Sappi Ltd Adr Stock Market Value
| SPPJY Stock | USD 1.30 0.08 5.80% |
| Symbol | Sappi |
Sappi '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 Sappi's otc 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 Sappi.
| 10/09/2025 |
| 11/08/2025 |
If you would invest 0.00 in Sappi on October 9, 2025 and sell it all today you would earn a total of 0.00 from holding Sappi Ltd ADR or generate 0.0% return on investment in Sappi over 30 days. Sappi is related to or competes with DL Industries, Sk Kaken, Orezone Gold, China Oriental, Canfor, Straits Trading, and Eregli Demir. Sappi Limited provides materials made from woodfiber-based renewable resources in Europe, North America, and South Afric... More
Sappi 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 Sappi's otc 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 Sappi Ltd ADR upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 16.51 | |||
| Value At Risk | (7.91) | |||
| Potential Upside | 7.91 |
Sappi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sappi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sappi's standard deviation. In reality, there are many statistical measures that can use Sappi historical prices to predict the future Sappi's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | (0.99) | |||
| Treynor Ratio | 0.2163 |
Sappi Ltd ADR Backtested Returns
Sappi Ltd ADR owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0889, which indicates the firm had a -0.0889 % return per unit of risk over the last 3 months. Sappi Ltd ADR exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sappi's Coefficient Of Variation of (1,125), variance of 16.57, and Risk Adjusted Performance of (0.05) to confirm the risk estimate we provide. The entity has a beta of -1.72, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Sappi are expected to decrease by larger amounts. On the other hand, during market turmoil, Sappi is expected to outperform it. At this point, Sappi Ltd ADR has a negative expected return of -0.36%. Please make sure to validate Sappi's total risk alpha, daily balance of power, as well as the relationship between the Daily Balance Of Power and relative strength index , to decide if Sappi Ltd ADR performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.02 |
Virtually no predictability
Sappi Ltd ADR has virtually no predictability. Overlapping area represents the amount of predictability between Sappi time series from 9th of October 2025 to 24th of October 2025 and 24th of October 2025 to 8th of November 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 Sappi Ltd ADR price movement. The serial correlation of 0.02 indicates that only 2.0% of current Sappi price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Sappi Ltd ADR lagged returns against current returns
Autocorrelation, which is Sappi otc 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 Sappi's otc stock expected returns. We can calculate the autocorrelation of Sappi returns to help us make a trade decision. For example, suppose you find that Sappi has exhibited high autocorrelation historically, and you observe that the otc 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 |
Sappi 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 Sappi otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sappi otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sappi otc stock over time.
Current vs Lagged Prices |
| Timeline |
Sappi Lagged Returns
When evaluating Sappi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sappi otc stock have on its future price. Sappi 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, Sappi autocorrelation shows the relationship between Sappi otc stock current value and its past values and can show if there is a momentum factor associated with investing in Sappi Ltd ADR.
Regressed Prices |
| Timeline |
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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.Additional Tools for Sappi OTC Stock Analysis
When running Sappi's price analysis, check to measure Sappi's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Sappi is operating at the current time. Most of Sappi's value examination focuses on studying past and present price action to predict the probability of Sappi's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sappi's price. Additionally, you may evaluate how the addition of Sappi to your portfolios can decrease your overall portfolio volatility.