Sims Metal's market value is the price at which a share of Sims Metal trades on a public exchange. It measures the collective expectations of Sims Metal Management investors about its performance. Sims Metal is trading at 9.05 as of the 31st of July 2025. This is a 1.12 percent increase since the beginning of the trading day. The stock's lowest day price was 9.05. With this module, you can estimate the performance of a buy and hold strategy of Sims Metal Management and determine expected loss or profit from investing in Sims Metal over a given investment horizon. Check out Sims Metal Correlation, Sims Metal Volatility and Sims Metal Alpha and Beta module to complement your research on Sims Metal.
Please note, there is a significant difference between Sims Metal's value and its price as these two are different measures arrived at by different means. Investors typically determine if Sims Metal is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sims Metal's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Sims Metal '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 Sims Metal'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 Sims Metal.
0.00
05/02/2025
No Change 0.00
0.0
In 3 months and 1 day
07/31/2025
0.00
If you would invest 0.00 in Sims Metal on May 2, 2025 and sell it all today you would earn a total of 0.00 from holding Sims Metal Management or generate 0.0% return on investment in Sims Metal over 90 days. Sims Metal is related to or competes with LION ONE, Globe Trade, DAIDO METAL, MCEWEN MINING, Transport International, PARKEN Sport, and CarsalesCom. Sims Metal Management Limited engages in buying, processing, and selling ferrous and non-ferrous recycled metals More
Sims Metal 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 Sims Metal'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 Sims Metal Management upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sims Metal's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sims Metal's standard deviation. In reality, there are many statistical measures that can use Sims Metal historical prices to predict the future Sims Metal's volatility.
At this point, Sims Metal is not too volatile. Sims Metal Management owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0918, which indicates the firm had a 0.0918 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Sims Metal Management, which you can use to evaluate the volatility of the company. Please validate Sims Metal's Coefficient Of Variation of 593.67, semi deviation of 1.05, and Risk Adjusted Performance of 0.1332 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. Sims Metal has a performance score of 7 on a scale of 0 to 100. The entity has a beta of 0.0673, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sims Metal's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sims Metal is expected to be smaller as well. Sims Metal Management right now has a risk of 1.27%. Please validate Sims Metal information ratio, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if Sims Metal will be following its existing price patterns.
Auto-correlation
-0.15
Insignificant reverse predictability
Sims Metal Management has insignificant reverse predictability. Overlapping area represents the amount of predictability between Sims Metal time series from 2nd of May 2025 to 16th of June 2025 and 16th of June 2025 to 31st of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Sims Metal Management price movement. The serial correlation of -0.15 indicates that less than 15.0% of current Sims Metal price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.15
Spearman Rank Test
0.12
Residual Average
0.0
Price Variance
0.09
Sims Metal Management lagged returns against current returns
Autocorrelation, which is Sims Metal 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 Sims Metal's stock expected returns. We can calculate the autocorrelation of Sims Metal returns to help us make a trade decision. For example, suppose you find that Sims Metal 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
Sims Metal 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 Sims Metal stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sims Metal stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sims Metal stock over time.
Current vs Lagged Prices
Timeline
Sims Metal Lagged Returns
When evaluating Sims Metal's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sims Metal stock have on its future price. Sims Metal 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, Sims Metal autocorrelation shows the relationship between Sims Metal stock current value and its past values and can show if there is a momentum factor associated with investing in Sims Metal Management.
Sims Metal financial ratios help investors to determine whether Sims Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Sims with respect to the benefits of owning Sims Metal security.