SysGroup PLC (UK) Market Value
| SYS Stock | 16.00 0.00 0.00% |
| Symbol | SysGroup |
SysGroup PLC '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 SysGroup PLC'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 SysGroup PLC.
| 12/02/2025 |
| 01/01/2026 |
If you would invest 0.00 in SysGroup PLC on December 2, 2025 and sell it all today you would earn a total of 0.00 from holding SysGroup PLC or generate 0.0% return on investment in SysGroup PLC over 30 days. SysGroup PLC is related to or competes with Golden Metal, Critical Metals, Power Metal, Blue Star, Maven Income, and Income Growth. SysGroup PLC is entity of United Kingdom More
SysGroup PLC 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 SysGroup PLC'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 SysGroup PLC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 9.48 | |||
| Value At Risk | (3.03) | |||
| Potential Upside | 1.38 |
SysGroup PLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SysGroup PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SysGroup PLC's standard deviation. In reality, there are many statistical measures that can use SysGroup PLC historical prices to predict the future SysGroup PLC's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.19) | |||
| Treynor Ratio | (0.17) |
SysGroup PLC Backtested Returns
SysGroup PLC owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0194, which indicates the firm had a -0.0194 % return per unit of risk over the last 3 months. SysGroup PLC exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SysGroup PLC's Coefficient Of Variation of (5,321), risk adjusted performance of (0.01), and Variance of 2.94 to confirm the risk estimate we provide. The entity has a beta of 0.25, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SysGroup PLC's returns are expected to increase less than the market. However, during the bear market, the loss of holding SysGroup PLC is expected to be smaller as well. At this point, SysGroup PLC has a negative expected return of -0.0343%. Please make sure to validate SysGroup PLC's standard deviation, potential upside, relative strength index, as well as the relationship between the jensen alpha and rate of daily change , to decide if SysGroup PLC performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.84 |
Excellent reverse predictability
SysGroup PLC has excellent reverse predictability. Overlapping area represents the amount of predictability between SysGroup PLC time series from 2nd of December 2025 to 17th of December 2025 and 17th of December 2025 to 1st of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of SysGroup PLC price movement. The serial correlation of -0.84 indicates that around 84.0% of current SysGroup PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.84 | |
| Spearman Rank Test | -0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.52 |
SysGroup PLC lagged returns against current returns
Autocorrelation, which is SysGroup PLC 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 SysGroup PLC's stock expected returns. We can calculate the autocorrelation of SysGroup PLC returns to help us make a trade decision. For example, suppose you find that SysGroup PLC 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 |
SysGroup PLC 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 SysGroup PLC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SysGroup PLC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SysGroup PLC stock over time.
Current vs Lagged Prices |
| Timeline |
SysGroup PLC Lagged Returns
When evaluating SysGroup PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SysGroup PLC stock have on its future price. SysGroup PLC 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, SysGroup PLC autocorrelation shows the relationship between SysGroup PLC stock current value and its past values and can show if there is a momentum factor associated with investing in SysGroup PLC.
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.Other Information on Investing in SysGroup Stock
SysGroup PLC financial ratios help investors to determine whether SysGroup Stock 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 SysGroup with respect to the benefits of owning SysGroup PLC security.