SMC Investment (Vietnam) Market Value
| SMC Stock | 13,300 450.00 3.50% |
| Symbol | SMC |
SMC Investment '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 SMC Investment'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 SMC Investment.
| 04/27/2025 |
| 07/26/2025 |
If you would invest 0.00 in SMC Investment on April 27, 2025 and sell it all today you would earn a total of 0.00 from holding SMC Investment Trading or generate 0.0% return on investment in SMC Investment over 90 days. SMC Investment is related to or competes with Post, Din Capital, HUD1 Investment, Vien Dong, and Asia Pacific. More
SMC Investment 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 SMC Investment'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 SMC Investment Trading upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.65 | |||
| Information Ratio | 0.1751 | |||
| Maximum Drawdown | 11.84 | |||
| Value At Risk | (3.54) | |||
| Potential Upside | 6.9 |
SMC Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SMC Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SMC Investment's standard deviation. In reality, there are many statistical measures that can use SMC Investment historical prices to predict the future SMC Investment's volatility.| Risk Adjusted Performance | 0.1986 | |||
| Jensen Alpha | 0.7227 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.1931 | |||
| Treynor Ratio | (13.51) |
SMC Investment Trading Backtested Returns
SMC Investment appears to be very steady, given 3 months investment horizon. SMC Investment Trading retains Efficiency (Sharpe Ratio) of 0.21, which indicates the firm had a 0.21 % return per unit of volatility over the last 3 months. By inspecting SMC Investment's technical indicators, you can evaluate if the expected return of 0.63% is justified by implied risk. Please review SMC Investment's downside deviation of 2.65, and Risk Adjusted Performance of 0.1986 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, SMC Investment holds a performance score of 16. The entity owns a Beta (Systematic Risk) of -0.0527, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SMC Investment are expected to decrease at a much lower rate. During the bear market, SMC Investment is likely to outperform the market. Please check SMC Investment's jensen alpha, semi variance, day typical price, as well as the relationship between the maximum drawdown and accumulation distribution , to make a quick decision on whether SMC Investment's current price history will revert.
Auto-correlation | 0.35 |
Below average predictability
SMC Investment Trading has below average predictability. Overlapping area represents the amount of predictability between SMC Investment time series from 27th of April 2025 to 11th of June 2025 and 11th of June 2025 to 26th 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 SMC Investment Trading price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current SMC Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | 0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 902.7 K |
SMC Investment Trading lagged returns against current returns
Autocorrelation, which is SMC Investment 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 SMC Investment's stock expected returns. We can calculate the autocorrelation of SMC Investment returns to help us make a trade decision. For example, suppose you find that SMC Investment 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 |
SMC Investment 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 SMC Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SMC Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SMC Investment stock over time.
Current vs Lagged Prices |
| Timeline |
SMC Investment Lagged Returns
When evaluating SMC Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SMC Investment stock have on its future price. SMC Investment 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, SMC Investment autocorrelation shows the relationship between SMC Investment stock current value and its past values and can show if there is a momentum factor associated with investing in SMC Investment Trading.
Regressed Prices |
| Timeline |
Pair Trading with SMC Investment
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 SMC Investment 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 SMC Investment will appreciate offsetting losses from the drop in the long position's value.Moving together with SMC Stock
The ability to find closely correlated positions to SMC Investment could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace SMC Investment 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 SMC Investment - 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 SMC Investment Trading to buy it.
The correlation of SMC Investment 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 SMC Investment moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if SMC Investment Trading 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 SMC Investment 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.Other Information on Investing in SMC Stock
SMC Investment financial ratios help investors to determine whether SMC Stock 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 SMC with respect to the benefits of owning SMC Investment security.