SFC Energy (Germany) Market Value
| F3C Stock | 21.20 2.18 11.46% |
| Symbol | SFC |
SFC Energy '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 SFC Energy'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 SFC Energy.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in SFC Energy on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding SFC Energy AG or generate 0.0% return on investment in SFC Energy over 90 days. SFC Energy is related to or competes with Siemens Aktiengesellscha, Siemens Aktiengesellscha, Schneider Electric, Atlas Copco, RATIONAL Aktiengesellscha, FANUC PUNSPADR, and Vestas Wind. More
SFC Energy 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 SFC Energy'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 SFC Energy AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.12 | |||
| Information Ratio | 0.1701 | |||
| Maximum Drawdown | 14.77 | |||
| Value At Risk | (3.50) | |||
| Potential Upside | 3.84 |
SFC Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SFC Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SFC Energy's standard deviation. In reality, there are many statistical measures that can use SFC Energy historical prices to predict the future SFC Energy's volatility.| Risk Adjusted Performance | 0.1235 | |||
| Jensen Alpha | 0.4799 | |||
| Total Risk Alpha | 0.7007 | |||
| Sortino Ratio | 0.2195 | |||
| Treynor Ratio | 0.3179 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of SFC Energy's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
SFC Energy AG Backtested Returns
SFC Energy appears to be not too volatile, given 3 months investment horizon. SFC Energy AG retains Efficiency (Sharpe Ratio) of 0.16, which indicates the firm had a 0.16 % return per unit of volatility over the last 3 months. We have found thirty technical indicators for SFC Energy, which you can use to evaluate the volatility of the company. Please review SFC Energy's downside deviation of 2.12, and Risk Adjusted Performance of 0.1235 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, SFC Energy holds a performance score of 12. The entity owns a Beta (Systematic Risk) of 1.12, which indicates a somewhat significant risk relative to the market. SFC Energy returns are very sensitive to returns on the market. As the market goes up or down, SFC Energy is expected to follow. Please check SFC Energy's treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to make a quick decision on whether SFC Energy's current price history will revert.
Auto-correlation | -0.16 |
Insignificant reverse predictability
SFC Energy AG has insignificant reverse predictability. Overlapping area represents the amount of predictability between SFC Energy time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th of March 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 SFC Energy AG price movement. The serial correlation of -0.16 indicates that over 16.0% of current SFC Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.8 |
SFC Energy AG lagged returns against current returns
Autocorrelation, which is SFC Energy 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 SFC Energy's stock expected returns. We can calculate the autocorrelation of SFC Energy returns to help us make a trade decision. For example, suppose you find that SFC Energy 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 |
SFC Energy 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 SFC Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SFC Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SFC Energy stock over time.
Current vs Lagged Prices |
| Timeline |
SFC Energy Lagged Returns
When evaluating SFC Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SFC Energy stock have on its future price. SFC Energy 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, SFC Energy autocorrelation shows the relationship between SFC Energy stock current value and its past values and can show if there is a momentum factor associated with investing in SFC Energy AG.
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 SFC Stock Analysis
When running SFC Energy's price analysis, check to measure SFC Energy'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 SFC Energy is operating at the current time. Most of SFC Energy's value examination focuses on studying past and present price action to predict the probability of SFC Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SFC Energy's price. Additionally, you may evaluate how the addition of SFC Energy to your portfolios can decrease your overall portfolio volatility.