Siemens AG's market value is the price at which a share of Siemens AG trades on a public exchange. It measures the collective expectations of Siemens AG ADR investors about its performance. Siemens AG is trading at 0.41 as of the 8th of January 2025. This is a 4.65% down since the beginning of the trading day. The stock's lowest day price was 0.41. With this module, you can estimate the performance of a buy and hold strategy of Siemens AG ADR and determine expected loss or profit from investing in Siemens AG over a given investment horizon. Check out Siemens AG Correlation, Siemens AG Volatility and Siemens AG Alpha and Beta module to complement your research on Siemens AG.
Please note, there is a significant difference between Siemens AG's value and its price as these two are different measures arrived at by different means. Investors typically determine if Siemens AG is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Siemens AG'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.
Siemens AG '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 Siemens AG'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 Siemens AG.
0.00
02/18/2023
No Change 0.00
0.0
In 1 year 10 months and 21 days
01/08/2025
0.00
If you would invest 0.00 in Siemens AG on February 18, 2023 and sell it all today you would earn a total of 0.00 from holding Siemens AG ADR or generate 0.0% return on investment in Siemens AG over 690 days. Siemens AG is related to or competes with QURATE RETAIL, PICKN PAY, FAST RETAIL, RETAIL FOOD, SPARTAN STORES, Warner Music, and Yuexiu Transport. Sinotrans Limited provides integrated logistics services primarily in the Peoples Republic of China More
Siemens AG 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 Siemens AG'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 Siemens AG ADR upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Siemens AG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Siemens AG's standard deviation. In reality, there are many statistical measures that can use Siemens AG historical prices to predict the future Siemens AG's volatility.
Siemens AG ADR owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0503, which indicates the firm had a -0.0503% return per unit of risk over the last 3 months. Siemens AG ADR exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Siemens AG's Semi Deviation of 2.73, risk adjusted performance of 0.0108, and Coefficient Of Variation of 23784.85 to confirm the risk estimate we provide. The entity has a beta of -0.35, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Siemens AG are expected to decrease at a much lower rate. During the bear market, Siemens AG is likely to outperform the market. At this point, Siemens AG ADR has a negative expected return of -0.13%. Please make sure to validate Siemens AG's coefficient of variation, sortino ratio, potential upside, as well as the relationship between the jensen alpha and maximum drawdown , to decide if Siemens AG ADR performance from the past will be repeated at some point in the near future.
Auto-correlation
0.86
Very good predictability
Siemens AG ADR has very good predictability. Overlapping area represents the amount of predictability between Siemens AG time series from 18th of February 2023 to 29th of January 2024 and 29th of January 2024 to 8th of January 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 Siemens AG ADR price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Siemens AG price fluctuation can be explain by its past prices.
Correlation Coefficient
0.86
Spearman Rank Test
0.86
Residual Average
0.0
Price Variance
0.01
Siemens AG ADR lagged returns against current returns
Autocorrelation, which is Siemens AG 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 Siemens AG's stock expected returns. We can calculate the autocorrelation of Siemens AG returns to help us make a trade decision. For example, suppose you find that Siemens AG 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
Siemens AG 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 Siemens AG stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Siemens AG stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Siemens AG stock over time.
Current vs Lagged Prices
Timeline
Siemens AG Lagged Returns
When evaluating Siemens AG's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Siemens AG stock have on its future price. Siemens AG 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, Siemens AG autocorrelation shows the relationship between Siemens AG stock current value and its past values and can show if there is a momentum factor associated with investing in Siemens AG ADR.
Siemens AG financial ratios help investors to determine whether Siemens 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 Siemens with respect to the benefits of owning Siemens AG security.