Siemens Ag Class Stock Market Value
| SMAWF Stock | USD 231.45 2.22 0.97% |
| Symbol | Siemens |
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 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 Siemens AG.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Siemens AG on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Siemens AG Class or generate 0.0% return on investment in Siemens AG over 30 days. Siemens AG is related to or competes with JE Cleantech, Greenland Acquisition, Laser Photonics, Nuburu, Reelcause, Omega Flex, and Luxfer Holdings. Siemens Aktiengesellschaft, a technology company, focuses in the areas of automation and digitalization in Europe, Commo... 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 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 Siemens AG Class upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.71 | |||
| Information Ratio | 0.1557 | |||
| Maximum Drawdown | 10.11 | |||
| Value At Risk | (3.16) | |||
| Potential Upside | 3.82 |
Siemens AG Market Risk Indicators
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.| Risk Adjusted Performance | 0.1224 | |||
| Jensen Alpha | 0.3312 | |||
| Total Risk Alpha | 0.3445 | |||
| Sortino Ratio | 0.1938 | |||
| Treynor Ratio | 0.39 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Siemens AG's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Siemens AG Class Backtested Returns
Siemens AG appears to be very steady, given 3 months investment horizon. Siemens AG Class owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.15, which indicates the firm had a 0.15 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Siemens AG Class, which you can use to evaluate the volatility of the company. Please review Siemens AG's Semi Deviation of 1.56, coefficient of variation of 635.34, and Risk Adjusted Performance of 0.1224 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Siemens AG holds a performance score of 12. The entity has a beta of 0.84, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Siemens AG's returns are expected to increase less than the market. However, during the bear market, the loss of holding Siemens AG is expected to be smaller as well. Please check Siemens AG's semi variance, day typical price, and the relationship between the maximum drawdown and accumulation distribution , to make a quick decision on whether Siemens AG's existing price patterns will revert.
Auto-correlation | 0.37 |
Below average predictability
Siemens AG Class has below average predictability. Overlapping area represents the amount of predictability between Siemens AG time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 Class price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Siemens AG price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | -0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 31.64 |
Siemens AG Class lagged returns against current returns
Autocorrelation, which is Siemens AG 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 Siemens AG's pink sheet 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 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 |
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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Siemens AG pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Siemens AG pink sheet 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 pink sheet 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 pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Siemens AG Class.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Siemens Pink Sheet
Siemens AG financial ratios help investors to determine whether Siemens Pink Sheet 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.