Sienna Senior Living Stock Market Value
| LWSCF Stock | USD 11.04 0.02 0.18% |
| Symbol | Sienna |
Sienna Senior '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 Sienna Senior'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 Sienna Senior.
| 10/30/2023 |
| 12/23/2024 |
If you would invest 0.00 in Sienna Senior on October 30, 2023 and sell it all today you would earn a total of 0.00 from holding Sienna Senior Living or generate 0.0% return on investment in Sienna Senior over 420 days. Sienna Senior is related to or competes with Mesabi Trust, Nutanix, Morningstar Unconstrained, Thrivent High, Via Renewables, T Rowe, and 70082LAB3. Sienna Senior Living Inc., through its subsidiaries, provides senior living and long-term care services in Canada More
Sienna Senior 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 Sienna Senior'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 Sienna Senior Living upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 6.22 | |||
| Value At Risk | (2.49) | |||
| Potential Upside | 1.72 |
Sienna Senior Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sienna Senior's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sienna Senior's standard deviation. In reality, there are many statistical measures that can use Sienna Senior historical prices to predict the future Sienna Senior's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.19) | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | (2.22) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sienna Senior'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.
Sienna Senior Living Backtested Returns
Sienna Senior Living owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.15, which indicates the firm had a -0.15% return per unit of risk over the last 3 months. Sienna Senior Living exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sienna Senior's Risk Adjusted Performance of (0.12), variance of 1.35, and Coefficient Of Variation of (657.31) to confirm the risk estimate we provide. The entity has a beta of 0.0842, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sienna Senior's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sienna Senior is expected to be smaller as well. At this point, Sienna Senior Living has a negative expected return of -0.18%. Please make sure to validate Sienna Senior's potential upside, and the relationship between the jensen alpha and rate of daily change , to decide if Sienna Senior Living performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.90 |
Excellent predictability
Sienna Senior Living has excellent predictability. Overlapping area represents the amount of predictability between Sienna Senior time series from 30th of October 2023 to 27th of May 2024 and 27th of May 2024 to 23rd 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 Sienna Senior Living price movement. The serial correlation of 0.9 indicates that approximately 90.0% of current Sienna Senior price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.9 | |
| Spearman Rank Test | 0.9 | |
| Residual Average | 0.0 | |
| Price Variance | 0.75 |
Sienna Senior Living lagged returns against current returns
Autocorrelation, which is Sienna Senior 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 Sienna Senior's pink sheet expected returns. We can calculate the autocorrelation of Sienna Senior returns to help us make a trade decision. For example, suppose you find that Sienna Senior 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 |
Sienna Senior 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 Sienna Senior pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sienna Senior pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sienna Senior pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Sienna Senior Lagged Returns
When evaluating Sienna Senior's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sienna Senior pink sheet have on its future price. Sienna Senior 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, Sienna Senior autocorrelation shows the relationship between Sienna Senior pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Sienna Senior Living.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Sienna Pink Sheet
Sienna Senior financial ratios help investors to determine whether Sienna 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 Sienna with respect to the benefits of owning Sienna Senior security.