SES SA (Germany) Market Value
| SES Stock | EUR 5.42 0.27 4.75% |
| Symbol | SES |
SES 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 SES 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 SES SA.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in SES SA on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding SES SA or generate 0.0% return on investment in SES SA over 90 days. SES SA is related to or competes with REGAL HOTEL, SINGAPORE AIRLINES, Taiwan Semiconductor, Nordic Semiconductor, Semiconductor Manufacturing, Lattice Semiconductor, and Hua Hong. SES S.A. provides satellite and ground communications solutions to connect and enable broadcast, telecom, corporate, and... More
SES 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 SES 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 SES SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.7 | |||
| Information Ratio | 0.265 | |||
| Maximum Drawdown | 20.41 | |||
| Value At Risk | (4.18) | |||
| Potential Upside | 7.96 |
SES SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SES SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SES SA's standard deviation. In reality, there are many statistical measures that can use SES SA historical prices to predict the future SES SA's volatility.| Risk Adjusted Performance | 0.2019 | |||
| Jensen Alpha | 0.9854 | |||
| Total Risk Alpha | 1.5 | |||
| Sortino Ratio | 0.3712 | |||
| Treynor Ratio | 0.9707 |
SES SA Backtested Returns
SES SA appears to be moderately volatile, given 3 months investment horizon. SES SA owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.25, which indicates the firm had a 0.25 % return per unit of standard deviation over the last 3 months. By examining SES SA's technical indicators, you can evaluate if the expected return of 0.99% is justified by implied risk. Please review SES SA's coefficient of variation of 434.8, and Risk Adjusted Performance of 0.2019 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, SES SA holds a performance score of 19. The entity has a beta of 0.89, which indicates possible diversification benefits within a given portfolio. SES SA returns are very sensitive to returns on the market. As the market goes up or down, SES SA is expected to follow. Please check SES SA's semi variance, accumulation distribution, and the relationship between the potential upside and skewness , to make a quick decision on whether SES SA's existing price patterns will revert.
Auto-correlation | 0.31 |
Below average predictability
SES SA has below average predictability. Overlapping area represents the amount of predictability between SES SA time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 SES SA price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current SES SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.44 |
SES SA lagged returns against current returns
Autocorrelation, which is SES 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 SES SA's stock expected returns. We can calculate the autocorrelation of SES SA returns to help us make a trade decision. For example, suppose you find that SES 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 |
SES 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 SES SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SES SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SES SA stock over time.
Current vs Lagged Prices |
| Timeline |
SES SA Lagged Returns
When evaluating SES SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SES SA stock have on its future price. SES 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, SES SA autocorrelation shows the relationship between SES SA stock current value and its past values and can show if there is a momentum factor associated with investing in SES SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in SES Stock
SES SA financial ratios help investors to determine whether SES 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 SES with respect to the benefits of owning SES SA security.