Super Micro Computer, Stock Market Value
| SMCI Stock | 17.22 0.34 1.94% |
| Symbol | Super |
Super Micro '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 Super Micro'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 Super Micro.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Super Micro on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Super Micro Computer, or generate 0.0% return on investment in Super Micro over 90 days. Super Micro is related to or competes with Postmedia Network, T2 Metals, Osisko Metals, Plantify Foods, Canlan Ice, Andean Precious, and Slate Grocery. Super Micro is entity of Canada. It is traded as Stock on NEO exchange. More
Super Micro 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 Super Micro'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 Super Micro Computer, upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.28 | |||
| Information Ratio | 0.1295 | |||
| Maximum Drawdown | 25.61 | |||
| Value At Risk | (7.22) | |||
| Potential Upside | 8.47 |
Super Micro Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Super Micro's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Super Micro's standard deviation. In reality, there are many statistical measures that can use Super Micro historical prices to predict the future Super Micro's volatility.| Risk Adjusted Performance | 0.1564 | |||
| Jensen Alpha | 0.6597 | |||
| Total Risk Alpha | 0.0803 | |||
| Sortino Ratio | 0.1457 | |||
| Treynor Ratio | 1.04 |
Super Micro Computer, Backtested Returns
Super Micro is somewhat reliable given 3 months investment horizon. Super Micro Computer, owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.21, which indicates the firm had a 0.21 % return per unit of risk over the last 3 months. We were able to analyze and collect data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.0% are justified by taking the suggested risk. Use Super Micro Computer, Semi Deviation of 3.79, risk adjusted performance of 0.1564, and Coefficient Of Variation of 629.81 to evaluate company specific risk that cannot be diversified away. Super Micro holds a performance score of 16 on a scale of zero to a hundred. The entity has a beta of 0.72, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Super Micro's returns are expected to increase less than the market. However, during the bear market, the loss of holding Super Micro is expected to be smaller as well. Use Super Micro Computer, total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to analyze future returns on Super Micro Computer,.
Auto-correlation | 0.81 |
Very good predictability
Super Micro Computer, has very good predictability. Overlapping area represents the amount of predictability between Super Micro time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 Super Micro Computer, price movement. The serial correlation of 0.81 indicates that around 81.0% of current Super Micro price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.81 | |
| Spearman Rank Test | 0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 1.5 |
Super Micro Computer, lagged returns against current returns
Autocorrelation, which is Super Micro 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 Super Micro's stock expected returns. We can calculate the autocorrelation of Super Micro returns to help us make a trade decision. For example, suppose you find that Super Micro 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 |
Super Micro 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 Super Micro stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Super Micro stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Super Micro stock over time.
Current vs Lagged Prices |
| Timeline |
Super Micro Lagged Returns
When evaluating Super Micro's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Super Micro stock have on its future price. Super Micro 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, Super Micro autocorrelation shows the relationship between Super Micro stock current value and its past values and can show if there is a momentum factor associated with investing in Super Micro Computer,.
Regressed Prices |
| Timeline |
Pair Trading with Super Micro
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Super Micro position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Super Micro will appreciate offsetting losses from the drop in the long position's value.Moving together with Super Stock
Moving against Super Stock
The ability to find closely correlated positions to Super Micro could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Super Micro when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Super Micro - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Super Micro Computer, to buy it.
The correlation of Super Micro is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Super Micro moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Super Micro Computer, moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Super Micro can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Super Stock
Super Micro financial ratios help investors to determine whether Super 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 Super with respect to the benefits of owning Super Micro security.