Samse SA (France) Market Value
| SAMS Stock | EUR 141.50 2.50 1.74% |
| 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.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in Samse SA on December 13, 2022 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.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 11.63 | |||
| Value At Risk | (2.60) | |||
| Potential Upside | 2.01 |
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 | (0.08) | |||
| Jensen Alpha | (0.26) | |||
| Total Risk Alpha | (0.54) | |||
| Treynor Ratio | (0.62) |
Samse SA Backtested Returns
Samse SA owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.11, which indicates the firm had a -0.11% return per unit of risk over the last 3 months. Samse SA exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Samse SA's Risk Adjusted Performance of (0.08), coefficient of variation of (921.69), and Variance of 3.73 to confirm the risk estimate we provide. The entity has a beta of 0.35, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Samse SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Samse SA is expected to be smaller as well. At this point, Samse SA has a negative expected return of -0.21%. Please make sure to validate Samse SA's value at risk, skewness, and the relationship between the maximum drawdown and potential upside , to decide if Samse SA performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.22 |
Weak predictability
Samse SA has weak predictability. Overlapping area represents the amount of predictability between Samse SA time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 to 2nd 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 Samse SA price movement. The serial correlation of 0.22 indicates that over 22.0% of current Samse SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 215.38 |
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.