Salvatore Ferragamo Spa Stock Market Value
| SFRGY Stock | USD 3.76 0.04 1.08% |
| Symbol | Salvatore |
Salvatore Ferragamo '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 Salvatore Ferragamo's 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 Salvatore Ferragamo.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Salvatore Ferragamo on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Salvatore Ferragamo SpA or generate 0.0% return on investment in Salvatore Ferragamo over 90 days. Salvatore Ferragamo is related to or competes with Compagnie Financiere, Swatch Group, Christian Dior, Prada Spa, Burberry Group, Kering SA, and Prada SpA. Salvatore Ferragamo S.p.A., through its subsidiaries, creates, produces, and sells luxury goods for men and women in Ita... More
Salvatore Ferragamo 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 Salvatore Ferragamo's 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 Salvatore Ferragamo SpA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.35 | |||
| Information Ratio | 0.1007 | |||
| Maximum Drawdown | 17.79 | |||
| Value At Risk | (5.90) | |||
| Potential Upside | 5.97 |
Salvatore Ferragamo Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Salvatore Ferragamo's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Salvatore Ferragamo's standard deviation. In reality, there are many statistical measures that can use Salvatore Ferragamo historical prices to predict the future Salvatore Ferragamo's volatility.| Risk Adjusted Performance | 0.0712 | |||
| Jensen Alpha | 0.2655 | |||
| Total Risk Alpha | 0.701 | |||
| Sortino Ratio | 0.083 | |||
| Treynor Ratio | 2.04 |
Salvatore Ferragamo SpA Backtested Returns
At this stage we consider Salvatore Pink Sheet to be unstable. Salvatore Ferragamo SpA owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0403, which indicates the firm had a 0.0403 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Salvatore Ferragamo SpA, which you can use to evaluate the volatility of the company. Please validate Salvatore Ferragamo's Coefficient Of Variation of 1368.48, risk adjusted performance of 0.0712, and Semi Deviation of 3.91 to confirm if the risk estimate we provide is consistent with the expected return of 0.14%. Salvatore Ferragamo has a performance score of 3 on a scale of 0 to 100. The entity has a beta of 0.12, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Salvatore Ferragamo's returns are expected to increase less than the market. However, during the bear market, the loss of holding Salvatore Ferragamo is expected to be smaller as well. Salvatore Ferragamo SpA right now has a risk of 3.58%. Please validate Salvatore Ferragamo value at risk, as well as the relationship between the kurtosis and market facilitation index , to decide if Salvatore Ferragamo will be following its existing price patterns.
Auto-correlation | -0.6 |
Good reverse predictability
Salvatore Ferragamo SpA has good reverse predictability. Overlapping area represents the amount of predictability between Salvatore Ferragamo 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 Salvatore Ferragamo SpA price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current Salvatore Ferragamo price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Salvatore Ferragamo SpA lagged returns against current returns
Autocorrelation, which is Salvatore Ferragamo 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 Salvatore Ferragamo's pink sheet expected returns. We can calculate the autocorrelation of Salvatore Ferragamo returns to help us make a trade decision. For example, suppose you find that Salvatore Ferragamo 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 |
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Salvatore Ferragamo 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 Salvatore Ferragamo pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Salvatore Ferragamo pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Salvatore Ferragamo pink sheet over time.
Current vs Lagged Prices |
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Salvatore Ferragamo Lagged Returns
When evaluating Salvatore Ferragamo's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Salvatore Ferragamo pink sheet have on its future price. Salvatore Ferragamo 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, Salvatore Ferragamo autocorrelation shows the relationship between Salvatore Ferragamo pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Salvatore Ferragamo SpA.
Regressed Prices |
| Timeline |
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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.Additional Tools for Salvatore Pink Sheet Analysis
When running Salvatore Ferragamo's price analysis, check to measure Salvatore Ferragamo's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Salvatore Ferragamo is operating at the current time. Most of Salvatore Ferragamo's value examination focuses on studying past and present price action to predict the probability of Salvatore Ferragamo's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Salvatore Ferragamo's price. Additionally, you may evaluate how the addition of Salvatore Ferragamo to your portfolios can decrease your overall portfolio volatility.