Software Effective Solutions Stock Market Value
| SFWJ Stock | USD 0.03 0.01 25.00% |
| Symbol | Software |
Software Effective '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 Software Effective'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 Software Effective.
| 06/16/2024 |
| 12/13/2024 |
If you would invest 0.00 in Software Effective on June 16, 2024 and sell it all today you would earn a total of 0.00 from holding Software Effective Solutions or generate 0.0% return on investment in Software Effective over 180 days. Software Effective Solutions, Inc. provides customer relations management software tools for small and medium-sized orga... More
Software Effective 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 Software Effective'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 Software Effective Solutions upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 23.0 | |||
| Information Ratio | 0.1373 | |||
| Maximum Drawdown | 185.19 | |||
| Value At Risk | (27.27) | |||
| Potential Upside | 48.08 |
Software Effective Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Software Effective's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Software Effective's standard deviation. In reality, there are many statistical measures that can use Software Effective historical prices to predict the future Software Effective's volatility.| Risk Adjusted Performance | 0.112 | |||
| Jensen Alpha | 4.02 | |||
| Total Risk Alpha | 0.4316 | |||
| Sortino Ratio | 0.1569 | |||
| Treynor Ratio | (1.02) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Software Effective'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.
Software Effective Backtested Returns
Software Effective is out of control given 3 months investment horizon. Software Effective 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. We are able to interpolate and break down twenty-seven different technical indicators, which can help you to evaluate if expected returns of 3.95% are justified by taking the suggested risk. Use Software Effective Risk Adjusted Performance of 0.112, coefficient of variation of 708.86, and Semi Deviation of 14.01 to evaluate company specific risk that cannot be diversified away. Software Effective holds a performance score of 11 on a scale of zero to a hundred. The entity has a beta of -3.61, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Software Effective are expected to decrease by larger amounts. On the other hand, during market turmoil, Software Effective is expected to outperform it. Use Software Effective sortino ratio and the relationship between the downside variance and period momentum indicator , to analyze future returns on Software Effective.
Auto-correlation | 0.38 |
Below average predictability
Software Effective Solutions has below average predictability. Overlapping area represents the amount of predictability between Software Effective time series from 16th of June 2024 to 14th of September 2024 and 14th of September 2024 to 13th 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 Software Effective price movement. The serial correlation of 0.38 indicates that just about 38.0% of current Software Effective price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Software Effective lagged returns against current returns
Autocorrelation, which is Software Effective 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 Software Effective's pink sheet expected returns. We can calculate the autocorrelation of Software Effective returns to help us make a trade decision. For example, suppose you find that Software Effective 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 |
Software Effective 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 Software Effective pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Software Effective pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Software Effective pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Software Effective Lagged Returns
When evaluating Software Effective's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Software Effective pink sheet have on its future price. Software Effective 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, Software Effective autocorrelation shows the relationship between Software Effective pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Software Effective Solutions.
Regressed Prices |
| Timeline |
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Software Effective financial ratios help investors to determine whether Software 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 Software with respect to the benefits of owning Software Effective security.