Synergy Green (India) Market Value
| SGIL Stock | 533.85 1.20 0.22% |
| Symbol | Synergy |
Synergy Green '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 Synergy Green'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 Synergy Green.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Synergy Green on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Synergy Green Industries or generate 0.0% return on investment in Synergy Green over 90 days. Synergy Green is related to or competes with Silver Touch, Avonmore Capital, Silgo Retail, Osia Hyper, and Cantabil Retail. Synergy Green is entity of India. It is traded as Stock on NSE exchange. More
Synergy Green 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 Synergy Green'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 Synergy Green Industries upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.28 | |||
| Information Ratio | 0.0734 | |||
| Maximum Drawdown | 13.81 | |||
| Value At Risk | (3.40) | |||
| Potential Upside | 5.2 |
Synergy Green Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Synergy Green's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Synergy Green's standard deviation. In reality, there are many statistical measures that can use Synergy Green historical prices to predict the future Synergy Green's volatility.| Risk Adjusted Performance | 0.1264 | |||
| Jensen Alpha | 0.3631 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0821 | |||
| Treynor Ratio | (0.92) |
Synergy Green Industries Backtested Returns
Synergy Green appears to be very steady, given 3 months investment horizon. Synergy Green Industries owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the firm had a 0.13 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Synergy Green Industries, which you can use to evaluate the volatility of the company. Please review Synergy Green's Risk Adjusted Performance of 0.1264, semi deviation of 2.06, and Coefficient Of Variation of 777.61 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Synergy Green holds a performance score of 10. The entity has a beta of -0.34, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Synergy Green are expected to decrease at a much lower rate. During the bear market, Synergy Green is likely to outperform the market. Please check Synergy Green's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Synergy Green's existing price patterns will revert.
Auto-correlation | 0.34 |
Below average predictability
Synergy Green Industries has below average predictability. Overlapping area represents the amount of predictability between Synergy Green time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Synergy Green Industries price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Synergy Green price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 107.33 |
Synergy Green Industries lagged returns against current returns
Autocorrelation, which is Synergy Green 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 Synergy Green's stock expected returns. We can calculate the autocorrelation of Synergy Green returns to help us make a trade decision. For example, suppose you find that Synergy Green 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 |
Synergy Green 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 Synergy Green stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Synergy Green stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Synergy Green stock over time.
Current vs Lagged Prices |
| Timeline |
Synergy Green Lagged Returns
When evaluating Synergy Green's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Synergy Green stock have on its future price. Synergy Green 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, Synergy Green autocorrelation shows the relationship between Synergy Green stock current value and its past values and can show if there is a momentum factor associated with investing in Synergy Green Industries.
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 Synergy Stock Analysis
When running Synergy Green's price analysis, check to measure Synergy Green'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 Synergy Green is operating at the current time. Most of Synergy Green's value examination focuses on studying past and present price action to predict the probability of Synergy Green's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Synergy Green's price. Additionally, you may evaluate how the addition of Synergy Green to your portfolios can decrease your overall portfolio volatility.