Slc Agricola Sa Stock Market Value
| SLCJY Stock | USD 3.50 0.01 0.29% |
| Symbol | SLC |
SLC Agricola '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 SLC Agricola'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 SLC Agricola.
| 04/15/2024 |
| 05/15/2024 |
If you would invest 0.00 in SLC Agricola on April 15, 2024 and sell it all today you would earn a total of 0.00 from holding SLC Agricola SA or generate 0.0% return on investment in SLC Agricola over 30 days. SLC Agricola is related to or competes with Brasilagro Adr, Alico, Edible Garden, Vital FarmsInc, Local Bounti, Global Clean, and Limoneira. SLC Agrcola S.A. produces and sells agricultural products in Brazil and internationally More
SLC Agricola 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 SLC Agricola'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 SLC Agricola SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 8.35 | |||
| Value At Risk | (3.39) | |||
| Potential Upside | 2.54 |
SLC Agricola Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SLC Agricola's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SLC Agricola's standard deviation. In reality, there are many statistical measures that can use SLC Agricola historical prices to predict the future SLC Agricola's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.24) | |||
| Total Risk Alpha | (0.40) | |||
| Treynor Ratio | (0.43) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of SLC Agricola'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.
SLC Agricola SA Backtested Returns
SLC Agricola SA retains Efficiency (Sharpe Ratio) of -0.0735, which indicates the firm had a -0.0735% return per unit of volatility over the last 3 months. SLC Agricola exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SLC Agricola's risk adjusted performance of (0.07), and Standard Deviation of 1.61 to confirm the risk estimate we provide. The entity owns a Beta (Systematic Risk) of 0.48, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SLC Agricola's returns are expected to increase less than the market. However, during the bear market, the loss of holding SLC Agricola is expected to be smaller as well. SLC Agricola SA has an expected return of -0.12%. Please make sure to validate SLC Agricola SA coefficient of variation, maximum drawdown, as well as the relationship between the Maximum Drawdown and rate of daily change , to decide if SLC Agricola SA performance from the past will be repeated at future time.
Auto-correlation | -0.24 |
Weak reverse predictability
SLC Agricola SA has weak reverse predictability. Overlapping area represents the amount of predictability between SLC Agricola time series from 15th of April 2024 to 30th of April 2024 and 30th of April 2024 to 15th of May 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 SLC Agricola SA price movement. The serial correlation of -0.24 indicates that over 24.0% of current SLC Agricola price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
SLC Agricola SA lagged returns against current returns
Autocorrelation, which is SLC Agricola 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 SLC Agricola's pink sheet expected returns. We can calculate the autocorrelation of SLC Agricola returns to help us make a trade decision. For example, suppose you find that SLC Agricola 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 |
SLC Agricola 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 SLC Agricola pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SLC Agricola pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SLC Agricola pink sheet over time.
Current vs Lagged Prices |
| Timeline |
SLC Agricola Lagged Returns
When evaluating SLC Agricola's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SLC Agricola pink sheet have on its future price. SLC Agricola 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, SLC Agricola autocorrelation shows the relationship between SLC Agricola pink sheet current value and its past values and can show if there is a momentum factor associated with investing in SLC Agricola SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Check out SLC Agricola Correlation, SLC Agricola Volatility and SLC Agricola Alpha and Beta module to complement your research on SLC Agricola. You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Complementary Tools for SLC Pink Sheet analysis
When running SLC Agricola's price analysis, check to measure SLC Agricola'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 SLC Agricola is operating at the current time. Most of SLC Agricola's value examination focuses on studying past and present price action to predict the probability of SLC Agricola's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SLC Agricola's price. Additionally, you may evaluate how the addition of SLC Agricola to your portfolios can decrease your overall portfolio volatility.
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SLC Agricola 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.