Sembcorp Marine Stock Market Value
| SMBMF Stock | USD 1.89 0.38 25.17% |
| Symbol | Sembcorp |
Sembcorp Marine '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 Sembcorp Marine'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 Sembcorp Marine.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Sembcorp Marine on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Sembcorp Marine or generate 0.0% return on investment in Sembcorp Marine over 90 days. Sembcorp Marine is related to or competes with Momentus, Kratos Defense, and Virgin Galactic. Sembcorp Marine Ltd, an investment holding company, provides offshore and marine engineering solutions worldwide More
Sembcorp Marine 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 Sembcorp Marine'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 Sembcorp Marine upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 9.99 | |||
| Information Ratio | 0.1086 | |||
| Maximum Drawdown | 44.49 | |||
| Value At Risk | (7.06) | |||
| Potential Upside | 17.22 |
Sembcorp Marine Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sembcorp Marine's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sembcorp Marine's standard deviation. In reality, there are many statistical measures that can use Sembcorp Marine historical prices to predict the future Sembcorp Marine's volatility.| Risk Adjusted Performance | 0.1296 | |||
| Jensen Alpha | 0.7072 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | 0.0748 | |||
| Treynor Ratio | 0.683 |
Sembcorp Marine Backtested Returns
Sembcorp Marine appears to be extremely dangerous, given 3 months investment horizon. Sembcorp Marine 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. By inspecting Sembcorp Marine's technical indicators, you can evaluate if the expected return of 0.95% is justified by implied risk. Please review Sembcorp Marine's Risk Adjusted Performance of 0.1296, coefficient of variation of 770.19, and Semi Deviation of 3.4 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sembcorp Marine holds a performance score of 10. The entity has a beta of 1.29, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Sembcorp Marine will likely underperform. Please check Sembcorp Marine's downside variance, and the relationship between the treynor ratio and kurtosis , to make a quick decision on whether Sembcorp Marine's existing price patterns will revert.
Auto-correlation | -0.64 |
Very good reverse predictability
Sembcorp Marine has very good reverse predictability. Overlapping area represents the amount of predictability between Sembcorp Marine time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Sembcorp Marine price movement. The serial correlation of -0.64 indicates that roughly 64.0% of current Sembcorp Marine price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.64 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Sembcorp Marine lagged returns against current returns
Autocorrelation, which is Sembcorp Marine 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 Sembcorp Marine's pink sheet expected returns. We can calculate the autocorrelation of Sembcorp Marine returns to help us make a trade decision. For example, suppose you find that Sembcorp Marine 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 |
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Sembcorp Marine 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 Sembcorp Marine pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sembcorp Marine pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sembcorp Marine pink sheet over time.
Current vs Lagged Prices |
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Sembcorp Marine Lagged Returns
When evaluating Sembcorp Marine's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sembcorp Marine pink sheet have on its future price. Sembcorp Marine 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, Sembcorp Marine autocorrelation shows the relationship between Sembcorp Marine pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Sembcorp Marine.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Sembcorp Pink Sheet
Sembcorp Marine financial ratios help investors to determine whether Sembcorp Pink Sheet 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 Sembcorp with respect to the benefits of owning Sembcorp Marine security.