Sartorius Aktiengesellscha (Germany) Market Value
| SRT Stock | EUR 190.00 6.20 3.37% |
| Symbol | Sartorius |
Sartorius Aktiengesellscha '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 Sartorius Aktiengesellscha'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 Sartorius Aktiengesellscha.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Sartorius Aktiengesellscha on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Sartorius Aktiengesellschaft or generate 0.0% return on investment in Sartorius Aktiengesellscha over 90 days. Sartorius Aktiengesellscha is related to or competes with Moneysupermarket, Fevertree Drinks, CN MODERN, Ebro Foods, Global Ship, ALBIS LEASING, and Nomad Foods. Sartorius Aktiengesellschaft supplies pharmaceutical and laboratory equipment worldwide More
Sartorius Aktiengesellscha 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 Sartorius Aktiengesellscha'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 Sartorius Aktiengesellschaft upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.63 | |||
| Information Ratio | 0.0851 | |||
| Maximum Drawdown | 22.79 | |||
| Value At Risk | (4.28) | |||
| Potential Upside | 6.67 |
Sartorius Aktiengesellscha Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sartorius Aktiengesellscha's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sartorius Aktiengesellscha's standard deviation. In reality, there are many statistical measures that can use Sartorius Aktiengesellscha historical prices to predict the future Sartorius Aktiengesellscha's volatility.| Risk Adjusted Performance | 0.0572 | |||
| Jensen Alpha | 0.1972 | |||
| Total Risk Alpha | 0.6347 | |||
| Sortino Ratio | 0.1144 | |||
| Treynor Ratio | 3.8 |
Sartorius Aktiengesellscha Backtested Returns
At this point, Sartorius Aktiengesellscha is very steady. Sartorius Aktiengesellscha owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0448, which indicates the firm had a 0.0448 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Sartorius Aktiengesellschaft, which you can use to evaluate the volatility of the company. Please validate Sartorius Aktiengesellscha's Risk Adjusted Performance of 0.0572, coefficient of variation of 1752.98, and Semi Deviation of 2.55 to confirm if the risk estimate we provide is consistent with the expected return of 0.16%. Sartorius Aktiengesellscha has a performance score of 3 on a scale of 0 to 100. The entity has a beta of 0.0504, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sartorius Aktiengesellscha's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sartorius Aktiengesellscha is expected to be smaller as well. Sartorius Aktiengesellscha right now has a risk of 3.6%. Please validate Sartorius Aktiengesellscha treynor ratio, downside variance, kurtosis, as well as the relationship between the value at risk and expected short fall , to decide if Sartorius Aktiengesellscha will be following its existing price patterns.
Auto-correlation | -0.66 |
Very good reverse predictability
Sartorius Aktiengesellschaft has very good reverse predictability. Overlapping area represents the amount of predictability between Sartorius Aktiengesellscha time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Sartorius Aktiengesellscha price movement. The serial correlation of -0.66 indicates that around 66.0% of current Sartorius Aktiengesellscha price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.66 | |
| Spearman Rank Test | -0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 161.0 |
Sartorius Aktiengesellscha lagged returns against current returns
Autocorrelation, which is Sartorius Aktiengesellscha 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 Sartorius Aktiengesellscha's stock expected returns. We can calculate the autocorrelation of Sartorius Aktiengesellscha returns to help us make a trade decision. For example, suppose you find that Sartorius Aktiengesellscha 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 |
Sartorius Aktiengesellscha 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 Sartorius Aktiengesellscha stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sartorius Aktiengesellscha stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sartorius Aktiengesellscha stock over time.
Current vs Lagged Prices |
| Timeline |
Sartorius Aktiengesellscha Lagged Returns
When evaluating Sartorius Aktiengesellscha's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sartorius Aktiengesellscha stock have on its future price. Sartorius Aktiengesellscha 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, Sartorius Aktiengesellscha autocorrelation shows the relationship between Sartorius Aktiengesellscha stock current value and its past values and can show if there is a momentum factor associated with investing in Sartorius Aktiengesellschaft.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Sartorius Stock
Sartorius Aktiengesellscha financial ratios help investors to determine whether Sartorius 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 Sartorius with respect to the benefits of owning Sartorius Aktiengesellscha security.