Suzuki Motor Corp Stock Market Value
| SZKMY Stock | USD 46.75 0.45 0.95% |
| Symbol | Suzuki |
Suzuki '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 Suzuki'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 Suzuki.
| 12/25/2022 |
| 12/14/2024 |
If you would invest 0.00 in Suzuki on December 25, 2022 and sell it all today you would earn a total of 0.00 from holding Suzuki Motor Corp or generate 0.0% return on investment in Suzuki over 720 days. Suzuki is related to or competes with Volkswagen, Porsche Automobil, Ferrari NV, Porsche Automobile, and Stellantis. Suzuki Motor Corporation engages in the manufacturing and marketing of automobiles, motorcycles, and marine products in ... More
Suzuki 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 Suzuki'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 Suzuki Motor Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.66 | |||
| Information Ratio | 0.0243 | |||
| Maximum Drawdown | 8.85 | |||
| Value At Risk | (2.79) | |||
| Potential Upside | 2.91 |
Suzuki Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Suzuki's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Suzuki's standard deviation. In reality, there are many statistical measures that can use Suzuki historical prices to predict the future Suzuki's volatility.| Risk Adjusted Performance | 0.0636 | |||
| Jensen Alpha | 0.1035 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | 0.0266 | |||
| Treynor Ratio | 0.3924 |
Suzuki Motor Corp Backtested Returns
At this stage we consider Suzuki Pink Sheet to be very steady. Suzuki Motor Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0738, which indicates the firm had a 0.0738% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Suzuki Motor Corp, which you can use to evaluate the volatility of the company. Please validate Suzuki's Semi Deviation of 1.56, risk adjusted performance of 0.0636, and Coefficient Of Variation of 1258.4 to confirm if the risk estimate we provide is consistent with the expected return of 0.14%. Suzuki has a performance score of 5 on a scale of 0 to 100. The entity has a beta of 0.34, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Suzuki's returns are expected to increase less than the market. However, during the bear market, the loss of holding Suzuki is expected to be smaller as well. Suzuki Motor Corp right now has a risk of 1.84%. Please validate Suzuki maximum drawdown, skewness, as well as the relationship between the Skewness and day typical price , to decide if Suzuki will be following its existing price patterns.
Auto-correlation | -0.28 |
Weak reverse predictability
Suzuki Motor Corp has weak reverse predictability. Overlapping area represents the amount of predictability between Suzuki time series from 25th of December 2022 to 20th of December 2023 and 20th of December 2023 to 14th 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 Suzuki Motor Corp price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current Suzuki price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.28 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 5.16 |
Suzuki Motor Corp lagged returns against current returns
Autocorrelation, which is Suzuki 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 Suzuki's pink sheet expected returns. We can calculate the autocorrelation of Suzuki returns to help us make a trade decision. For example, suppose you find that Suzuki 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 |
Suzuki 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 Suzuki pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Suzuki pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Suzuki pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Suzuki Lagged Returns
When evaluating Suzuki's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Suzuki pink sheet have on its future price. Suzuki 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, Suzuki autocorrelation shows the relationship between Suzuki pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Suzuki Motor Corp.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Suzuki Pink Sheet Analysis
When running Suzuki's price analysis, check to measure Suzuki'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 Suzuki is operating at the current time. Most of Suzuki's value examination focuses on studying past and present price action to predict the probability of Suzuki's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Suzuki's price. Additionally, you may evaluate how the addition of Suzuki to your portfolios can decrease your overall portfolio volatility.