SIEM OFFSHORE (Germany) Market Value
| S5H0 Stock | 1.56 0.05 3.11% |
| Symbol | SIEM |
SIEM OFFSHORE '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 SIEM OFFSHORE'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 SIEM OFFSHORE.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in SIEM OFFSHORE on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding SIEM OFFSHORE NEW or generate 0.0% return on investment in SIEM OFFSHORE over 90 days. SIEM OFFSHORE is related to or competes with CARSALES, WILLIS LEASE, GRENKELEASING, Lendlease, ULTRA CLEAN, CanSino Biologics, and American Eagle. More
SIEM OFFSHORE 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 SIEM OFFSHORE'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 SIEM OFFSHORE NEW upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 45.85 | |||
| Value At Risk | (7.10) | |||
| Potential Upside | 5.24 |
SIEM OFFSHORE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SIEM OFFSHORE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SIEM OFFSHORE's standard deviation. In reality, there are many statistical measures that can use SIEM OFFSHORE historical prices to predict the future SIEM OFFSHORE's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.51) | |||
| Total Risk Alpha | 0.1549 | |||
| Treynor Ratio | 1.12 |
SIEM OFFSHORE NEW Backtested Returns
SIEM OFFSHORE NEW owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0715, which indicates the firm had a -0.0715 % return per unit of volatility over the last 3 months. SIEM OFFSHORE NEW exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SIEM OFFSHORE's variance of 24.13, and Risk Adjusted Performance of (0.07) to confirm the risk estimate we provide. The entity has a beta of -0.41, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning SIEM OFFSHORE are expected to decrease at a much lower rate. During the bear market, SIEM OFFSHORE is likely to outperform the market. At this point, SIEM OFFSHORE NEW has a negative expected return of -0.37%. Please make sure to validate SIEM OFFSHORE's standard deviation, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if SIEM OFFSHORE NEW performance from the past will be repeated at future time.
Auto-correlation | 0.39 |
Below average predictability
SIEM OFFSHORE NEW has below average predictability. Overlapping area represents the amount of predictability between SIEM OFFSHORE time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 SIEM OFFSHORE NEW price movement. The serial correlation of 0.39 indicates that just about 39.0% of current SIEM OFFSHORE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | 0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
SIEM OFFSHORE NEW lagged returns against current returns
Autocorrelation, which is SIEM OFFSHORE 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 SIEM OFFSHORE's stock expected returns. We can calculate the autocorrelation of SIEM OFFSHORE returns to help us make a trade decision. For example, suppose you find that SIEM OFFSHORE 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 |
SIEM OFFSHORE 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 SIEM OFFSHORE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SIEM OFFSHORE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SIEM OFFSHORE stock over time.
Current vs Lagged Prices |
| Timeline |
SIEM OFFSHORE Lagged Returns
When evaluating SIEM OFFSHORE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SIEM OFFSHORE stock have on its future price. SIEM OFFSHORE 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, SIEM OFFSHORE autocorrelation shows the relationship between SIEM OFFSHORE stock current value and its past values and can show if there is a momentum factor associated with investing in SIEM OFFSHORE NEW.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in SIEM Stock
SIEM OFFSHORE financial ratios help investors to determine whether SIEM 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 SIEM with respect to the benefits of owning SIEM OFFSHORE security.