Siemens Healthineers Ag Stock Market Value
SEMHF Stock | USD 55.25 0.99 1.76% |
Symbol | Siemens |
Siemens Healthineers '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 Siemens Healthineers' pink sheet 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 Siemens Healthineers.
12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Siemens Healthineers on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Siemens Healthineers AG or generate 0.0% return on investment in Siemens Healthineers over 90 days. Siemens Healthineers is related to or competes with Artivion, Anika Therapeutics, Sight Sciences, Orthofix Medical, Avanos Medical, Glaukos Corp, and Orthopediatrics Corp. Siemens Healthineers AG, through its subsidiaries, develops, manufactures, and sells a range of diagnostic and therapeut... More
Siemens Healthineers 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 Siemens Healthineers' pink sheet 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 Siemens Healthineers AG upside and downside potential and time the market with a certain degree of confidence.
Information Ratio | 0.0231 | |||
Maximum Drawdown | 12.98 | |||
Value At Risk | (4.88) | |||
Potential Upside | 4.85 |
Siemens Healthineers Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Siemens Healthineers' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Siemens Healthineers' standard deviation. In reality, there are many statistical measures that can use Siemens Healthineers historical prices to predict the future Siemens Healthineers' volatility.Risk Adjusted Performance | (0.01) | |||
Jensen Alpha | (0.05) | |||
Total Risk Alpha | 0.2864 | |||
Treynor Ratio | 1.17 |
Siemens Healthineers Backtested Returns
At this point, Siemens Healthineers is very steady. Siemens Healthineers owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0144, which indicates the firm had a 0.0144 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Siemens Healthineers AG, which you can use to evaluate the volatility of the company. Please validate Siemens Healthineers' Variance of 7.1, risk adjusted performance of (0.01), and Coefficient Of Variation of (7,114) to confirm if the risk estimate we provide is consistent with the expected return of 0.0335%. Siemens Healthineers has a performance score of 1 on a scale of 0 to 100. The entity has a beta of -0.0407, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Siemens Healthineers are expected to decrease at a much lower rate. During the bear market, Siemens Healthineers is likely to outperform the market. Siemens Healthineers right now has a risk of 2.33%. Please validate Siemens Healthineers skewness, and the relationship between the treynor ratio and rate of daily change , to decide if Siemens Healthineers will be following its existing price patterns.
Auto-correlation | -0.5 |
Modest reverse predictability
Siemens Healthineers AG has modest reverse predictability. Overlapping area represents the amount of predictability between Siemens Healthineers time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Siemens Healthineers price movement. The serial correlation of -0.5 indicates that about 50.0% of current Siemens Healthineers price fluctuation can be explain by its past prices.
Correlation Coefficient | -0.5 | |
Spearman Rank Test | 0.04 | |
Residual Average | 0.0 | |
Price Variance | 3.87 |
Siemens Healthineers lagged returns against current returns
Autocorrelation, which is Siemens Healthineers pink sheet'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 Siemens Healthineers' pink sheet expected returns. We can calculate the autocorrelation of Siemens Healthineers returns to help us make a trade decision. For example, suppose you find that Siemens Healthineers has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Siemens Healthineers 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 Siemens Healthineers pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Siemens Healthineers pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Siemens Healthineers pink sheet over time.
Current vs Lagged Prices |
Timeline |
Siemens Healthineers Lagged Returns
When evaluating Siemens Healthineers' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Siemens Healthineers pink sheet have on its future price. Siemens Healthineers 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, Siemens Healthineers autocorrelation shows the relationship between Siemens Healthineers pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Siemens Healthineers AG.
Regressed Prices |
Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Siemens Pink Sheet
Siemens Healthineers financial ratios help investors to determine whether Siemens Pink Sheet 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 Siemens with respect to the benefits of owning Siemens Healthineers security.