Sjm Holdings Stock Market Value
| SJMHF Stock | USD 0.40 0.02 5.26% |
| Symbol | SJM |
SJM Holdings '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 SJM Holdings' 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 SJM Holdings.
| 05/16/2025 |
| 08/14/2025 |
If you would invest 0.00 in SJM Holdings on May 16, 2025 and sell it all today you would earn a total of 0.00 from holding SJM Holdings or generate 0.0% return on investment in SJM Holdings over 90 days. SJM Holdings is related to or competes with Monarch Casino, Golden Entertainment, Ballys Corp, Century Casinos, Melco Resorts, Hilton Grand, and Vail Resorts. SJM Holdings Limited, an investment holding company, owns, develops, and operates casinos and related facilities in Maca... More
SJM Holdings 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 SJM Holdings' 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 SJM Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1923 | |||
| Maximum Drawdown | 17.27 | |||
| Potential Upside | 6.25 |
SJM Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SJM Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SJM Holdings' standard deviation. In reality, there are many statistical measures that can use SJM Holdings historical prices to predict the future SJM Holdings' volatility.| Risk Adjusted Performance | 0.2001 | |||
| Jensen Alpha | 0.5938 | |||
| Total Risk Alpha | 0.2199 | |||
| Treynor Ratio | 3.16 |
SJM Holdings Backtested Returns
SJM Holdings appears to be abnormally volatile, given 3 months investment horizon. SJM Holdings owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.22, which indicates the firm had a 0.22 % return per unit of standard deviation over the last 3 months. By examining SJM Holdings' technical indicators, you can evaluate if the expected return of 0.5% is justified by implied risk. Please review SJM Holdings' risk adjusted performance of 0.2001, and Variance of 6.64 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, SJM Holdings holds a performance score of 16. The entity has a beta of 0.2, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SJM Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding SJM Holdings is expected to be smaller as well. Please check SJM Holdings' information ratio, skewness, as well as the relationship between the Skewness and day median price , to make a quick decision on whether SJM Holdings' existing price patterns will revert.
Auto-correlation | 0.90 |
Excellent predictability
SJM Holdings has excellent predictability. Overlapping area represents the amount of predictability between SJM Holdings time series from 16th of May 2025 to 30th of June 2025 and 30th of June 2025 to 14th 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 SJM Holdings price movement. The serial correlation of 0.9 indicates that approximately 90.0% of current SJM Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.9 | |
| Spearman Rank Test | 0.99 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
SJM Holdings lagged returns against current returns
Autocorrelation, which is SJM Holdings 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 SJM Holdings' pink sheet expected returns. We can calculate the autocorrelation of SJM Holdings returns to help us make a trade decision. For example, suppose you find that SJM Holdings 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 |
SJM Holdings 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 SJM Holdings pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SJM Holdings pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SJM Holdings pink sheet over time.
Current vs Lagged Prices |
| Timeline |
SJM Holdings Lagged Returns
When evaluating SJM Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SJM Holdings pink sheet have on its future price. SJM Holdings 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, SJM Holdings autocorrelation shows the relationship between SJM Holdings pink sheet current value and its past values and can show if there is a momentum factor associated with investing in SJM Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in SJM Pink Sheet
SJM Holdings financial ratios help investors to determine whether SJM Pink Sheet 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 SJM with respect to the benefits of owning SJM Holdings security.