Signify NV's market value is the price at which a share of Signify NV trades on a public exchange. It measures the collective expectations of Signify NV investors about its performance. Signify NV is trading at 11.30 as of the 26th of March 2025; that is 0.44 percent down since the beginning of the trading day. The stock's open price was 11.35.
With this module, you can estimate the performance of a buy and hold strategy of Signify NV and determine expected loss or profit from investing in Signify NV over a given investment horizon. Check out Signify NV Correlation, Signify NV Volatility and Signify NV Alpha and Beta module to complement your research on Signify NV.
Please note, there is a significant difference between Signify NV's value and its price as these two are different measures arrived at by different means. Investors typically determine if Signify NV is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Signify NV's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Signify NV '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 Signify NV's pink sheet 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 Signify NV.
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12/26/2024
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In 3 months and 1 day
03/26/2025
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If you would invest 0.00 in Signify NV on December 26, 2024 and sell it all today you would earn a total of 0.00 from holding Signify NV or generate 0.0% return on investment in Signify NV over 90 days. Signify NV is related to or competes with Tantalus Systems, CBAK Energy, Plug Power, Kimball Electronics, Hayward Holdings, Enersys, and Espey Mfg. Signify N.V. provides lighting products, systems, and services in Europe, the Americas, and internationally More
Signify NV 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 Signify NV's pink sheet 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 Signify NV upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Signify NV's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Signify NV's standard deviation. In reality, there are many statistical measures that can use Signify NV historical prices to predict the future Signify NV's volatility.
At this stage we consider Signify Pink Sheet to be not too volatile. Signify NV owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0372, which indicates the firm had a 0.0372 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Signify NV, which you can use to evaluate the volatility of the company. Please validate Signify NV's Semi Deviation of 1.47, coefficient of variation of 3085.63, and Risk Adjusted Performance of 0.0333 to confirm if the risk estimate we provide is consistent with the expected return of 0.0793%. Signify NV has a performance score of 2 on a scale of 0 to 100. The entity has a beta of 0.0112, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Signify NV's returns are expected to increase less than the market. However, during the bear market, the loss of holding Signify NV is expected to be smaller as well. Signify NV right now has a risk of 2.13%. Please validate Signify NV treynor ratio, as well as the relationship between the expected short fall and day typical price , to decide if Signify NV will be following its existing price patterns.
Auto-correlation
-0.48
Modest reverse predictability
Signify NV has modest reverse predictability. Overlapping area represents the amount of predictability between Signify NV time series from 26th of December 2024 to 9th of February 2025 and 9th of February 2025 to 26th 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 Signify NV price movement. The serial correlation of -0.48 indicates that about 48.0% of current Signify NV price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.48
Spearman Rank Test
0.47
Residual Average
0.0
Price Variance
0.07
Signify NV lagged returns against current returns
Autocorrelation, which is Signify NV pink sheet'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 Signify NV's pink sheet expected returns. We can calculate the autocorrelation of Signify NV returns to help us make a trade decision. For example, suppose you find that Signify NV has exhibited high autocorrelation historically, and you observe that the pink sheet 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
Signify NV 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 Signify NV pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Signify NV pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Signify NV pink sheet over time.
Current vs Lagged Prices
Timeline
Signify NV Lagged Returns
When evaluating Signify NV's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Signify NV pink sheet have on its future price. Signify NV 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, Signify NV autocorrelation shows the relationship between Signify NV pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Signify NV.
Regressed Prices
Timeline
Also Currently Popular
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.
When running Signify NV's price analysis, check to measure Signify NV'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 Signify NV is operating at the current time. Most of Signify NV's value examination focuses on studying past and present price action to predict the probability of Signify NV's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Signify NV's price. Additionally, you may evaluate how the addition of Signify NV to your portfolios can decrease your overall portfolio volatility.