SQUIRREL MEDIA (Germany) Market Value
0MD Stock | EUR 1.33 0.04 2.92% |
Symbol | SQUIRREL |
SQUIRREL MEDIA '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 SQUIRREL MEDIA'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 SQUIRREL MEDIA.
12/25/2024 |
| 01/24/2025 |
If you would invest 0.00 in SQUIRREL MEDIA on December 25, 2024 and sell it all today you would earn a total of 0.00 from holding SQUIRREL MEDIA SA or generate 0.0% return on investment in SQUIRREL MEDIA over 30 days. SQUIRREL MEDIA is related to or competes with Charter Communications, Warner Music, Superior Plus, Origin Agritech, Identiv, INTUITIVE SURGICAL, and Intel. Vrtice Trescientos Sesenta Grados, S.A. produces and distributes audiovisual contents in Spain and internationally More
SQUIRREL MEDIA 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 SQUIRREL MEDIA'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 SQUIRREL MEDIA SA upside and downside potential and time the market with a certain degree of confidence.
Information Ratio | (0.03) | |||
Maximum Drawdown | 11.66 | |||
Value At Risk | (2.86) | |||
Potential Upside | 3.2 |
SQUIRREL MEDIA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SQUIRREL MEDIA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SQUIRREL MEDIA's standard deviation. In reality, there are many statistical measures that can use SQUIRREL MEDIA historical prices to predict the future SQUIRREL MEDIA's volatility.Risk Adjusted Performance | (0) | |||
Jensen Alpha | (0.03) | |||
Total Risk Alpha | (0.11) | |||
Treynor Ratio | (24.01) |
SQUIRREL MEDIA SA Backtested Returns
At this point, SQUIRREL MEDIA is very risky. SQUIRREL MEDIA SA owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the firm had a close to zero % return per unit of standard deviation over the last 3 months. We have found twenty-four technical indicators for SQUIRREL MEDIA SA, which you can use to evaluate the volatility of the company. Please validate SQUIRREL MEDIA's variance of 3.6, and Risk Adjusted Performance of (0) to confirm if the risk estimate we provide is consistent with the expected return of 0.0192%. The entity has a beta of 0.0011, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SQUIRREL MEDIA's returns are expected to increase less than the market. However, during the bear market, the loss of holding SQUIRREL MEDIA is expected to be smaller as well. SQUIRREL MEDIA SA presently has a risk of 2.0%. Please validate SQUIRREL MEDIA maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if SQUIRREL MEDIA will be following its existing price patterns.
Auto-correlation | -0.85 |
Excellent reverse predictability
SQUIRREL MEDIA SA has excellent reverse predictability. Overlapping area represents the amount of predictability between SQUIRREL MEDIA time series from 25th of December 2024 to 9th of January 2025 and 9th of January 2025 to 24th of January 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 SQUIRREL MEDIA SA price movement. The serial correlation of -0.85 indicates that around 85.0% of current SQUIRREL MEDIA price fluctuation can be explain by its past prices.
Correlation Coefficient | -0.85 | |
Spearman Rank Test | -0.86 | |
Residual Average | 0.0 | |
Price Variance | 0.0 |
SQUIRREL MEDIA SA lagged returns against current returns
Autocorrelation, which is SQUIRREL MEDIA 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 SQUIRREL MEDIA's stock expected returns. We can calculate the autocorrelation of SQUIRREL MEDIA returns to help us make a trade decision. For example, suppose you find that SQUIRREL MEDIA 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 |
SQUIRREL MEDIA 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 SQUIRREL MEDIA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SQUIRREL MEDIA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SQUIRREL MEDIA stock over time.
Current vs Lagged Prices |
Timeline |
SQUIRREL MEDIA Lagged Returns
When evaluating SQUIRREL MEDIA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SQUIRREL MEDIA stock have on its future price. SQUIRREL MEDIA 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, SQUIRREL MEDIA autocorrelation shows the relationship between SQUIRREL MEDIA stock current value and its past values and can show if there is a momentum factor associated with investing in SQUIRREL MEDIA SA.
Regressed Prices |
Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in SQUIRREL Stock
SQUIRREL MEDIA financial ratios help investors to determine whether SQUIRREL 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 SQUIRREL with respect to the benefits of owning SQUIRREL MEDIA security.