Sm Investments Stock Market Value
| SVTMF Stock | USD 16.40 0.40 2.50% |
| Symbol | SVTMF |
SM Investments '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 SM Investments' 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 SM Investments.
| 04/27/2024 |
| 12/23/2024 |
If you would invest 0.00 in SM Investments on April 27, 2024 and sell it all today you would earn a total of 0.00 from holding SM Investments or generate 0.0% return on investment in SM Investments over 240 days. SM Investments is related to or competes with Dillards Capital, Morningstar Unconstrained, Thrivent High, Via Renewables, T Rowe, 70082LAB3, and Sitka Gold. SM Investments Corporation, together with its subsidiaries, engages in the property, retail, and banking and other busin... More
SM Investments 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 SM Investments' 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 SM Investments upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1052 | |||
| Maximum Drawdown | 17.35 |
SM Investments Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SM Investments' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SM Investments' standard deviation. In reality, there are many statistical measures that can use SM Investments historical prices to predict the future SM Investments' volatility.| Risk Adjusted Performance | 0.1024 | |||
| Jensen Alpha | 0.2299 | |||
| Total Risk Alpha | 0.172 | |||
| Treynor Ratio | (1.40) |
SM Investments Backtested Returns
SM Investments appears to be not too volatile, given 3 months investment horizon. SM Investments retains Efficiency (Sharpe Ratio) of 0.12, which indicates the firm had a 0.12% return per unit of price deviation over the last 3 months. We have found nineteen technical indicators for SM Investments, which you can use to evaluate the volatility of the company. Please review SM Investments' Risk Adjusted Performance of 0.1024, standard deviation of 1.94, and Mean Deviation of 0.6543 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, SM Investments holds a performance score of 9. The entity owns a Beta (Systematic Risk) of -0.16, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SM Investments are expected to decrease at a much lower rate. During the bear market, SM Investments is likely to outperform the market. Please check SM Investments' variance, as well as the relationship between the kurtosis and price action indicator , to make a quick decision on whether SM Investments' current price history will revert.
Auto-correlation | -0.28 |
Weak reverse predictability
SM Investments has weak reverse predictability. Overlapping area represents the amount of predictability between SM Investments time series from 27th of April 2024 to 25th of August 2024 and 25th of August 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 SM Investments price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current SM Investments price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.28 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 1.6 |
SM Investments lagged returns against current returns
Autocorrelation, which is SM Investments 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 SM Investments' pink sheet expected returns. We can calculate the autocorrelation of SM Investments returns to help us make a trade decision. For example, suppose you find that SM Investments 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 |
SM Investments 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 SM Investments pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SM Investments pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SM Investments pink sheet over time.
Current vs Lagged Prices |
| Timeline |
SM Investments Lagged Returns
When evaluating SM Investments' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SM Investments pink sheet have on its future price. SM Investments 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, SM Investments autocorrelation shows the relationship between SM Investments pink sheet current value and its past values and can show if there is a momentum factor associated with investing in SM Investments.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in SVTMF Pink Sheet
SM Investments financial ratios help investors to determine whether SVTMF 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 SVTMF with respect to the benefits of owning SM Investments security.