SFS Group (Switzerland) Market Value
| SFSN Stock | CHF 125.40 0.80 0.64% |
| Symbol | SFS |
SFS Group '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 SFS Group'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 SFS Group.
| 09/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in SFS Group on September 29, 2024 and sell it all today you would earn a total of 0.00 from holding SFS Group AG or generate 0.0% return on investment in SFS Group over 60 days. SFS Group is related to or competes with VAT Group, Bucher Industries, Comet Holding, and Daetwyl I. SFS Group AG manufactures and distributes mechanical fastening systems and precision formed components primarily in Nort... More
SFS Group 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 SFS Group'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 SFS Group AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 4.74 | |||
| Value At Risk | (1.90) | |||
| Potential Upside | 1.42 |
SFS Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SFS Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SFS Group's standard deviation. In reality, there are many statistical measures that can use SFS Group historical prices to predict the future SFS Group's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.17) | |||
| Treynor Ratio | (0.04) |
SFS Group AG Backtested Returns
SFS Group AG owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0387, which indicates the firm had a -0.0387% return per unit of standard deviation over the last 3 months. SFS Group AG exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SFS Group's variance of 1.02, and Risk Adjusted Performance of (0) to confirm the risk estimate we provide. The entity has a beta of 0.48, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SFS Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding SFS Group is expected to be smaller as well. At this point, SFS Group AG has a negative expected return of -0.0386%. Please make sure to validate SFS Group's potential upside, kurtosis, daily balance of power, as well as the relationship between the skewness and accumulation distribution , to decide if SFS Group AG performance from the past will be repeated at future time.
Auto-correlation | 0.22 |
Weak predictability
SFS Group AG has weak predictability. Overlapping area represents the amount of predictability between SFS Group time series from 29th of September 2024 to 29th of October 2024 and 29th of October 2024 to 28th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of SFS Group AG price movement. The serial correlation of 0.22 indicates that over 22.0% of current SFS Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 1.06 |
SFS Group AG lagged returns against current returns
Autocorrelation, which is SFS Group 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 SFS Group's stock expected returns. We can calculate the autocorrelation of SFS Group returns to help us make a trade decision. For example, suppose you find that SFS Group 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 |
SFS Group 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 SFS Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SFS Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SFS Group stock over time.
Current vs Lagged Prices |
| Timeline |
SFS Group Lagged Returns
When evaluating SFS Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SFS Group stock have on its future price. SFS Group 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, SFS Group autocorrelation shows the relationship between SFS Group stock current value and its past values and can show if there is a momentum factor associated with investing in SFS Group AG.
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 SFS Stock Analysis
When running SFS Group's price analysis, check to measure SFS Group'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 SFS Group is operating at the current time. Most of SFS Group's value examination focuses on studying past and present price action to predict the probability of SFS Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SFS Group's price. Additionally, you may evaluate how the addition of SFS Group to your portfolios can decrease your overall portfolio volatility.