SINGAPORE POST (Germany) Market Value
| SGR Stock | 0.38 0.00 0.00% |
| Symbol | SINGAPORE |
SINGAPORE POST '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 SINGAPORE POST'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 SINGAPORE POST.
| 01/03/2023 |
| 12/23/2024 |
If you would invest 0.00 in SINGAPORE POST on January 3, 2023 and sell it all today you would earn a total of 0.00 from holding SINGAPORE POST or generate 0.0% return on investment in SINGAPORE POST over 720 days. SINGAPORE POST is related to or competes with Kuehne Nagel, ZTO EXPRESS, NIKKON HOLDINGS, SENKO GROUP, NTG Nordic, SUPER GROUP. More
SINGAPORE POST 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 SINGAPORE POST'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 SINGAPORE POST upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.4 | |||
| Information Ratio | 0.1032 | |||
| Maximum Drawdown | 15.08 | |||
| Value At Risk | (2.86) | |||
| Potential Upside | 5.13 |
SINGAPORE POST Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SINGAPORE POST's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SINGAPORE POST's standard deviation. In reality, there are many statistical measures that can use SINGAPORE POST historical prices to predict the future SINGAPORE POST's volatility.| Risk Adjusted Performance | 0.0987 | |||
| Jensen Alpha | 0.2788 | |||
| Total Risk Alpha | 0.211 | |||
| Sortino Ratio | 0.0762 | |||
| Treynor Ratio | 2.39 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of SINGAPORE POST'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.
SINGAPORE POST Backtested Returns
SINGAPORE POST appears to be abnormally volatile, given 3 months investment horizon. SINGAPORE POST owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the firm had a 0.14% return per unit of standard deviation over the last 3 months. We have found twenty-five technical indicators for SINGAPORE POST, which you can use to evaluate the volatility of the company. Please review SINGAPORE POST's coefficient of variation of 862.37, and Risk Adjusted Performance of 0.0987 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, SINGAPORE POST holds a performance score of 10. The entity has a beta of 0.12, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SINGAPORE POST's returns are expected to increase less than the market. However, during the bear market, the loss of holding SINGAPORE POST is expected to be smaller as well. Please check SINGAPORE POST's maximum drawdown, as well as the relationship between the semi variance and rate of daily change , to make a quick decision on whether SINGAPORE POST's existing price patterns will revert.
Auto-correlation | -0.59 |
Good reverse predictability
SINGAPORE POST has good reverse predictability. Overlapping area represents the amount of predictability between SINGAPORE POST time series from 3rd of January 2023 to 29th of December 2023 and 29th of December 2023 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 SINGAPORE POST price movement. The serial correlation of -0.59 indicates that roughly 59.0% of current SINGAPORE POST price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.59 | |
| Spearman Rank Test | -0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
SINGAPORE POST lagged returns against current returns
Autocorrelation, which is SINGAPORE POST 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 SINGAPORE POST's stock expected returns. We can calculate the autocorrelation of SINGAPORE POST returns to help us make a trade decision. For example, suppose you find that SINGAPORE POST 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 |
SINGAPORE POST 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 SINGAPORE POST stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SINGAPORE POST stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SINGAPORE POST stock over time.
Current vs Lagged Prices |
| Timeline |
SINGAPORE POST Lagged Returns
When evaluating SINGAPORE POST's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SINGAPORE POST stock have on its future price. SINGAPORE POST 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, SINGAPORE POST autocorrelation shows the relationship between SINGAPORE POST stock current value and its past values and can show if there is a momentum factor associated with investing in SINGAPORE POST.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for SINGAPORE Stock Analysis
When running SINGAPORE POST's price analysis, check to measure SINGAPORE POST's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy SINGAPORE POST is operating at the current time. Most of SINGAPORE POST's value examination focuses on studying past and present price action to predict the probability of SINGAPORE POST's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SINGAPORE POST's price. Additionally, you may evaluate how the addition of SINGAPORE POST to your portfolios can decrease your overall portfolio volatility.