Suntec Real Estate Stock Market Value
| SURVF Stock | USD 0.79 0.09 10.23% |
| Symbol | Suntec |
Suntec Real '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 Suntec Real'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 Suntec Real.
| 01/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in Suntec Real on January 25, 2024 and sell it all today you would earn a total of 0.00 from holding Suntec Real Estate or generate 0.0% return on investment in Suntec Real over 90 days. Suntec Real is related to or competes with Global Net, Brightspire Capital, NexPoint Strategic, Morningstar Unconstrained, Thrivent High, High-yield Municipal, and Via Renewables. Listed on 9 December 2004, Suntec REIT holds properties in Suntec City, Singapores largest integrated commercial develop... More
Suntec Real 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 Suntec Real'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 Suntec Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.22) | |||
| Maximum Drawdown | 11.39 |
Suntec Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Suntec Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Suntec Real's standard deviation. In reality, there are many statistical measures that can use Suntec Real historical prices to predict the future Suntec Real's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.25) | |||
| Total Risk Alpha | (0.46) | |||
| Treynor Ratio | 2.01 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Suntec Real'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.
Suntec Real Estate Backtested Returns
Suntec Real Estate owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0967, which indicates the firm had a -0.0967% return per unit of risk over the last 3 months. Suntec Real Estate exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Suntec Real's Variance of 2.31, risk adjusted performance of (0.1), and Coefficient Of Variation of (605.63) to confirm the risk estimate we provide. The entity has a beta of -0.13, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Suntec Real are expected to decrease at a much lower rate. During the bear market, Suntec Real is likely to outperform the market. Suntec Real Estate has an expected return of -0.13%. Please make sure to validate Suntec Real jensen alpha and rate of daily change , to decide if Suntec Real Estate performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.18 |
Insignificant reverse predictability
Suntec Real Estate has insignificant reverse predictability. Overlapping area represents the amount of predictability between Suntec Real time series from 25th of January 2024 to 10th of March 2024 and 10th of March 2024 to 24th of April 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 Suntec Real Estate price movement. The serial correlation of -0.18 indicates that over 18.0% of current Suntec Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | 0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Suntec Real Estate lagged returns against current returns
Autocorrelation, which is Suntec Real 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 Suntec Real's pink sheet expected returns. We can calculate the autocorrelation of Suntec Real returns to help us make a trade decision. For example, suppose you find that Suntec Real 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 |
Suntec Real 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 Suntec Real pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Suntec Real pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Suntec Real pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Suntec Real Lagged Returns
When evaluating Suntec Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Suntec Real pink sheet have on its future price. Suntec Real 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, Suntec Real autocorrelation shows the relationship between Suntec Real pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Suntec Real Estate.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Suntec Real in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Suntec Real's short interest history, or implied volatility extrapolated from Suntec Real options trading.
Currently Active Assets on Macroaxis
Check out Suntec Real Correlation, Suntec Real Volatility and Suntec Real Alpha and Beta module to complement your research on Suntec Real. You can also try the AI Investment Finder module to use AI to screen and filter profitable investment opportunities.
Complementary Tools for Suntec Pink Sheet analysis
When running Suntec Real's price analysis, check to measure Suntec Real'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 Suntec Real is operating at the current time. Most of Suntec Real's value examination focuses on studying past and present price action to predict the probability of Suntec Real's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Suntec Real's price. Additionally, you may evaluate how the addition of Suntec Real to your portfolios can decrease your overall portfolio volatility.
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Suntec Real technical pink sheet 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, pink sheet market cycles, or different charting patterns.