Samse SA (France) Market Value
| SAMS Stock | EUR 145.50 1.50 1.02% |
| Symbol | Samse |
Samse SA '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 Samse SA'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 Samse SA.
| 03/12/2023 |
| 03/01/2025 |
If you would invest 0.00 in Samse SA on March 12, 2023 and sell it all today you would earn a total of 0.00 from holding Samse SA or generate 0.0% return on investment in Samse SA over 720 days. Samse SA is related to or competes with Stef SA, Thermador Groupe, Robertet, Vicat SA, and Grard Perrier. Samse SA distributes building materials and tools in France More
Samse SA 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 Samse SA'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 Samse SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.89 | |||
| Information Ratio | 0.0493 | |||
| Maximum Drawdown | 7.91 | |||
| Value At Risk | (1.77) | |||
| Potential Upside | 2.61 |
Samse SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Samse SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Samse SA's standard deviation. In reality, there are many statistical measures that can use Samse SA historical prices to predict the future Samse SA's volatility.| Risk Adjusted Performance | 0.0352 | |||
| Jensen Alpha | 0.0515 | |||
| Total Risk Alpha | 0.0999 | |||
| Sortino Ratio | 0.0399 | |||
| Treynor Ratio | (1.65) |
Samse SA Backtested Returns
At this point, Samse SA is very steady. Samse SA owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0408, which indicates the firm had a 0.0408 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Samse SA, which you can use to evaluate the volatility of the company. Please validate Samse SA's Coefficient Of Variation of 2453.2, risk adjusted performance of 0.0352, and Semi Deviation of 1.46 to confirm if the risk estimate we provide is consistent with the expected return of 0.0622%. Samse SA has a performance score of 3 on a scale of 0 to 100. The entity has a beta of -0.0317, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Samse SA are expected to decrease at a much lower rate. During the bear market, Samse SA is likely to outperform the market. Samse SA right now has a risk of 1.53%. Please validate Samse SA jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if Samse SA will be following its existing price patterns.
Auto-correlation | -0.12 |
Insignificant reverse predictability
Samse SA has insignificant reverse predictability. Overlapping area represents the amount of predictability between Samse SA time series from 12th of March 2023 to 6th of March 2024 and 6th of March 2024 to 1st 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 Samse SA price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Samse SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | -0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 188.8 |
Samse SA lagged returns against current returns
Autocorrelation, which is Samse SA 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 Samse SA's stock expected returns. We can calculate the autocorrelation of Samse SA returns to help us make a trade decision. For example, suppose you find that Samse SA 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 |
Samse SA 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 Samse SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Samse SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Samse SA stock over time.
Current vs Lagged Prices |
| Timeline |
Samse SA Lagged Returns
When evaluating Samse SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Samse SA stock have on its future price. Samse SA 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, Samse SA autocorrelation shows the relationship between Samse SA stock current value and its past values and can show if there is a momentum factor associated with investing in Samse SA.
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.Other Information on Investing in Samse Stock
Samse SA financial ratios help investors to determine whether Samse 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 Samse with respect to the benefits of owning Samse SA security.