Sinai Cement's market value is the price at which a share of Sinai Cement trades on a public exchange. It measures the collective expectations of Sinai Cement investors about its performance. Sinai Cement is trading at 61.93 as of the 16th of December 2025. This is a 0.18 percent down since the beginning of the trading day. The stock's lowest day price was 61.76. With this module, you can estimate the performance of a buy and hold strategy of Sinai Cement and determine expected loss or profit from investing in Sinai Cement over a given investment horizon. Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in state.
Symbol
Sinai
Sinai Cement '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 Sinai Cement'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 Sinai Cement.
0.00
09/17/2025
No Change 0.00
0.0
In 3 months and 1 day
12/16/2025
0.00
If you would invest 0.00 in Sinai Cement on September 17, 2025 and sell it all today you would earn a total of 0.00 from holding Sinai Cement or generate 0.0% return on investment in Sinai Cement over 90 days.
Sinai Cement 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 Sinai Cement'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 Sinai Cement 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 Sinai Cement's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sinai Cement's standard deviation. In reality, there are many statistical measures that can use Sinai Cement historical prices to predict the future Sinai Cement's volatility.
Sinai Cement appears to be very steady, given 3 months investment horizon. Sinai Cement owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the firm had a 0.13 % return per unit of risk over the last 3 months. By inspecting Sinai Cement's technical indicators, you can evaluate if the expected return of 0.51% is justified by implied risk. Please review Sinai Cement's Coefficient Of Variation of 773.92, semi deviation of 2.14, and Risk Adjusted Performance of 0.0981 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sinai Cement holds a performance score of 10. The entity has a beta of -0.6, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Sinai Cement are expected to decrease at a much lower rate. During the bear market, Sinai Cement is likely to outperform the market. Please check Sinai Cement's total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Sinai Cement's existing price patterns will revert.
Auto-correlation
-0.83
Excellent reverse predictability
Sinai Cement has excellent reverse predictability. Overlapping area represents the amount of predictability between Sinai Cement time series from 17th of September 2025 to 1st of November 2025 and 1st of November 2025 to 16th of December 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 Sinai Cement price movement. The serial correlation of -0.83 indicates that around 83.0% of current Sinai Cement price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.83
Spearman Rank Test
-0.72
Residual Average
0.0
Price Variance
10.45
Sinai Cement lagged returns against current returns
Autocorrelation, which is Sinai Cement 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 Sinai Cement's stock expected returns. We can calculate the autocorrelation of Sinai Cement returns to help us make a trade decision. For example, suppose you find that Sinai Cement 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
Sinai Cement 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 Sinai Cement stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sinai Cement stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sinai Cement stock over time.
Current vs Lagged Prices
Timeline
Sinai Cement Lagged Returns
When evaluating Sinai Cement's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sinai Cement stock have on its future price. Sinai Cement 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, Sinai Cement autocorrelation shows the relationship between Sinai Cement stock current value and its past values and can show if there is a momentum factor associated with investing in Sinai Cement.
Regressed Prices
Timeline
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