Sumitomo Realty Development Stock Market Value
| SURDF Stock | USD 38.85 2.86 7.95% |
| Symbol | Sumitomo |
Sumitomo Realty '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 Sumitomo Realty'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 Sumitomo Realty.
| 05/13/2025 |
| 08/11/2025 |
If you would invest 0.00 in Sumitomo Realty on May 13, 2025 and sell it all today you would earn a total of 0.00 from holding Sumitomo Realty Development or generate 0.0% return on investment in Sumitomo Realty over 90 days. Sumitomo Realty is related to or competes with Jones Lang, Cushman Wakefield, Colliers International, CoStar, and Newmark. Sumitomo Realty Development Co., Ltd. engages in the real estate business in Japan More
Sumitomo Realty 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 Sumitomo Realty'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 Sumitomo Realty Development upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.39 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 16.68 | |||
| Value At Risk | (4.65) | |||
| Potential Upside | 4.01 |
Sumitomo Realty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sumitomo Realty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sumitomo Realty's standard deviation. In reality, there are many statistical measures that can use Sumitomo Realty historical prices to predict the future Sumitomo Realty's volatility.| Risk Adjusted Performance | 0.0196 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.36) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0638 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sumitomo Realty'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.
Sumitomo Realty Deve Backtested Returns
At this point, Sumitomo Realty is very steady. Sumitomo Realty Deve owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0161, which indicates the firm had a 0.0161 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Sumitomo Realty Development, which you can use to evaluate the volatility of the company. Please validate Sumitomo Realty's Coefficient Of Variation of 6225.58, risk adjusted performance of 0.0196, and Semi Deviation of 1.95 to confirm if the risk estimate we provide is consistent with the expected return of 0.0436%. Sumitomo Realty has a performance score of 1 on a scale of 0 to 100. The entity has a beta of 0.53, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sumitomo Realty's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sumitomo Realty is expected to be smaller as well. Sumitomo Realty Deve right now has a risk of 2.71%. Please validate Sumitomo Realty downside variance, and the relationship between the treynor ratio and kurtosis , to decide if Sumitomo Realty will be following its existing price patterns.
Auto-correlation | 0.40 |
Average predictability
Sumitomo Realty Development has average predictability. Overlapping area represents the amount of predictability between Sumitomo Realty time series from 13th of May 2025 to 27th of June 2025 and 27th of June 2025 to 11th of August 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 Sumitomo Realty Deve price movement. The serial correlation of 0.4 indicates that just about 40.0% of current Sumitomo Realty price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.4 | |
| Spearman Rank Test | 0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 1.17 |
Sumitomo Realty Deve lagged returns against current returns
Autocorrelation, which is Sumitomo Realty 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 Sumitomo Realty's pink sheet expected returns. We can calculate the autocorrelation of Sumitomo Realty returns to help us make a trade decision. For example, suppose you find that Sumitomo Realty 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 |
Sumitomo Realty 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 Sumitomo Realty pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sumitomo Realty pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sumitomo Realty pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Sumitomo Realty Lagged Returns
When evaluating Sumitomo Realty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sumitomo Realty pink sheet have on its future price. Sumitomo Realty 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, Sumitomo Realty autocorrelation shows the relationship between Sumitomo Realty pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Sumitomo Realty Development.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Sumitomo Pink Sheet
Sumitomo Realty financial ratios help investors to determine whether Sumitomo 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 Sumitomo with respect to the benefits of owning Sumitomo Realty security.