Sartorius Aktiengesellscha (Germany) Market Value

SRT3 Stock   215.90  0.30  0.14%   
Sartorius Aktiengesellscha's market value is the price at which a share of Sartorius Aktiengesellscha trades on a public exchange. It measures the collective expectations of Sartorius Aktiengesellschaft investors about its performance. Sartorius Aktiengesellscha is trading at 215.90 as of the 23rd of December 2024, a 0.14 percent up since the beginning of the trading day. The stock's lowest day price was 213.3.
With this module, you can estimate the performance of a buy and hold strategy of Sartorius Aktiengesellschaft and determine expected loss or profit from investing in Sartorius Aktiengesellscha over a given investment horizon. Check out Sartorius Aktiengesellscha Correlation, Sartorius Aktiengesellscha Volatility and Sartorius Aktiengesellscha Alpha and Beta module to complement your research on Sartorius Aktiengesellscha.
Symbol

Please note, there is a significant difference between Sartorius Aktiengesellscha's value and its price as these two are different measures arrived at by different means. Investors typically determine if Sartorius Aktiengesellscha is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sartorius Aktiengesellscha'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.

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.
0.00
11/23/2024
No Change 0.00  0.0 
In 31 days
12/23/2024
0.00
If you would invest  0.00  in Sartorius Aktiengesellscha on November 23, 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 30 days. Sartorius Aktiengesellscha is related to or competes with ESSILORLUXOTTICA, Intuitive Surgical, Resmed, ResMed, Sartorius Stedim, SARTORIUS, and Sartorius Aktiengesellscha. 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.

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.
Hype
Prediction
LowEstimatedHigh
212.51215.60218.69
Details
Intrinsic
Valuation
LowRealHigh
190.95194.04237.16
Details

Sartorius Aktiengesellscha Backtested Returns

Sartorius Aktiengesellscha owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0244, which indicates the firm had a -0.0244% return per unit of risk over the last 3 months. Sartorius Aktiengesellschaft exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sartorius Aktiengesellscha's Risk Adjusted Performance of (0.01), variance of 9.39, and Coefficient Of Variation of (5,128) to confirm the risk estimate we provide. The entity has a beta of 0.56, which indicates possible diversification benefits within a given portfolio. 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. At this point, Sartorius Aktiengesellscha has a negative expected return of -0.0753%. Please make sure to validate Sartorius Aktiengesellscha's skewness, accumulation distribution, and the relationship between the potential upside and kurtosis , to decide if Sartorius Aktiengesellscha performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.78  

Good predictability

Sartorius Aktiengesellschaft has good predictability. Overlapping area represents the amount of predictability between Sartorius Aktiengesellscha time series from 23rd of November 2024 to 8th of December 2024 and 8th of December 2024 to 23rd of December 2024. 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 0.78 indicates that around 78.0% of current Sartorius Aktiengesellscha price fluctuation can be explain by its past prices.
Correlation Coefficient0.78
Spearman Rank Test0.47
Residual Average0.0
Price Variance38.14

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   
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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  

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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.