Spin Master Corp Stock Market Value
| SNMSF Stock | USD 18.84 0.16 0.84% |
| Symbol | Spin |
Spin Master '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 Spin Master'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 Spin Master.
| 04/28/2025 |
| 07/27/2025 |
If you would invest 0.00 in Spin Master on April 28, 2025 and sell it all today you would earn a total of 0.00 from holding Spin Master Corp or generate 0.0% return on investment in Spin Master over 90 days. Spin Master is related to or competes with Aritzia, Linamar, Finning International, IGM Financial, and TMX Group. Spin Master Corp., a childrens entertainment company, creates, designs, manufactures, licenses, and markets various toys... More
Spin Master 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 Spin Master'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 Spin Master Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.19 | |||
| Information Ratio | 0.0379 | |||
| Maximum Drawdown | 10.45 | |||
| Value At Risk | (3.14) | |||
| Potential Upside | 3.16 |
Spin Master Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Spin Master's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Spin Master's standard deviation. In reality, there are many statistical measures that can use Spin Master historical prices to predict the future Spin Master's volatility.| Risk Adjusted Performance | 0.1264 | |||
| Jensen Alpha | 0.1381 | |||
| Total Risk Alpha | (0.19) | |||
| Sortino Ratio | 0.0308 | |||
| Treynor Ratio | 0.4135 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Spin Master'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.
Spin Master Corp Backtested Returns
At this point, Spin Master is very steady. Spin Master Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0912, which indicates the firm had a 0.0912 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Spin Master Corp, which you can use to evaluate the volatility of the company. Please validate Spin Master's Coefficient Of Variation of 642.25, semi deviation of 1.36, and Risk Adjusted Performance of 0.1264 to confirm if the risk estimate we provide is consistent with the expected return of 0.16%. Spin Master has a performance score of 7 on a scale of 0 to 100. The entity has a beta of 0.65, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Spin Master's returns are expected to increase less than the market. However, during the bear market, the loss of holding Spin Master is expected to be smaller as well. Spin Master Corp right now has a risk of 1.72%. Please validate Spin Master treynor ratio, as well as the relationship between the semi variance and rate of daily change , to decide if Spin Master will be following its existing price patterns.
Auto-correlation | 0.32 |
Below average predictability
Spin Master Corp has below average predictability. Overlapping area represents the amount of predictability between Spin Master 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 Spin Master Corp price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current Spin Master price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.32 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.58 |
Spin Master Corp lagged returns against current returns
Autocorrelation, which is Spin Master 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 Spin Master's pink sheet expected returns. We can calculate the autocorrelation of Spin Master returns to help us make a trade decision. For example, suppose you find that Spin Master 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 |
Spin Master 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 Spin Master pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Spin Master pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Spin Master pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Spin Master Lagged Returns
When evaluating Spin Master's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Spin Master pink sheet have on its future price. Spin Master 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, Spin Master autocorrelation shows the relationship between Spin Master pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Spin Master Corp.
Regressed Prices |
| Timeline |
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Other Information on Investing in Spin Pink Sheet
Spin Master financial ratios help investors to determine whether Spin 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 Spin with respect to the benefits of owning Spin Master security.