Sartorius Stedim (UK) Market Value
| 0RG8 Stock | 203.05 3.40 1.70% |
| Symbol | Sartorius |
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.
| 12/23/2024 |
| 01/22/2025 |
If you would invest 0.00 in Sartorius Stedim on December 23, 2024 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 30 days. Sartorius Stedim is related to or competes with Auto Trader, Electronic Arts, Silvercorp Metals, LPKF Laser, Fortune Brands, Ecclesiastical Insurance, and Europa Metals. 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.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 11.37 | |||
| Value At Risk | (2.83) | |||
| Potential Upside | 5.12 |
Sartorius Stedim Market Risk Indicators
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.| Risk Adjusted Performance | 0.0039 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.09) | |||
| Treynor Ratio | (0.03) |
Sartorius Stedim Biotech Backtested Returns
Currently, Sartorius Stedim Biotech is very steady. Sartorius Stedim Biotech owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0447, which indicates the firm had a 0.0447 % return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Sartorius Stedim Biotech, which you can use to evaluate the volatility of the company. Please validate Sartorius Stedim's Coefficient Of Variation of (34,397), variance of 5.4, and Risk Adjusted Performance of 0.0039 to confirm if the risk estimate we provide is consistent with the expected return of 0.1%. Sartorius Stedim has a performance score of 3 on a scale of 0 to 100. The entity has a beta of 0.52, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sartorius Stedim's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sartorius Stedim is expected to be smaller as well. Sartorius Stedim Biotech right now has a risk of 2.27%. Please validate Sartorius Stedim treynor ratio, value at risk, and the relationship between the total risk alpha and maximum drawdown , to decide if Sartorius Stedim will be following its existing price patterns.
Auto-correlation | -0.5 |
Modest reverse predictability
Sartorius Stedim Biotech has modest reverse predictability. Overlapping area represents the amount of predictability between Sartorius Stedim time series from 23rd of December 2024 to 7th of January 2025 and 7th of January 2025 to 22nd 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 -0.5 indicates that about 50.0% of current Sartorius Stedim price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.5 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 5.99 |
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 |
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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 Sartorius Stock Analysis
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.