Sembcorp Industries Stock Market Value
| SCRPF Stock | USD 3.96 0.00 0.00% |
| Symbol | Sembcorp |
Sembcorp Industries '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 Sembcorp Industries' 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 Sembcorp Industries.
| 04/07/2024 |
| 05/07/2024 |
If you would invest 0.00 in Sembcorp Industries on April 7, 2024 and sell it all today you would earn a total of 0.00 from holding Sembcorp Industries or generate 0.0% return on investment in Sembcorp Industries over 30 days. Sembcorp Industries is related to or competes with Grupo Bimbo, Grupo Financiero, Arca Continental, and Becle SA. Sembcorp Industries Ltd, an investment holding company, engages in the renewables, integrated urban solutions, conventio... More
Sembcorp Industries 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 Sembcorp Industries' 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 Sembcorp Industries upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0558 | |||
| Maximum Drawdown | 3.51 |
Sembcorp Industries Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sembcorp Industries' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sembcorp Industries' standard deviation. In reality, there are many statistical measures that can use Sembcorp Industries historical prices to predict the future Sembcorp Industries' volatility.| Risk Adjusted Performance | 0.1232 | |||
| Jensen Alpha | 0.0985 | |||
| Total Risk Alpha | 0.0399 | |||
| Treynor Ratio | (1.46) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sembcorp Industries' 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.
Sembcorp Industries Backtested Returns
We consider Sembcorp Industries not too volatile. Sembcorp Industries owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.21, which indicates the firm had a 0.21% return per unit of risk over the last 3 months. We have found sixteen technical indicators for Sembcorp Industries, which you can use to evaluate the volatility of the company. Please validate Sembcorp Industries' Variance of 0.2705, coefficient of variation of 498.87, and Risk Adjusted Performance of 0.1232 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. Sembcorp Industries has a performance score of 16 on a scale of 0 to 100. The entity has a beta of -0.0644, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Sembcorp Industries are expected to decrease at a much lower rate. During the bear market, Sembcorp Industries is likely to outperform the market. Sembcorp Industries right now has a risk of 0.54%. Please validate Sembcorp Industries information ratio and kurtosis , to decide if Sembcorp Industries will be following its existing price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Sembcorp Industries has no correlation between past and present. Overlapping area represents the amount of predictability between Sembcorp Industries time series from 7th of April 2024 to 22nd of April 2024 and 22nd of April 2024 to 7th 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 Sembcorp Industries price movement. The serial correlation of 0.0 indicates that just 0.0% of current Sembcorp Industries price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Sembcorp Industries lagged returns against current returns
Autocorrelation, which is Sembcorp Industries pink sheet'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 Sembcorp Industries' pink sheet expected returns. We can calculate the autocorrelation of Sembcorp Industries returns to help us make a trade decision. For example, suppose you find that Sembcorp Industries has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Sembcorp Industries 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 Sembcorp Industries pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sembcorp Industries pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sembcorp Industries pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Sembcorp Industries Lagged Returns
When evaluating Sembcorp Industries' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sembcorp Industries pink sheet have on its future price. Sembcorp Industries 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, Sembcorp Industries autocorrelation shows the relationship between Sembcorp Industries pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Sembcorp Industries.
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 Sembcorp Industries 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, Sembcorp Industries' short interest history, or implied volatility extrapolated from Sembcorp Industries options trading.
Currently Active Assets on Macroaxis
Check out Sembcorp Industries Correlation, Sembcorp Industries Volatility and Sembcorp Industries Alpha and Beta module to complement your research on Sembcorp Industries. You can also try the Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
Complementary Tools for Sembcorp Pink Sheet analysis
When running Sembcorp Industries' price analysis, check to measure Sembcorp Industries' 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 Sembcorp Industries is operating at the current time. Most of Sembcorp Industries' value examination focuses on studying past and present price action to predict the probability of Sembcorp Industries' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sembcorp Industries' price. Additionally, you may evaluate how the addition of Sembcorp Industries to your portfolios can decrease your overall portfolio volatility.
| Insider Screener Find insiders across different sectors to evaluate their impact on performance | |
| My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
| Cryptocurrency Center Build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Commodity Directory Find actively traded commodities issued by global exchanges | |
| Financial Widgets Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| ETF Categories List of ETF categories grouped based on various criteria, such as the investment strategy or type of investments |
Sembcorp Industries 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.