Sienna Senior (Germany) Market Value
| 636 Stock | EUR 9.75 0.05 0.51% |
| Symbol | Sienna |
Sienna Senior '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 Sienna Senior'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 Sienna Senior.
| 12/26/2024 |
| 01/25/2025 |
If you would invest 0.00 in Sienna Senior on December 26, 2024 and sell it all today you would earn a total of 0.00 from holding Sienna Senior Living or generate 0.0% return on investment in Sienna Senior over 30 days. Sienna Senior is related to or competes with Align Technology, GEELY AUTOMOBILE, Geely Automobile, Cars, Carsales, COMPUTERSHARE, and Easy Software. Sienna Senior Living Inc., through its subsidiaries, provides senior housing and long-term care services in Canada More
Sienna Senior 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 Sienna Senior'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 Sienna Senior Living upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 14.47 | |||
| Value At Risk | (4.85) | |||
| Potential Upside | 3.76 |
Sienna Senior Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sienna Senior's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sienna Senior's standard deviation. In reality, there are many statistical measures that can use Sienna Senior historical prices to predict the future Sienna Senior's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.15) | |||
| Total Risk Alpha | (0.27) | |||
| Treynor Ratio | (0.90) |
Sienna Senior Living Backtested Returns
Sienna Senior Living owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0842, which indicates the firm had a -0.0842 % return per unit of risk over the last 3 months. Sienna Senior Living exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sienna Senior's Risk Adjusted Performance of (0.04), coefficient of variation of (1,777), and Variance of 5.73 to confirm the risk estimate we provide. The entity has a beta of 0.16, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sienna Senior's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sienna Senior is expected to be smaller as well. At this point, Sienna Senior Living has a negative expected return of -0.21%. Please make sure to validate Sienna Senior's coefficient of variation, variance, and the relationship between the mean deviation and standard deviation , to decide if Sienna Senior Living performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.18 |
Insignificant reverse predictability
Sienna Senior Living has insignificant reverse predictability. Overlapping area represents the amount of predictability between Sienna Senior time series from 26th of December 2024 to 10th of January 2025 and 10th of January 2025 to 25th 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 Sienna Senior Living price movement. The serial correlation of -0.18 indicates that over 18.0% of current Sienna Senior price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Sienna Senior Living lagged returns against current returns
Autocorrelation, which is Sienna Senior 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 Sienna Senior's stock expected returns. We can calculate the autocorrelation of Sienna Senior returns to help us make a trade decision. For example, suppose you find that Sienna Senior 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 |
Sienna Senior 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 Sienna Senior stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sienna Senior stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sienna Senior stock over time.
Current vs Lagged Prices |
| Timeline |
Sienna Senior Lagged Returns
When evaluating Sienna Senior's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sienna Senior stock have on its future price. Sienna Senior 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, Sienna Senior autocorrelation shows the relationship between Sienna Senior stock current value and its past values and can show if there is a momentum factor associated with investing in Sienna Senior Living.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Sienna Stock
Sienna Senior financial ratios help investors to determine whether Sienna 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 Sienna with respect to the benefits of owning Sienna Senior security.