First Sensor (Germany) Market Value
| SIS Stock | EUR 57.80 0.20 0.35% |
| Symbol | First |
First Sensor '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 First Sensor'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 First Sensor.
| 12/13/2024 |
| 03/13/2025 |
If you would invest 0.00 in First Sensor on December 13, 2024 and sell it all today you would earn a total of 0.00 from holding First Sensor AG or generate 0.0% return on investment in First Sensor over 90 days. First Sensor is related to or competes with ASML HOLDING, ASML Holding, ASML Holding, Applied Materials, Tokyo Electron, KLA, and Enphase Energy. First Sensor AG develops, produces, and sells sensor chips, sensor components, sensors, and sensor systems for industria... More
First Sensor 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 First Sensor'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 First Sensor AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0727 | |||
| Maximum Drawdown | 8.43 | |||
| Value At Risk | (2.39) | |||
| Potential Upside | 1.77 |
First Sensor Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for First Sensor's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as First Sensor's standard deviation. In reality, there are many statistical measures that can use First Sensor historical prices to predict the future First Sensor's volatility.| Risk Adjusted Performance | 0.0027 | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | 0.2235 | |||
| Treynor Ratio | 0.0443 |
First Sensor AG Backtested Returns
At this point, First Sensor is very steady. First Sensor AG secures Sharpe Ratio (or Efficiency) of 0.0153, which denotes the company had a 0.0153 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for First Sensor AG, which you can use to evaluate the volatility of the firm. Please confirm First Sensor's Mean Deviation of 0.9701, standard deviation of 1.56, and Variance of 2.42 to check if the risk estimate we provide is consistent with the expected return of 0.0247%. First Sensor has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.31, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning First Sensor are expected to decrease at a much lower rate. During the bear market, First Sensor is likely to outperform the market. First Sensor AG right now shows a risk of 1.61%. Please confirm First Sensor AG potential upside, rate of daily change, period momentum indicator, as well as the relationship between the kurtosis and day typical price , to decide if First Sensor AG will be following its price patterns.
Auto-correlation | -0.61 |
Very good reverse predictability
First Sensor AG has very good reverse predictability. Overlapping area represents the amount of predictability between First Sensor time series from 13th of December 2024 to 27th of January 2025 and 27th of January 2025 to 13th 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 First Sensor AG price movement. The serial correlation of -0.61 indicates that roughly 61.0% of current First Sensor price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.61 | |
| Spearman Rank Test | 0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 2.93 |
First Sensor AG lagged returns against current returns
Autocorrelation, which is First Sensor 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 First Sensor's stock expected returns. We can calculate the autocorrelation of First Sensor returns to help us make a trade decision. For example, suppose you find that First Sensor 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 |
First Sensor 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 First Sensor stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if First Sensor stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in First Sensor stock over time.
Current vs Lagged Prices |
| Timeline |
First Sensor Lagged Returns
When evaluating First Sensor's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of First Sensor stock have on its future price. First Sensor 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, First Sensor autocorrelation shows the relationship between First Sensor stock current value and its past values and can show if there is a momentum factor associated with investing in First Sensor AG.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in First Stock
First Sensor financial ratios help investors to determine whether First 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 First with respect to the benefits of owning First Sensor security.