SILEON AB (Germany) Market Value
| 7PN1 Stock | EUR 0.49 0.00 0.00% |
| Symbol | SILEON |
SILEON AB '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 SILEON AB'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 SILEON AB.
| 01/09/2023 |
| 12/29/2024 |
If you would invest 0.00 in SILEON AB on January 9, 2023 and sell it all today you would earn a total of 0.00 from holding SILEON AB ON or generate 0.0% return on investment in SILEON AB over 720 days. SILEON AB is related to or competes with Adobe, ADYEN NV, CrowdStrike Holdings, VeriSign, and KASPIKZ 1. Paynova AB provides digital payment solutions for merchants in Sweden More
SILEON AB 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 SILEON AB'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 SILEON AB ON upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 66.54 | |||
| Information Ratio | 0.3448 | |||
| Maximum Drawdown | 41599.5 | |||
| Value At Risk | (99.26) | |||
| Potential Upside | 14500.0 |
SILEON AB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SILEON AB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SILEON AB's standard deviation. In reality, there are many statistical measures that can use SILEON AB historical prices to predict the future SILEON AB's volatility.| Risk Adjusted Performance | 0.2849 | |||
| Jensen Alpha | 2416.03 | |||
| Total Risk Alpha | 2222.91 | |||
| Sortino Ratio | 36.34 | |||
| Treynor Ratio | 25.45 |
SILEON AB ON Backtested Returns
SILEON AB is out of control given 3 months investment horizon. SILEON AB ON owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.41, which indicates the firm had a 0.41% return per unit of volatility over the last 3 months. We were able to interpolate twenty-four different technical indicators, which can help you to evaluate if expected returns of 162.64% are justified by taking the suggested risk. Use SILEON AB ON coefficient of variation of 290.02, and Risk Adjusted Performance of 0.2849 to evaluate company specific risk that cannot be diversified away. SILEON AB holds a performance score of 32 on a scale of zero to a hundred. The entity has a beta of 95.0, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, SILEON AB will likely underperform. Use SILEON AB ON semi deviation, variance, jensen alpha, as well as the relationship between the downside deviation and information ratio , to analyze future returns on SILEON AB ON.
Auto-correlation | 0.50 |
Modest predictability
SILEON AB ON has modest predictability. Overlapping area represents the amount of predictability between SILEON AB time series from 9th of January 2023 to 4th of January 2024 and 4th of January 2024 to 29th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of SILEON AB ON price movement. The serial correlation of 0.5 indicates that about 50.0% of current SILEON AB price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 2.6 |
SILEON AB ON lagged returns against current returns
Autocorrelation, which is SILEON AB 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 SILEON AB's stock expected returns. We can calculate the autocorrelation of SILEON AB returns to help us make a trade decision. For example, suppose you find that SILEON AB 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 |
SILEON AB 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 SILEON AB stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SILEON AB stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SILEON AB stock over time.
Current vs Lagged Prices |
| Timeline |
SILEON AB Lagged Returns
When evaluating SILEON AB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SILEON AB stock have on its future price. SILEON AB 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, SILEON AB autocorrelation shows the relationship between SILEON AB stock current value and its past values and can show if there is a momentum factor associated with investing in SILEON AB ON.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in SILEON Stock
SILEON AB financial ratios help investors to determine whether SILEON 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 SILEON with respect to the benefits of owning SILEON AB security.