Sitc International Holdings Stock Market Value
| SITIY Stock | USD 35.48 0.19 0.53% |
| Symbol | SITC |
SITC International '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 SITC International'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 SITC International.
| 05/19/2025 |
| 08/17/2025 |
If you would invest 0.00 in SITC International on May 19, 2025 and sell it all today you would earn a total of 0.00 from holding SITC International Holdings or generate 0.0% return on investment in SITC International over 90 days. SITC International is related to or competes with Mitsui OSK, Orient Overseas, Orient Overseas, Hapag Lloyd, Xinyi Glass, Hapag Lloyd, and AP Mller. SITC International Holdings Company Limited, a shipping logistics company, provides integrated transportation and logist... More
SITC International 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 SITC International'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 SITC International Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.97 | |||
| Information Ratio | 0.1072 | |||
| Maximum Drawdown | 38.98 | |||
| Value At Risk | (7.14) | |||
| Potential Upside | 10.36 |
SITC International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SITC International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SITC International's standard deviation. In reality, there are many statistical measures that can use SITC International historical prices to predict the future SITC International's volatility.| Risk Adjusted Performance | 0.0981 | |||
| Jensen Alpha | 0.6695 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.1188 | |||
| Treynor Ratio | 5.43 |
SITC International Backtested Returns
SITC International appears to be not too volatile, given 3 months investment horizon. SITC International owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the firm had a 0.13 % return per unit of standard deviation over the last 3 months. By evaluating SITC International's technical indicators, you can evaluate if the expected return of 0.72% is justified by implied risk. Please review SITC International's coefficient of variation of 797.3, 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, SITC International holds a performance score of 10. The entity has a beta of 0.13, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SITC International's returns are expected to increase less than the market. However, during the bear market, the loss of holding SITC International is expected to be smaller as well. Please check SITC International's semi variance, as well as the relationship between the rate of daily change and relative strength index , to make a quick decision on whether SITC International's existing price patterns will revert.
Auto-correlation | 0.23 |
Weak predictability
SITC International Holdings has weak predictability. Overlapping area represents the amount of predictability between SITC International time series from 19th of May 2025 to 3rd of July 2025 and 3rd of July 2025 to 17th of August 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 SITC International price movement. The serial correlation of 0.23 indicates that over 23.0% of current SITC International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | 0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 4.42 |
SITC International lagged returns against current returns
Autocorrelation, which is SITC International 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 SITC International's pink sheet expected returns. We can calculate the autocorrelation of SITC International returns to help us make a trade decision. For example, suppose you find that SITC International 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 |
SITC International 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 SITC International pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SITC International pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SITC International pink sheet over time.
Current vs Lagged Prices |
| Timeline |
SITC International Lagged Returns
When evaluating SITC International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SITC International pink sheet have on its future price. SITC International 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, SITC International autocorrelation shows the relationship between SITC International pink sheet current value and its past values and can show if there is a momentum factor associated with investing in SITC International Holdings.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for SITC Pink Sheet Analysis
When running SITC International's price analysis, check to measure SITC International'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 SITC International is operating at the current time. Most of SITC International's value examination focuses on studying past and present price action to predict the probability of SITC International's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SITC International's price. Additionally, you may evaluate how the addition of SITC International to your portfolios can decrease your overall portfolio volatility.