Smc Corp Stock Market Value
| SMECF Stock | USD 385.00 44.52 13.08% |
| Symbol | SMC |
SMC Corp '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 Corp'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 SMC Corp.
| 04/25/2025 |
| 07/24/2025 |
If you would invest 0.00 in SMC Corp on April 25, 2025 and sell it all today you would earn a total of 0.00 from holding SMC Corp or generate 0.0% return on investment in SMC Corp over 90 days. SMC Corp is related to or competes with Emerson Electric, Fanuc, JBTMarel Corp, Mitsubishi Electric, Nordson, Rockwell Automation, and Richtech Robotics. SMC Corporation manufactures, processes, and sells automatic control equipment, sintered filters, and various types of f... More
SMC Corp 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 Corp'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 SMC Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.98 | |||
| Information Ratio | 0.029 | |||
| Maximum Drawdown | 19.53 | |||
| Value At Risk | (5.80) | |||
| Potential Upside | 6.67 |
SMC Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SMC Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SMC Corp's standard deviation. In reality, there are many statistical measures that can use SMC Corp historical prices to predict the future SMC Corp's volatility.| Risk Adjusted Performance | 0.0825 | |||
| Jensen Alpha | (0.43) | |||
| Total Risk Alpha | (0.77) | |||
| Sortino Ratio | 0.0292 | |||
| Treynor Ratio | 0.1042 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of SMC Corp'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.
SMC Corp Backtested Returns
SMC Corp appears to be very steady, given 3 months investment horizon. SMC Corp retains Efficiency (Sharpe Ratio) of 0.0896, which indicates the firm had a 0.0896 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for SMC Corp, which you can use to evaluate the volatility of the company. Please review SMC Corp's risk adjusted performance of 0.0825, and Downside Deviation of 3.98 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, SMC Corp holds a performance score of 7. The entity owns a Beta (Systematic Risk) of 3.35, 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, SMC Corp will likely underperform. Please check SMC Corp's standard deviation, value at risk, kurtosis, as well as the relationship between the sortino ratio and semi variance , to make a quick decision on whether SMC Corp's current price history will revert.
Auto-correlation | -0.37 |
Poor reverse predictability
SMC Corp has poor reverse predictability. Overlapping area represents the amount of predictability between SMC Corp time series from 25th of April 2025 to 9th of June 2025 and 9th of June 2025 to 24th 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 Corp price movement. The serial correlation of -0.37 indicates that just about 37.0% of current SMC Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.37 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 253.71 |
SMC Corp lagged returns against current returns
Autocorrelation, which is SMC Corp 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 SMC Corp's pink sheet expected returns. We can calculate the autocorrelation of SMC Corp returns to help us make a trade decision. For example, suppose you find that SMC Corp 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 |
SMC Corp 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 Corp pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SMC Corp pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SMC Corp pink sheet over time.
Current vs Lagged Prices |
| Timeline |
SMC Corp Lagged Returns
When evaluating SMC Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SMC Corp pink sheet have on its future price. SMC Corp 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 Corp autocorrelation shows the relationship between SMC Corp pink sheet current value and its past values and can show if there is a momentum factor associated with investing in SMC Corp.
Regressed Prices |
| Timeline |
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Other Information on Investing in SMC Pink Sheet
SMC Corp financial ratios help investors to determine whether SMC 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 SMC with respect to the benefits of owning SMC Corp security.