Sartorius Stedim's market value is the price at which a share of Sartorius Stedim trades on a public exchange. It measures the collective expectations of Sartorius Stedim Biotech investors about its performance. Sartorius Stedim is selling for under 197.30 as of the 9th of January 2025; that is 0.05% up since the beginning of the trading day. The stock's lowest day price was 185.1. With this module, you can estimate the performance of a buy and hold strategy of Sartorius Stedim Biotech and determine expected loss or profit from investing in Sartorius Stedim over a given investment horizon. Check out Sartorius Stedim Correlation, Sartorius Stedim Volatility and Sartorius Stedim Alpha and Beta module to complement your research on Sartorius Stedim.
Please note, there is a significant difference between Sartorius Stedim's value and its price as these two are different measures arrived at by different means. Investors typically determine if Sartorius Stedim is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sartorius Stedim's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Sartorius Stedim '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 Sartorius Stedim'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 Sartorius Stedim.
0.00
01/20/2023
No Change 0.00
0.0
In 1 year 11 months and 21 days
01/09/2025
0.00
If you would invest 0.00 in Sartorius Stedim on January 20, 2023 and sell it all today you would earn a total of 0.00 from holding Sartorius Stedim Biotech or generate 0.0% return on investment in Sartorius Stedim over 720 days. Sartorius Stedim is related to or competes with Bet At, DFS Furniture, Beazer Homes, Ecclesiastical Insurance, Endeavour Mining, Hochschild Mining, and Coeur Mining. Sartorius Stedim is entity of United Kingdom More
Sartorius Stedim 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 Sartorius Stedim'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 Sartorius Stedim Biotech upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sartorius Stedim's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sartorius Stedim's standard deviation. In reality, there are many statistical measures that can use Sartorius Stedim historical prices to predict the future Sartorius Stedim's volatility.
Currently, Sartorius Stedim Biotech is very steady. Sartorius Stedim Biotech owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0419, which indicates the firm had a 0.0419% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Sartorius Stedim Biotech, which you can use to evaluate the volatility of the company. Please validate Sartorius Stedim's Risk Adjusted Performance of 0.0541, semi deviation of 2.39, and Coefficient Of Variation of 1725.07 to confirm if the risk estimate we provide is consistent with the expected return of 0.14%. Sartorius Stedim has a performance score of 3 on a scale of 0 to 100. The entity has a beta of -0.23, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Sartorius Stedim are expected to decrease at a much lower rate. During the bear market, Sartorius Stedim is likely to outperform the market. Sartorius Stedim Biotech right now has a risk of 3.22%. Please validate Sartorius Stedim jensen alpha, sortino ratio, and the relationship between the standard deviation and total risk alpha , to decide if Sartorius Stedim will be following its existing price patterns.
Auto-correlation
0.65
Good predictability
Sartorius Stedim Biotech has good predictability. Overlapping area represents the amount of predictability between Sartorius Stedim time series from 20th of January 2023 to 15th of January 2024 and 15th of January 2024 to 9th 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 Sartorius Stedim Biotech price movement. The serial correlation of 0.65 indicates that roughly 65.0% of current Sartorius Stedim price fluctuation can be explain by its past prices.
Correlation Coefficient
0.65
Spearman Rank Test
0.53
Residual Average
0.0
Price Variance
1127.55
Sartorius Stedim Biotech lagged returns against current returns
Autocorrelation, which is Sartorius Stedim 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 Sartorius Stedim's stock expected returns. We can calculate the autocorrelation of Sartorius Stedim returns to help us make a trade decision. For example, suppose you find that Sartorius Stedim 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
Sartorius Stedim 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 Sartorius Stedim stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sartorius Stedim stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sartorius Stedim stock over time.
Current vs Lagged Prices
Timeline
Sartorius Stedim Lagged Returns
When evaluating Sartorius Stedim's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sartorius Stedim stock have on its future price. Sartorius Stedim 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, Sartorius Stedim autocorrelation shows the relationship between Sartorius Stedim stock current value and its past values and can show if there is a momentum factor associated with investing in Sartorius Stedim Biotech.
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.
When running Sartorius Stedim's price analysis, check to measure Sartorius Stedim'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 Sartorius Stedim is operating at the current time. Most of Sartorius Stedim's value examination focuses on studying past and present price action to predict the probability of Sartorius Stedim's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sartorius Stedim's price. Additionally, you may evaluate how the addition of Sartorius Stedim to your portfolios can decrease your overall portfolio volatility.