Super Retail (Australia) Market Value
| SUL Stock | 15.07 0.01 0.07% |
| Symbol | Super |
Super Retail '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 Retail'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 Retail.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Super Retail on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Super Retail Group or generate 0.0% return on investment in Super Retail over 90 days. Super Retail is related to or competes with Hastings Technology, Alternative Investment, Mirrabooka Investments, Navigator Global, Argo Investments, and Gold Road. Super Retail is entity of Australia. It is traded as Stock on AU exchange. More
Super Retail 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 Retail'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 Retail Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.27 | |||
| Information Ratio | 0.0576 | |||
| Maximum Drawdown | 7.27 | |||
| Value At Risk | (2.01) | |||
| Potential Upside | 2.44 |
Super Retail Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Super Retail's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Super Retail's standard deviation. In reality, there are many statistical measures that can use Super Retail historical prices to predict the future Super Retail's volatility.| Risk Adjusted Performance | 0.1501 | |||
| Jensen Alpha | 0.1815 | |||
| Total Risk Alpha | 0.0141 | |||
| Sortino Ratio | 0.0644 | |||
| Treynor Ratio | 0.9026 |
Super Retail Group Backtested Returns
Super Retail appears to be very steady, given 3 months investment horizon. Super Retail Group owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.22, which indicates the firm had a 0.22 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Super Retail Group, which you can use to evaluate the volatility of the company. Please review Super Retail's Semi Deviation of 1.03, risk adjusted performance of 0.1501, and Coefficient Of Variation of 636.57 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Super Retail holds a performance score of 17. The entity has a beta of 0.24, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Super Retail's returns are expected to increase less than the market. However, during the bear market, the loss of holding Super Retail is expected to be smaller as well. Please check Super Retail's total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Super Retail's existing price patterns will revert.
Auto-correlation | 0.53 |
Modest predictability
Super Retail Group has modest predictability. Overlapping area represents the amount of predictability between Super Retail 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 Retail Group price movement. The serial correlation of 0.53 indicates that about 53.0% of current Super Retail price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.25 |
Super Retail Group lagged returns against current returns
Autocorrelation, which is Super Retail 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 Retail's stock expected returns. We can calculate the autocorrelation of Super Retail returns to help us make a trade decision. For example, suppose you find that Super Retail 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 Retail 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 Retail stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Super Retail stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Super Retail stock over time.
Current vs Lagged Prices |
| Timeline |
Super Retail Lagged Returns
When evaluating Super Retail's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Super Retail stock have on its future price. Super Retail 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 Retail autocorrelation shows the relationship between Super Retail stock current value and its past values and can show if there is a momentum factor associated with investing in Super Retail Group.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Super Stock Analysis
When running Super Retail's price analysis, check to measure Super Retail'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 Super Retail is operating at the current time. Most of Super Retail's value examination focuses on studying past and present price action to predict the probability of Super Retail's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Super Retail's price. Additionally, you may evaluate how the addition of Super Retail to your portfolios can decrease your overall portfolio volatility.