Sergeferrari (France) Market Value
| SEFER Stock | EUR 5.49 0.02 0.37% |
| Symbol | Sergeferrari |
Sergeferrari '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 Sergeferrari'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 Sergeferrari.
| 11/04/2024 |
| 12/04/2024 |
If you would invest 0.00 in Sergeferrari on November 4, 2024 and sell it all today you would earn a total of 0.00 from holding Sergeferrari G or generate 0.0% return on investment in Sergeferrari over 30 days. Sergeferrari is related to or competes with SA Catana, Piscines Desjoyaux, Reworld Media, Manitou BF, Gecina SA, Ekinops SA, and Orapi SA. SergeFerrari Group SA designs, manufactures, and distributes flexible composite materials in France and internationally More
Sergeferrari 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 Sergeferrari'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 Sergeferrari G upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 12.68 | |||
| Value At Risk | (3.56) | |||
| Potential Upside | 3.3 |
Sergeferrari Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sergeferrari's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sergeferrari's standard deviation. In reality, there are many statistical measures that can use Sergeferrari historical prices to predict the future Sergeferrari's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.38) | |||
| Treynor Ratio | 0.19 |
Sergeferrari G Backtested Returns
Sergeferrari G owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0391, which indicates the firm had a -0.0391% return per unit of risk over the last 3 months. Sergeferrari G exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sergeferrari's Risk Adjusted Performance of (0.03), coefficient of variation of (1,891), and Variance of 3.83 to confirm the risk estimate we provide. The entity has a beta of -0.6, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Sergeferrari are expected to decrease at a much lower rate. During the bear market, Sergeferrari is likely to outperform the market. At this point, Sergeferrari G has a negative expected return of -0.0776%. Please make sure to validate Sergeferrari's maximum drawdown, accumulation distribution, as well as the relationship between the Accumulation Distribution and market facilitation index , to decide if Sergeferrari G performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.31 |
Below average predictability
Sergeferrari G has below average predictability. Overlapping area represents the amount of predictability between Sergeferrari time series from 4th of November 2024 to 19th of November 2024 and 19th of November 2024 to 4th 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 Sergeferrari G price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Sergeferrari price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Sergeferrari G lagged returns against current returns
Autocorrelation, which is Sergeferrari 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 Sergeferrari's stock expected returns. We can calculate the autocorrelation of Sergeferrari returns to help us make a trade decision. For example, suppose you find that Sergeferrari 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 |
Sergeferrari 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 Sergeferrari stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sergeferrari stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sergeferrari stock over time.
Current vs Lagged Prices |
| Timeline |
Sergeferrari Lagged Returns
When evaluating Sergeferrari's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sergeferrari stock have on its future price. Sergeferrari 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, Sergeferrari autocorrelation shows the relationship between Sergeferrari stock current value and its past values and can show if there is a momentum factor associated with investing in Sergeferrari G.
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 Sergeferrari Stock Analysis
When running Sergeferrari's price analysis, check to measure Sergeferrari'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 Sergeferrari is operating at the current time. Most of Sergeferrari's value examination focuses on studying past and present price action to predict the probability of Sergeferrari's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sergeferrari's price. Additionally, you may evaluate how the addition of Sergeferrari to your portfolios can decrease your overall portfolio volatility.