Semperit Aktiengesellscha (Austria) Market Value
| SEM Stock | EUR 14.10 0.22 1.59% |
| Symbol | Semperit |
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.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Semperit Aktiengesellscha on December 17, 2024 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 90 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.
| Downside Deviation | 1.5 | |||
| Information Ratio | 0.269 | |||
| Maximum Drawdown | 7.85 | |||
| Value At Risk | (2.13) | |||
| Potential Upside | 2.37 |
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.| Risk Adjusted Performance | 0.1783 | |||
| Jensen Alpha | 0.2885 | |||
| Total Risk Alpha | 0.4584 | |||
| Sortino Ratio | 0.2576 | |||
| Treynor Ratio | 2.91 |
Semperit Aktiengesellscha Backtested Returns
Semperit Aktiengesellscha appears to be very steady, given 3 months investment horizon. Semperit Aktiengesellscha owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.2, which indicates the firm had a 0.2 % 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 1.16, risk adjusted performance of 0.1783, and Coefficient Of Variation of 499.46 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 15. The entity has a beta of 0.0955, 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 | 0.45 |
Average predictability
Semperit Aktiengesellschaft Holding has average predictability. Overlapping area represents the amount of predictability between Semperit Aktiengesellscha time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 0.45 indicates that just about 45.0% of current Semperit Aktiengesellscha price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
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 |
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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 |
Currently Active Assets on Macroaxis
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.