Smartset Automation Llc Stock Market Value
| SLDC Stock | USD 0 0.0006 42.86% |
| Symbol | SmartSet |
SmartSet Automation '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 SmartSet Automation'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 SmartSet Automation.
| 04/28/2025 |
| 07/27/2025 |
If you would invest 0.00 in SmartSet Automation on April 28, 2025 and sell it all today you would earn a total of 0.00 from holding SmartSet Automation LLC or generate 0.0% return on investment in SmartSet Automation over 90 days. SmartSet Automation is related to or competes with Stepan, Apogee Enterprises, Lindblad Expeditions, IAC, Getty Realty, Sun Art, and SunLink Health. SmartSet Automation, LLC engages in the design and manufacture of integrated machine controls that are sold to manufactu... More
SmartSet Automation 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 SmartSet Automation'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 SmartSet Automation LLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 15.48 | |||
| Information Ratio | 0.0388 | |||
| Maximum Drawdown | 73.94 | |||
| Value At Risk | (23.53) | |||
| Potential Upside | 35.0 |
SmartSet Automation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SmartSet Automation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SmartSet Automation's standard deviation. In reality, there are many statistical measures that can use SmartSet Automation historical prices to predict the future SmartSet Automation's volatility.| Risk Adjusted Performance | 0.05 | |||
| Jensen Alpha | 1.54 | |||
| Total Risk Alpha | (3.21) | |||
| Sortino Ratio | 0.0391 | |||
| Treynor Ratio | (0.22) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of SmartSet Automation's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
SmartSet Automation LLC Backtested Returns
SmartSet Automation appears to be out of control, given 3 months investment horizon. SmartSet Automation LLC owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0529, which indicates the firm had a 0.0529 % return per unit of risk over the last 3 months. By inspecting SmartSet Automation's technical indicators, you can evaluate if the expected return of 0.84% is justified by implied risk. Please review SmartSet Automation's Risk Adjusted Performance of 0.05, coefficient of variation of 1915.49, and Semi Deviation of 12.36 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, SmartSet Automation holds a performance score of 4. The entity has a beta of -3.69, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning SmartSet Automation are expected to decrease by larger amounts. On the other hand, during market turmoil, SmartSet Automation is expected to outperform it. Please check SmartSet Automation's maximum drawdown, skewness, and the relationship between the total risk alpha and downside variance , to make a quick decision on whether SmartSet Automation's existing price patterns will revert.
Auto-correlation | -0.74 |
Almost perfect reverse predictability
SmartSet Automation LLC has almost perfect reverse predictability. Overlapping area represents the amount of predictability between SmartSet Automation time series from 28th of April 2025 to 12th of June 2025 and 12th of June 2025 to 27th 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 SmartSet Automation LLC price movement. The serial correlation of -0.74 indicates that around 74.0% of current SmartSet Automation price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.74 | |
| Spearman Rank Test | -0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
SmartSet Automation LLC lagged returns against current returns
Autocorrelation, which is SmartSet Automation 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 SmartSet Automation's pink sheet expected returns. We can calculate the autocorrelation of SmartSet Automation returns to help us make a trade decision. For example, suppose you find that SmartSet Automation 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 |
SmartSet Automation 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 SmartSet Automation pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SmartSet Automation pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SmartSet Automation pink sheet over time.
Current vs Lagged Prices |
| Timeline |
SmartSet Automation Lagged Returns
When evaluating SmartSet Automation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SmartSet Automation pink sheet have on its future price. SmartSet Automation 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, SmartSet Automation autocorrelation shows the relationship between SmartSet Automation pink sheet current value and its past values and can show if there is a momentum factor associated with investing in SmartSet Automation LLC.
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.Other Information on Investing in SmartSet Pink Sheet
SmartSet Automation financial ratios help investors to determine whether SmartSet 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 SmartSet with respect to the benefits of owning SmartSet Automation security.