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 12.38 as of the 8th of January 2025, a 0.81 percent increase since the beginning of the trading day. The stock's lowest day price was 12.38. 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.
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.
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.
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.
At this point, Semperit Aktiengesellscha is very steady. Semperit Aktiengesellscha owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.16, which indicates the firm had a 0.16% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Semperit Aktiengesellschaft Holding, which you can use to evaluate the volatility of the company. Please validate Semperit Aktiengesellscha's Semi Deviation of 1.03, coefficient of variation of 1487.23, and Risk Adjusted Performance of 0.0571 to confirm if the risk estimate we provide is consistent with the expected return of 0.14%. Semperit Aktiengesellscha has a performance score of 12 on a scale of 0 to 100. The entity has a beta of 0.29, 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. Semperit Aktiengesellscha right now has a risk of 0.89%. Please validate Semperit Aktiengesellscha jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if Semperit Aktiengesellscha will be following its existing price patterns.
Auto-correlation
0.90
Excellent predictability
Semperit Aktiengesellschaft Holding has excellent predictability. Overlapping area represents the amount of predictability between Semperit Aktiengesellscha time series from 9th of December 2024 to 24th of December 2024 and 24th of December 2024 to 8th of January 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 0.9 indicates that approximately 90.0% of current Semperit Aktiengesellscha price fluctuation can be explain by its past prices.
Correlation Coefficient
0.9
Spearman Rank Test
0.83
Residual Average
0.0
Price Variance
0.05
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
Also Currently Popular
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.
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.