Suntory Beverage (Germany) Market Value
| 7SN Stock | EUR 31.92 0.58 1.85% |
| Symbol | Suntory |
Suntory Beverage '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 Suntory Beverage'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 Suntory Beverage.
| 12/15/2022 |
| 12/04/2024 |
If you would invest 0.00 in Suntory Beverage on December 15, 2022 and sell it all today you would earn a total of 0.00 from holding Suntory Beverage Food or generate 0.0% return on investment in Suntory Beverage over 720 days. Suntory Beverage is related to or competes with Asahi Group, and Kirin Holdings. Suntory Beverage Food Limited, a soft drink company, manufactures and sells beverages and foods in Japan, Europe, Asia, ... More
Suntory Beverage 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 Suntory Beverage'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 Suntory Beverage Food upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.84 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 7.9 | |||
| Value At Risk | (2.73) | |||
| Potential Upside | 3.01 |
Suntory Beverage Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Suntory Beverage's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Suntory Beverage's standard deviation. In reality, there are many statistical measures that can use Suntory Beverage historical prices to predict the future Suntory Beverage's volatility.| Risk Adjusted Performance | 0.0211 | |||
| Jensen Alpha | 0.0198 | |||
| Total Risk Alpha | (0.23) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.3716 |
Suntory Beverage Food Backtested Returns
Suntory Beverage Food owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0354, which indicates the firm had a -0.0354% return per unit of risk over the last 3 months. Suntory Beverage Food exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Suntory Beverage's Semi Deviation of 1.74, risk adjusted performance of 0.0211, and Coefficient Of Variation of 5024.91 to confirm the risk estimate we provide. The entity has a beta of 0.074, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Suntory Beverage's returns are expected to increase less than the market. However, during the bear market, the loss of holding Suntory Beverage is expected to be smaller as well. At this point, Suntory Beverage Food has a negative expected return of -0.0669%. Please make sure to validate Suntory Beverage's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if Suntory Beverage Food performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Suntory Beverage Food has no correlation between past and present. Overlapping area represents the amount of predictability between Suntory Beverage time series from 15th of December 2022 to 10th of December 2023 and 10th of December 2023 to 4th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Suntory Beverage Food price movement. The serial correlation of 0.0 indicates that just 0.0% of current Suntory Beverage price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 2.05 |
Suntory Beverage Food lagged returns against current returns
Autocorrelation, which is Suntory Beverage 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 Suntory Beverage's stock expected returns. We can calculate the autocorrelation of Suntory Beverage returns to help us make a trade decision. For example, suppose you find that Suntory Beverage 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 |
Suntory Beverage 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 Suntory Beverage stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Suntory Beverage stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Suntory Beverage stock over time.
Current vs Lagged Prices |
| Timeline |
Suntory Beverage Lagged Returns
When evaluating Suntory Beverage's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Suntory Beverage stock have on its future price. Suntory Beverage 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, Suntory Beverage autocorrelation shows the relationship between Suntory Beverage stock current value and its past values and can show if there is a momentum factor associated with investing in Suntory Beverage Food.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Suntory Stock
Suntory Beverage financial ratios help investors to determine whether Suntory 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 Suntory with respect to the benefits of owning Suntory Beverage security.