STILLFRONT GRP (Germany) Market Value
| 1YS0 Stock | EUR 0.73 0.01 1.35% |
| Symbol | STILLFRONT |
STILLFRONT GRP '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 STILLFRONT GRP'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 STILLFRONT GRP.
| 10/11/2023 |
| 01/03/2025 |
If you would invest 0.00 in STILLFRONT GRP on October 11, 2023 and sell it all today you would earn a total of 0.00 from holding STILLFRONT GRP AB or generate 0.0% return on investment in STILLFRONT GRP over 450 days. STILLFRONT GRP is related to or competes with Anheuser Busch, AALBERTS IND, SECURITAS, and VERISK ANLYTCS. Stillfront Group AB , through its subsidiaries, designs, develops, markets, publishes, and distributes digital games in ... More
STILLFRONT GRP 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 STILLFRONT GRP'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 STILLFRONT GRP AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.55 | |||
| Information Ratio | 0.1127 | |||
| Maximum Drawdown | 20.54 | |||
| Value At Risk | (5.00) | |||
| Potential Upside | 6.06 |
STILLFRONT GRP Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for STILLFRONT GRP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as STILLFRONT GRP's standard deviation. In reality, there are many statistical measures that can use STILLFRONT GRP historical prices to predict the future STILLFRONT GRP's volatility.| Risk Adjusted Performance | 0.1011 | |||
| Jensen Alpha | 0.3999 | |||
| Total Risk Alpha | 0.3923 | |||
| Sortino Ratio | 0.1119 | |||
| Treynor Ratio | (1.35) |
STILLFRONT GRP AB Backtested Returns
STILLFRONT GRP appears to be abnormally volatile, given 3 months investment horizon. STILLFRONT GRP AB owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the firm had a 0.13% return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for STILLFRONT GRP AB, which you can use to evaluate the volatility of the company. Please review STILLFRONT GRP's risk adjusted performance of 0.1011, and Coefficient Of Variation of 862.41 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, STILLFRONT GRP holds a performance score of 9. The entity has a beta of -0.3, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning STILLFRONT GRP are expected to decrease at a much lower rate. During the bear market, STILLFRONT GRP is likely to outperform the market. Please check STILLFRONT GRP's downside deviation, information ratio, and the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether STILLFRONT GRP's existing price patterns will revert.
Auto-correlation | 0.67 |
Good predictability
STILLFRONT GRP AB has good predictability. Overlapping area represents the amount of predictability between STILLFRONT GRP time series from 11th of October 2023 to 23rd of May 2024 and 23rd of May 2024 to 3rd 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 STILLFRONT GRP AB price movement. The serial correlation of 0.67 indicates that around 67.0% of current STILLFRONT GRP price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
STILLFRONT GRP AB lagged returns against current returns
Autocorrelation, which is STILLFRONT GRP 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 STILLFRONT GRP's stock expected returns. We can calculate the autocorrelation of STILLFRONT GRP returns to help us make a trade decision. For example, suppose you find that STILLFRONT GRP 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 |
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STILLFRONT GRP 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 STILLFRONT GRP stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if STILLFRONT GRP stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in STILLFRONT GRP stock over time.
Current vs Lagged Prices |
| Timeline |
STILLFRONT GRP Lagged Returns
When evaluating STILLFRONT GRP's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of STILLFRONT GRP stock have on its future price. STILLFRONT GRP 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, STILLFRONT GRP autocorrelation shows the relationship between STILLFRONT GRP stock current value and its past values and can show if there is a momentum factor associated with investing in STILLFRONT GRP AB.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in STILLFRONT Stock
STILLFRONT GRP financial ratios help investors to determine whether STILLFRONT 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 STILLFRONT with respect to the benefits of owning STILLFRONT GRP security.