Semperit Aktiengesellscha (Austria) Market Value

SEM Stock  EUR 14.00  0.16  1.13%   
Semperit Aktiengesellscha's market value is the price at which a share of Semperit Aktiengesellscha trades on a public exchange. It measures the collective expectations of Semperit Aktiengesellschaft Holding investors about its performance. Semperit Aktiengesellscha is trading at 14.00 as of the 2nd of March 2025. This is a 1.13 percent decrease since the beginning of the trading day. The stock's open price was 14.16.
With this module, you can estimate the performance of a buy and hold strategy of Semperit Aktiengesellschaft Holding and determine expected loss or profit from investing in Semperit Aktiengesellscha over a given investment horizon. Check out Semperit Aktiengesellscha Correlation, Semperit Aktiengesellscha Volatility and Semperit Aktiengesellscha Alpha and Beta module to complement your research on Semperit Aktiengesellscha.
Symbol

Please note, there is a significant difference between Semperit Aktiengesellscha's value and its price as these two are different measures arrived at by different means. Investors typically determine if Semperit Aktiengesellscha is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Semperit Aktiengesellscha'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.

Semperit Aktiengesellscha '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 Semperit Aktiengesellscha'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 Semperit Aktiengesellscha.
0.00
01/31/2025
No Change 0.00  0.0 
In 31 days
03/02/2025
0.00
If you would invest  0.00  in Semperit Aktiengesellscha on January 31, 2025 and sell it all today you would earn a total of 0.00 from holding Semperit Aktiengesellschaft Holding or generate 0.0% return on investment in Semperit Aktiengesellscha over 30 days. Semperit Aktiengesellscha is related to or competes with Wienerberger, Andritz AG, Lenzing Aktiengesellscha, Voestalpine, and Schoeller Bleckmann. More

Semperit Aktiengesellscha 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 Semperit Aktiengesellscha'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 Semperit Aktiengesellschaft Holding upside and downside potential and time the market with a certain degree of confidence.

Semperit Aktiengesellscha Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Semperit Aktiengesellscha's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Semperit Aktiengesellscha's standard deviation. In reality, there are many statistical measures that can use Semperit Aktiengesellscha historical prices to predict the future Semperit Aktiengesellscha's volatility.
Hype
Prediction
LowEstimatedHigh
12.5614.0015.44
Details
Intrinsic
Valuation
LowRealHigh
10.8912.3315.40
Details
Naive
Forecast
LowNextHigh
12.9514.3815.82
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
13.7014.0014.31
Details

Semperit Aktiengesellscha Backtested Returns

Semperit Aktiengesellscha appears to be not too volatile, given 3 months investment horizon. Semperit Aktiengesellscha owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.25, which indicates the firm had a 0.25 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Semperit Aktiengesellschaft Holding, which you can use to evaluate the volatility of the company. Please review Semperit Aktiengesellscha's Semi Deviation of 1.05, risk adjusted performance of 0.1679, and Coefficient Of Variation of 451.44 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Semperit Aktiengesellscha holds a performance score of 19. The entity has a beta of 0.0055, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Semperit Aktiengesellscha's returns are expected to increase less than the market. However, during the bear market, the loss of holding Semperit Aktiengesellscha is expected to be smaller as well. Please check Semperit Aktiengesellscha's treynor ratio, kurtosis, period momentum indicator, as well as the relationship between the downside variance and day median price , to make a quick decision on whether Semperit Aktiengesellscha's existing price patterns will revert.

Auto-correlation

    
  0.01  

Virtually no predictability

Semperit Aktiengesellschaft Holding has virtually no predictability. Overlapping area represents the amount of predictability between Semperit Aktiengesellscha time series from 31st of January 2025 to 15th of February 2025 and 15th of February 2025 to 2nd 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 Semperit Aktiengesellscha price movement. The serial correlation of 0.01 indicates that just 1.0% of current Semperit Aktiengesellscha price fluctuation can be explain by its past prices.
Correlation Coefficient0.01
Spearman Rank Test0.04
Residual Average0.0
Price Variance0.01

Semperit Aktiengesellscha lagged returns against current returns

Autocorrelation, which is Semperit Aktiengesellscha 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 Semperit Aktiengesellscha's stock expected returns. We can calculate the autocorrelation of Semperit Aktiengesellscha returns to help us make a trade decision. For example, suppose you find that Semperit Aktiengesellscha 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  

Semperit Aktiengesellscha 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 Semperit Aktiengesellscha stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Semperit Aktiengesellscha stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Semperit Aktiengesellscha stock over time.
   Current vs Lagged Prices   
       Timeline  

Semperit Aktiengesellscha Lagged Returns

When evaluating Semperit Aktiengesellscha's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Semperit Aktiengesellscha stock have on its future price. Semperit Aktiengesellscha 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, Semperit Aktiengesellscha autocorrelation shows the relationship between Semperit Aktiengesellscha stock current value and its past values and can show if there is a momentum factor associated with investing in Semperit Aktiengesellschaft Holding.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Semperit Stock

Semperit Aktiengesellscha financial ratios help investors to determine whether Semperit 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 Semperit with respect to the benefits of owning Semperit Aktiengesellscha security.