Simulated Environmen Stock Market Value
| SMEV Stock | USD 0 0.0001 2.17% |
| Symbol | Simulated |
Simulated Environmen '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 Simulated Environmen'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 Simulated Environmen.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Simulated Environmen on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Simulated Environmen or generate 0.0% return on investment in Simulated Environmen over 90 days. Simulated Environmen is related to or competes with BYD Company, Mercedes Benz, Porsche Automobile, Stellantis, and Volkswagen. Simulated Environment Concepts, Inc. engages in the development and manufacture of medical, health, and wellness equipme... More
Simulated Environmen 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 Simulated Environmen'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 Simulated Environmen upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.68 | |||
| Information Ratio | 0.0141 | |||
| Maximum Drawdown | 34.95 | |||
| Value At Risk | (9.09) | |||
| Potential Upside | 10.26 |
Simulated Environmen Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Simulated Environmen's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Simulated Environmen's standard deviation. In reality, there are many statistical measures that can use Simulated Environmen historical prices to predict the future Simulated Environmen's volatility.| Risk Adjusted Performance | 0.0452 | |||
| Jensen Alpha | 0.2032 | |||
| Total Risk Alpha | (0.57) | |||
| Sortino Ratio | 0.009 | |||
| Treynor Ratio | 5.0 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Simulated Environmen'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.
Simulated Environmen Backtested Returns
Simulated Environmen appears to be out of control, given 3 months investment horizon. Simulated Environmen owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0404, which indicates the firm had a 0.0404 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Simulated Environmen, which you can use to evaluate the volatility of the company. Please review Simulated Environmen's Semi Deviation of 3.85, coefficient of variation of 2530.42, and Risk Adjusted Performance of 0.0452 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Simulated Environmen holds a performance score of 3. The entity has a beta of 0.0417, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Simulated Environmen's returns are expected to increase less than the market. However, during the bear market, the loss of holding Simulated Environmen is expected to be smaller as well. Please check Simulated Environmen's value at risk, as well as the relationship between the kurtosis and period momentum indicator , to make a quick decision on whether Simulated Environmen's existing price patterns will revert.
Auto-correlation | 0.04 |
Virtually no predictability
Simulated Environmen has virtually no predictability. Overlapping area represents the amount of predictability between Simulated Environmen time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Simulated Environmen price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current Simulated Environmen price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.04 | |
| Spearman Rank Test | -0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Simulated Environmen lagged returns against current returns
Autocorrelation, which is Simulated Environmen 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 Simulated Environmen's pink sheet expected returns. We can calculate the autocorrelation of Simulated Environmen returns to help us make a trade decision. For example, suppose you find that Simulated Environmen 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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Simulated Environmen 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 Simulated Environmen pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Simulated Environmen pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Simulated Environmen pink sheet over time.
Current vs Lagged Prices |
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Simulated Environmen Lagged Returns
When evaluating Simulated Environmen's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Simulated Environmen pink sheet have on its future price. Simulated Environmen 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, Simulated Environmen autocorrelation shows the relationship between Simulated Environmen pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Simulated Environmen.
Regressed Prices |
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Additional Tools for Simulated Pink Sheet Analysis
When running Simulated Environmen's price analysis, check to measure Simulated Environmen'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 Simulated Environmen is operating at the current time. Most of Simulated Environmen's value examination focuses on studying past and present price action to predict the probability of Simulated Environmen's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Simulated Environmen's price. Additionally, you may evaluate how the addition of Simulated Environmen to your portfolios can decrease your overall portfolio volatility.