Salvatore Ferragamo Spa Stock Market Value

SFRGY Stock  USD 3.76  0.04  1.08%   
Salvatore Ferragamo's market value is the price at which a share of Salvatore Ferragamo trades on a public exchange. It measures the collective expectations of Salvatore Ferragamo SpA investors about its performance. Salvatore Ferragamo is trading at 3.76 as of the 16th of March 2025; that is 1.08% increase since the beginning of the trading day. The stock's open price was 3.72.
With this module, you can estimate the performance of a buy and hold strategy of Salvatore Ferragamo SpA and determine expected loss or profit from investing in Salvatore Ferragamo over a given investment horizon. Check out Salvatore Ferragamo Correlation, Salvatore Ferragamo Volatility and Salvatore Ferragamo Alpha and Beta module to complement your research on Salvatore Ferragamo.
Symbol

Please note, there is a significant difference between Salvatore Ferragamo's value and its price as these two are different measures arrived at by different means. Investors typically determine if Salvatore Ferragamo is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Salvatore Ferragamo'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.

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.
0.00
12/16/2024
No Change 0.00  0.0 
In 2 months and 31 days
03/16/2025
0.00
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.

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.
Hype
Prediction
LowEstimatedHigh
0.183.767.34
Details
Intrinsic
Valuation
LowRealHigh
0.173.386.96
Details
Naive
Forecast
LowNextHigh
0.013.587.16
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
3.283.744.20
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Salvatore Ferragamo. Your research has to be compared to or analyzed against Salvatore Ferragamo's peers to derive any actionable benefits. When done correctly, Salvatore Ferragamo's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Salvatore Ferragamo SpA.

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 Test0.2
Residual Average0.0
Price Variance0.04

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   
       Timeline  

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   
       Timeline  

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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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.