Su Group Holdings Stock Market Value
| SUGP Stock | 0.81 0.09 10.00% |
| Symbol | SUGP |
SU Group Holdings Price To Book Ratio
Is Commercial Services & Supplies space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of SU Group. If investors know SUGP will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about SU Group listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.03) | Earnings Share (0.04) | Revenue Per Share | Quarterly Revenue Growth 0.175 | Return On Assets |
The market value of SU Group Holdings is measured differently than its book value, which is the value of SUGP that is recorded on the company's balance sheet. Investors also form their own opinion of SU Group's value that differs from its market value or its book value, called intrinsic value, which is SU Group's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because SU Group's market value can be influenced by many factors that don't directly affect SU Group's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between SU Group's value and its price as these two are different measures arrived at by different means. Investors typically determine if SU Group is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SU Group's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
SU Group '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 SU Group'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 SU Group.
| 04/30/2025 |
| 07/29/2025 |
If you would invest 0.00 in SU Group on April 30, 2025 and sell it all today you would earn a total of 0.00 from holding SU Group Holdings or generate 0.0% return on investment in SU Group over 90 days. SU Group is related to or competes with Origin Investment, Nasdaq, SLR Investment, and Westshore Terminals. SU Group is entity of United States. It is traded as Stock on NASDAQ exchange. More
SU Group 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 SU Group'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 SU Group Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 9.02 | |||
| Information Ratio | 0.0727 | |||
| Maximum Drawdown | 204.01 | |||
| Value At Risk | (11.54) | |||
| Potential Upside | 14.29 |
SU Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SU Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SU Group's standard deviation. In reality, there are many statistical measures that can use SU Group historical prices to predict the future SU Group's volatility.| Risk Adjusted Performance | 0.0719 | |||
| Jensen Alpha | 1.35 | |||
| Total Risk Alpha | (3.57) | |||
| Sortino Ratio | 0.186 | |||
| Treynor Ratio | 0.661 |
SU Group Holdings Backtested Returns
SU Group is out of control given 3 months investment horizon. SU Group Holdings retains Efficiency (Sharpe Ratio) of 0.0901, which indicates the firm had a 0.0901 % return per unit of price deviation over the last 3 months. We were able to analyze and collect data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 2.14% are justified by taking the suggested risk. Use SU Group Holdings Risk Adjusted Performance of 0.0719, downside deviation of 9.02, and Mean Deviation of 9.56 to evaluate company specific risk that cannot be diversified away. SU Group holds a performance score of 7 on a scale of zero to a hundred. The entity owns a Beta (Systematic Risk) of 2.81, 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, SU Group will likely underperform. Use SU Group Holdings coefficient of variation, semi variance, price action indicator, as well as the relationship between the treynor ratio and daily balance of power , to analyze future returns on SU Group Holdings.
Auto-correlation | 0.23 |
Weak predictability
SU Group Holdings has weak predictability. Overlapping area represents the amount of predictability between SU Group time series from 30th of April 2025 to 14th of June 2025 and 14th of June 2025 to 29th 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 SU Group Holdings price movement. The serial correlation of 0.23 indicates that over 23.0% of current SU Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
SU Group Holdings lagged returns against current returns
Autocorrelation, which is SU Group 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 SU Group's stock expected returns. We can calculate the autocorrelation of SU Group returns to help us make a trade decision. For example, suppose you find that SU Group 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 |
SU Group 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 SU Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SU Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SU Group stock over time.
Current vs Lagged Prices |
| Timeline |
SU Group Lagged Returns
When evaluating SU Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SU Group stock have on its future price. SU Group 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, SU Group autocorrelation shows the relationship between SU Group stock current value and its past values and can show if there is a momentum factor associated with investing in SU Group Holdings.
Regressed Prices |
| Timeline |
Pair Trading with SU Group
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 SU Group 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 SU Group will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to SU Group could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace SU Group 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 SU Group - 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 SU Group Holdings to buy it.
The correlation of SU Group 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 SU Group moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if SU Group Holdings 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 SU Group 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.Additional Tools for SUGP Stock Analysis
When running SU Group's price analysis, check to measure SU Group'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 SU Group is operating at the current time. Most of SU Group's value examination focuses on studying past and present price action to predict the probability of SU Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SU Group's price. Additionally, you may evaluate how the addition of SU Group to your portfolios can decrease your overall portfolio volatility.