Security First Intl Stock Market Value
| SCFR Stock | USD 0.15 0.03 16.67% |
| Symbol | Security |
Security First '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 Security First'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 Security First.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Security First on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Security First Intl or generate 0.0% return on investment in Security First over 90 days. Security First is related to or competes with Roblox Corp, and Skkynet Cloud. GamesGamesGames Technology, Inc. focuses on the development, acquisition, and marketing of software applications, client... More
Security First 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 Security First'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 Security First Intl upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 18.13 | |||
| Information Ratio | 0.0375 | |||
| Maximum Drawdown | 90.0 | |||
| Value At Risk | (21.05) | |||
| Potential Upside | 21.43 |
Security First Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Security First's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Security First's standard deviation. In reality, there are many statistical measures that can use Security First historical prices to predict the future Security First's volatility.| Risk Adjusted Performance | 0.0545 | |||
| Jensen Alpha | 0.3876 | |||
| Total Risk Alpha | (1.31) | |||
| Sortino Ratio | 0.0275 | |||
| Treynor Ratio | 0.3486 |
Security First Intl Backtested Returns
Security First appears to be out of control, given 3 months investment horizon. Security First Intl owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0571, which indicates the firm had a 0.0571 % return per unit of risk over the last 3 months. By inspecting Security First's technical indicators, you can evaluate if the expected return of 0.78% is justified by implied risk. Please review Security First's Semi Deviation of 9.12, risk adjusted performance of 0.0545, and Coefficient Of Variation of 2060.91 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Security First holds a performance score of 4. The entity has a beta of 1.82, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Security First will likely underperform. Please check Security First's total risk alpha and the relationship between the potential upside and day typical price , to make a quick decision on whether Security First's existing price patterns will revert.
Auto-correlation | 0.37 |
Below average predictability
Security First Intl has below average predictability. Overlapping area represents the amount of predictability between Security First time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Security First Intl price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Security First price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Security First Intl lagged returns against current returns
Autocorrelation, which is Security First 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 Security First's pink sheet expected returns. We can calculate the autocorrelation of Security First returns to help us make a trade decision. For example, suppose you find that Security First 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 |
Security First 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 Security First pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Security First pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Security First pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Security First Lagged Returns
When evaluating Security First's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Security First pink sheet have on its future price. Security First 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, Security First autocorrelation shows the relationship between Security First pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Security First Intl.
Regressed Prices |
| Timeline |
Pair Trading with Security First
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Security First position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Security First will appreciate offsetting losses from the drop in the long position's value.Moving against Security Pink Sheet
The ability to find closely correlated positions to Security First could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Security First when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Security First - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Security First Intl to buy it.
The correlation of Security First is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Security First moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Security First Intl moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Security First can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Security Pink Sheet Analysis
When running Security First's price analysis, check to measure Security First'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 Security First is operating at the current time. Most of Security First's value examination focuses on studying past and present price action to predict the probability of Security First's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Security First's price. Additionally, you may evaluate how the addition of Security First to your portfolios can decrease your overall portfolio volatility.