatility.| Risk Adjusted Performance | 0.0092 | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.72) | |||
| Treynor Ratio | (0.02) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of SOCAM DEVELOPMENT'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.
SOCAM DEVELOPMENT LTD Backtested Returns
We consider SOCAM DEVELOPMENT out of control. SOCAM DEVELOPMENT LTD retains Efficiency (Sharpe Ratio) of 0.0157, which indicates the firm had a 0.0157% return per unit of volatility over the last 3 months. We have found twenty-one technical indicators for SOCAM DEVELOPMENT, which you can use to evaluate the volatility of the company. Please validate SOCAM DEVELOPMENT's standard deviation of 9.15, and Risk Adjusted Performance of 0.0092 to confirm if the risk estimate we provide is consistent with the expected return of 0.15%. SOCAM DEVELOPMENT has a performance score of 1 on a scale of 0 to 100. The entity owns a Beta (Systematic Risk) of 0.74, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SOCAM DEVELOPMENT's returns are expected to increase less than the market. However, during the bear market, the loss of holding SOCAM DEVELOPMENT is expected to be smaller as well. SOCAM DEVELOPMENT LTD currently owns a risk of 9.48%. Please validate SOCAM DEVELOPMENT LTD mean deviation, standard deviation, information ratio, as well as the relationship between the coefficient of variation and variance , to decide if SOCAM DEVELOPMENT LTD will be following its current price history.
Auto-correlation | -0.21 |
Weak reverse predictability
SOCAM DEVELOPMENT LTD has weak reverse predictability. Overlapping area represents the amount of predictability between SOCAM DEVELOPMENT time series from 2nd of April 2024 to 17th of April 2024 and 17th of April 2024 to 2nd of May 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 SOCAM DEVELOPMENT LTD price movement. The serial correlation of -0.21 indicates that over 21.0% of current SOCAM DEVELOPMENT price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
SOCAM DEVELOPMENT LTD lagged returns against current returns
Autocorrelation, which is SOCAM DEVELOPMENT 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 SOCAM DEVELOPMENT's stock expected returns. We can calculate the autocorrelation of SOCAM DEVELOPMENT returns to help us make a trade decision. For example, suppose you find that SOCAM DEVELOPMENT 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 |
SOCAM DEVELOPMENT 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 SOCAM DEVELOPMENT stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SOCAM DEVELOPMENT stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SOCAM DEVELOPMENT stock over time.
Current vs Lagged Prices |
| Timeline |
SOCAM DEVELOPMENT Lagged Returns
When evaluating SOCAM DEVELOPMENT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SOCAM DEVELOPMENT stock have on its future price. SOCAM DEVELOPMENT 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, SOCAM DEVELOPMENT autocorrelation shows the relationship between SOCAM DEVELOPMENT stock current value and its past values and can show if there is a momentum factor associated with investing in SOCAM DEVELOPMENT LTD.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards SOCAM DEVELOPMENT in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, SOCAM DEVELOPMENT's short interest history, or implied volatility extrapolated from SOCAM DEVELOPMENT options trading.
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Complementary Tools for SOCAM Stock analysis
When running SOCAM DEVELOPMENT's price analysis, check to measure SOCAM DEVELOPMENT'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 SOCAM DEVELOPMENT is operating at the current time. Most of SOCAM DEVELOPMENT's value examination focuses on studying past and present price action to predict the probability of SOCAM DEVELOPMENT's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SOCAM DEVELOPMENT's price. Additionally, you may evaluate how the addition of SOCAM DEVELOPMENT to your portfolios can decrease your overall portfolio volatility.
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SOCAM DEVELOPMENT 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.