Sun Art Retail Stock Market Value
| SURRY Stock | USD 3.00 0.00 0.00% |
| Symbol | Sun |
Sun Art '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 Sun Art'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 Sun Art.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Sun Art on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Sun Art Retail or generate 0.0% return on investment in Sun Art over 90 days. Sun Art is related to or competes with Sun Art, Hengan International, TravelSky Technology, PICC Property, Shanghai Pharmaceuticals, and Great Wall. Sun Art Retail Group Limited, an investment holding company, operates brick-and-mortar stores and online sales channels ... More
Sun Art 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 Sun Art'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 Sun Art Retail upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.087 | |||
| Maximum Drawdown | 31.76 | |||
| Value At Risk | (3.23) | |||
| Potential Upside | 3.56 |
Sun Art Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sun Art's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sun Art's standard deviation. In reality, there are many statistical measures that can use Sun Art historical prices to predict the future Sun Art's volatility.| Risk Adjusted Performance | 0.1193 | |||
| Jensen Alpha | 0.4879 | |||
| Total Risk Alpha | (0.10) | |||
| Treynor Ratio | 3.02 |
Sun Art Retail Backtested Returns
Sun Art appears to be risky, given 3 months investment horizon. Sun Art Retail owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the firm had a 0.12 % return per unit of risk over the last 3 months. By inspecting Sun Art's technical indicators, you can evaluate if the expected return of 0.55% is justified by implied risk. Please review Sun Art's Coefficient Of Variation of 838.29, risk adjusted performance of 0.1193, and Variance of 19.01 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sun Art holds a performance score of 9. The entity has a beta of 0.17, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sun Art's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sun Art is expected to be smaller as well. Please check Sun Art's jensen alpha, potential upside, as well as the relationship between the Potential Upside and rate of daily change , to make a quick decision on whether Sun Art's existing price patterns will revert.
Auto-correlation | -0.1 |
Very weak reverse predictability
Sun Art Retail has very weak reverse predictability. Overlapping area represents the amount of predictability between Sun Art 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 Sun Art Retail price movement. The serial correlation of -0.1 indicates that less than 10.0% of current Sun Art price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.1 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Sun Art Retail lagged returns against current returns
Autocorrelation, which is Sun Art 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 Sun Art's pink sheet expected returns. We can calculate the autocorrelation of Sun Art returns to help us make a trade decision. For example, suppose you find that Sun Art 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 |
| Timeline |
Sun Art 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 Sun Art pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sun Art pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sun Art pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Sun Art Lagged Returns
When evaluating Sun Art's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sun Art pink sheet have on its future price. Sun Art 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, Sun Art autocorrelation shows the relationship between Sun Art pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Sun Art Retail.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Sun Pink Sheet Analysis
When running Sun Art's price analysis, check to measure Sun Art'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 Sun Art is operating at the current time. Most of Sun Art's value examination focuses on studying past and present price action to predict the probability of Sun Art's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sun Art's price. Additionally, you may evaluate how the addition of Sun Art to your portfolios can decrease your overall portfolio volatility.