Silkeborg (Denmark) Market Value

SIF Stock  DKK 48.20  2.00  4.33%   
Silkeborg's market value is the price at which a share of Silkeborg trades on a public exchange. It measures the collective expectations of Silkeborg IF Invest investors about its performance. Silkeborg is selling at 48.20 as of the 17th of March 2025; that is 4.33 percent up since the beginning of the trading day. The stock's open price was 46.2.
With this module, you can estimate the performance of a buy and hold strategy of Silkeborg IF Invest and determine expected loss or profit from investing in Silkeborg over a given investment horizon. Check out Silkeborg Correlation, Silkeborg Volatility and Silkeborg Alpha and Beta module to complement your research on Silkeborg.
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Please note, there is a significant difference between Silkeborg's value and its price as these two are different measures arrived at by different means. Investors typically determine if Silkeborg is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Silkeborg'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.

Silkeborg '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 Silkeborg'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 Silkeborg.
0.00
12/17/2024
No Change 0.00  0.0 
In 2 months and 31 days
03/17/2025
0.00
If you would invest  0.00  in Silkeborg on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Silkeborg IF Invest or generate 0.0% return on investment in Silkeborg over 90 days. Silkeborg is related to or competes with PARKEN Sport, Aalborg Boldspilklub, Broendbyernes, Strategic Investments, and SKAKO AS. Silkeborg IF Invest AS operates a football club in Denmark More

Silkeborg 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 Silkeborg'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 Silkeborg IF Invest upside and downside potential and time the market with a certain degree of confidence.

Silkeborg Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Silkeborg's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Silkeborg's standard deviation. In reality, there are many statistical measures that can use Silkeborg historical prices to predict the future Silkeborg's volatility.
Hype
Prediction
LowEstimatedHigh
45.7748.2050.63
Details
Intrinsic
Valuation
LowRealHigh
43.3852.4354.86
Details
Naive
Forecast
LowNextHigh
46.6349.0551.48
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
43.0946.3249.55
Details

Silkeborg IF Invest Backtested Returns

Silkeborg appears to be very steady, given 3 months investment horizon. Silkeborg IF Invest owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.23, which indicates the firm had a 0.23 % return per unit of risk over the last 3 months. By inspecting Silkeborg's technical indicators, you can evaluate if the expected return of 0.56% is justified by implied risk. Please review Silkeborg's Risk Adjusted Performance of 0.1237, coefficient of variation of 742.88, and Semi Deviation of 1.62 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Silkeborg holds a performance score of 18. The entity has a beta of 0.14, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Silkeborg's returns are expected to increase less than the market. However, during the bear market, the loss of holding Silkeborg is expected to be smaller as well. Please check Silkeborg's jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Silkeborg's existing price patterns will revert.

Auto-correlation

    
  0.65  

Good predictability

Silkeborg IF Invest has good predictability. Overlapping area represents the amount of predictability between Silkeborg time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Silkeborg IF Invest price movement. The serial correlation of 0.65 indicates that roughly 65.0% of current Silkeborg price fluctuation can be explain by its past prices.
Correlation Coefficient0.65
Spearman Rank Test0.71
Residual Average0.0
Price Variance2.17

Silkeborg IF Invest lagged returns against current returns

Autocorrelation, which is Silkeborg 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 Silkeborg's stock expected returns. We can calculate the autocorrelation of Silkeborg returns to help us make a trade decision. For example, suppose you find that Silkeborg 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  

Silkeborg 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 Silkeborg stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Silkeborg stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Silkeborg stock over time.
   Current vs Lagged Prices   
       Timeline  

Silkeborg Lagged Returns

When evaluating Silkeborg's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Silkeborg stock have on its future price. Silkeborg 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, Silkeborg autocorrelation shows the relationship between Silkeborg stock current value and its past values and can show if there is a momentum factor associated with investing in Silkeborg IF Invest.
   Regressed Prices   
       Timeline  

Pair Trading with Silkeborg

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Silkeborg position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Silkeborg will appreciate offsetting losses from the drop in the long position's value.

Moving together with Silkeborg Stock

  0.78MAERSK-A AP MllerPairCorr
  0.69KLEE-B Brd Klee ASPairCorr
  0.91KRE Kreditbanken ASPairCorr

Moving against Silkeborg Stock

  0.85SOLAR-B Solar ASPairCorr
  0.78DNORD DampskibsselskabetPairCorr
  0.75LUXOR-B InvesteringsselskabetPairCorr
The ability to find closely correlated positions to Silkeborg could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Silkeborg when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Silkeborg - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Silkeborg IF Invest to buy it.
The correlation of Silkeborg is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Silkeborg moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Silkeborg IF Invest moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Silkeborg can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching

Other Information on Investing in Silkeborg Stock

Silkeborg financial ratios help investors to determine whether Silkeborg 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 Silkeborg with respect to the benefits of owning Silkeborg security.