Samfine Creation Holdings Stock Market Value
| SFHG Stock | 1.17 0.09 7.14% |
| Symbol | Samfine |
Is Business Services 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 Samfine Creation. If investors know Samfine 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 Samfine Creation listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Samfine Creation Holdings is measured differently than its book value, which is the value of Samfine that is recorded on the company's balance sheet. Investors also form their own opinion of Samfine Creation's value that differs from its market value or its book value, called intrinsic value, which is Samfine Creation'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 Samfine Creation's market value can be influenced by many factors that don't directly affect Samfine Creation'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 Samfine Creation's value and its price as these two are different measures arrived at by different means. Investors typically determine if Samfine Creation is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Samfine Creation'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.
Samfine Creation '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 Samfine Creation'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 Samfine Creation.
| 11/15/2024 |
| 12/15/2024 |
If you would invest 0.00 in Samfine Creation on November 15, 2024 and sell it all today you would earn a total of 0.00 from holding Samfine Creation Holdings or generate 0.0% return on investment in Samfine Creation over 30 days. Samfine Creation is related to or competes with SunLink Health, Aquestive Therapeutics, Cardinal Health, Alvotech, HUTCHMED DRC, Valneva SE, and Tandem Diabetes. Samfine Creation is entity of United States More
Samfine Creation 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 Samfine Creation'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 Samfine Creation Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 27.89 | |||
| Information Ratio | 0.007 | |||
| Maximum Drawdown | 130.52 | |||
| Value At Risk | (22.07) | |||
| Potential Upside | 18.15 |
Samfine Creation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Samfine Creation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Samfine Creation's standard deviation. In reality, there are many statistical measures that can use Samfine Creation historical prices to predict the future Samfine Creation's volatility.| Risk Adjusted Performance | 0.0184 | |||
| Jensen Alpha | 0.1887 | |||
| Total Risk Alpha | (2.20) | |||
| Sortino Ratio | 0.0049 | |||
| Treynor Ratio | 0.5289 |
Samfine Creation Holdings Backtested Returns
Samfine Creation appears to be out of control, given 3 months investment horizon. Samfine Creation Holdings owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.012, which indicates the firm had a 0.012% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Samfine Creation Holdings, which you can use to evaluate the volatility of the company. Please review Samfine Creation's Risk Adjusted Performance of 0.0184, coefficient of variation of 8233.74, and Semi Deviation of 26.2 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.43, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Samfine Creation's returns are expected to increase less than the market. However, during the bear market, the loss of holding Samfine Creation is expected to be smaller as well. Please check Samfine Creation's treynor ratio, kurtosis, period momentum indicator, as well as the relationship between the downside variance and day median price , to make a quick decision on whether Samfine Creation's existing price patterns will revert.
Auto-correlation | -0.04 |
Very weak reverse predictability
Samfine Creation Holdings has very weak reverse predictability. Overlapping area represents the amount of predictability between Samfine Creation time series from 15th of November 2024 to 30th of November 2024 and 30th of November 2024 to 15th 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 Samfine Creation Holdings price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current Samfine Creation price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 74.05 |
Samfine Creation Holdings lagged returns against current returns
Autocorrelation, which is Samfine Creation 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 Samfine Creation's stock expected returns. We can calculate the autocorrelation of Samfine Creation returns to help us make a trade decision. For example, suppose you find that Samfine Creation 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 |
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Samfine Creation 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 Samfine Creation stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Samfine Creation stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Samfine Creation stock over time.
Current vs Lagged Prices |
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Samfine Creation Lagged Returns
When evaluating Samfine Creation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Samfine Creation stock have on its future price. Samfine Creation 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, Samfine Creation autocorrelation shows the relationship between Samfine Creation stock current value and its past values and can show if there is a momentum factor associated with investing in Samfine Creation Holdings.
Regressed Prices |
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Currently Active Assets on Macroaxis
When determining whether Samfine Creation Holdings is a strong investment it is important to analyze Samfine Creation's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Samfine Creation's future performance. For an informed investment choice regarding Samfine Stock, refer to the following important reports:Check out Samfine Creation Correlation, Samfine Creation Volatility and Samfine Creation Alpha and Beta module to complement your research on Samfine Creation. You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
Samfine Creation technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.