SinoMedia Holding (Germany) Market Value
| SJY Stock | EUR 0.18 0.01 5.26% |
| Symbol | SinoMedia |
SinoMedia Holding '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 SinoMedia Holding'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 SinoMedia Holding.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in SinoMedia Holding on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding SinoMedia Holding Limited or generate 0.0% return on investment in SinoMedia Holding over 90 days. SinoMedia Holding is related to or competes with CDN IMPERIAL, Aya Gold, Cincinnati Financial, GOLDGROUP MINING, SUN LIFE, and Zijin Mining. SinoMedia Holding Limited, an investment holding company, provides TV advertisement, creative content production, and di... More
SinoMedia Holding 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 SinoMedia Holding'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 SinoMedia Holding Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.61 | |||
| Information Ratio | 0.0297 | |||
| Maximum Drawdown | 22.5 | |||
| Value At Risk | (5.56) | |||
| Potential Upside | 6.25 |
SinoMedia Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SinoMedia Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SinoMedia Holding's standard deviation. In reality, there are many statistical measures that can use SinoMedia Holding historical prices to predict the future SinoMedia Holding's volatility.| Risk Adjusted Performance | 0.0661 | |||
| Jensen Alpha | 0.1779 | |||
| Total Risk Alpha | (0.34) | |||
| Sortino Ratio | 0.0228 | |||
| Treynor Ratio | 0.4182 |
SinoMedia Holding Backtested Returns
SinoMedia Holding appears to be out of control, given 3 months investment horizon. SinoMedia Holding owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0633, which indicates the firm had a 0.0633 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for SinoMedia Holding Limited, which you can use to evaluate the volatility of the company. Please review SinoMedia Holding's Coefficient Of Variation of 1602.74, semi deviation of 3.06, and Risk Adjusted Performance of 0.0661 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, SinoMedia Holding holds a performance score of 4. The entity has a beta of 0.62, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SinoMedia Holding's returns are expected to increase less than the market. However, during the bear market, the loss of holding SinoMedia Holding is expected to be smaller as well. Please check SinoMedia Holding's sortino ratio, potential upside, skewness, as well as the relationship between the maximum drawdown and semi variance , to make a quick decision on whether SinoMedia Holding's existing price patterns will revert.
Auto-correlation | -0.87 |
Excellent reverse predictability
SinoMedia Holding Limited has excellent reverse predictability. Overlapping area represents the amount of predictability between SinoMedia Holding 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 SinoMedia Holding price movement. The serial correlation of -0.87 indicates that approximately 87.0% of current SinoMedia Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.87 | |
| Spearman Rank Test | -0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
SinoMedia Holding lagged returns against current returns
Autocorrelation, which is SinoMedia Holding 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 SinoMedia Holding's stock expected returns. We can calculate the autocorrelation of SinoMedia Holding returns to help us make a trade decision. For example, suppose you find that SinoMedia Holding 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 |
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SinoMedia Holding 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 SinoMedia Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SinoMedia Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SinoMedia Holding stock over time.
Current vs Lagged Prices |
| Timeline |
SinoMedia Holding Lagged Returns
When evaluating SinoMedia Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SinoMedia Holding stock have on its future price. SinoMedia Holding 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, SinoMedia Holding autocorrelation shows the relationship between SinoMedia Holding stock current value and its past values and can show if there is a momentum factor associated with investing in SinoMedia Holding Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in SinoMedia Stock
SinoMedia Holding financial ratios help investors to determine whether SinoMedia Stock 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 SinoMedia with respect to the benefits of owning SinoMedia Holding security.