SARTORIUS (Germany) Market Value

SRT4 Stock  EUR 33.40  0.60  1.76%   
SARTORIUS's market value is the price at which a share of SARTORIUS trades on a public exchange. It measures the collective expectations of SARTORIUS AG UNSPADR investors about its performance. SARTORIUS is trading at 33.40 as of the 23rd of December 2024. This is a 1.76% down since the beginning of the trading day. The stock's lowest day price was 33.4.
With this module, you can estimate the performance of a buy and hold strategy of SARTORIUS AG UNSPADR and determine expected loss or profit from investing in SARTORIUS over a given investment horizon. Check out SARTORIUS Correlation, SARTORIUS Volatility and SARTORIUS Alpha and Beta module to complement your research on SARTORIUS.
Symbol

Please note, there is a significant difference between SARTORIUS's value and its price as these two are different measures arrived at by different means. Investors typically determine if SARTORIUS is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SARTORIUS'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 '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'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.
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 on November 23, 2024 and sell it all today you would earn a total of 0.00 from holding SARTORIUS AG UNSPADR or generate 0.0% return on investment in SARTORIUS over 30 days. SARTORIUS is related to or competes with ESSILORLUXOTTICA, Intuitive Surgical, Resmed, ResMed, Sartorius Stedim, Sartorius Aktiengesellscha. Sartorius Aktiengesellschaft provides bioprocess solutions and lab products and services worldwide More

SARTORIUS 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'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 AG UNSPADR upside and downside potential and time the market with a certain degree of confidence.

SARTORIUS Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for SARTORIUS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SARTORIUS's standard deviation. In reality, there are many statistical measures that can use SARTORIUS historical prices to predict the future SARTORIUS's volatility.
Hype
Prediction
LowEstimatedHigh
30.1733.4036.63
Details
Intrinsic
Valuation
LowRealHigh
26.0429.2736.74
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as SARTORIUS. Your research has to be compared to or analyzed against SARTORIUS's peers to derive any actionable benefits. When done correctly, SARTORIUS's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in SARTORIUS AG UNSPADR.

SARTORIUS AG UNSPADR Backtested Returns

SARTORIUS AG UNSPADR owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0123, which indicates the company had a -0.0123% return per unit of standard deviation over the last 3 months. SARTORIUS AG UNSPADR exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SARTORIUS's Risk Adjusted Performance of (0.02), market risk adjusted performance of (0.40), and Standard Deviation of 3.28 to confirm the risk estimate we provide. The firm has a beta of 0.34, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SARTORIUS's returns are expected to increase less than the market. However, during the bear market, the loss of holding SARTORIUS is expected to be smaller as well. At this point, SARTORIUS AG UNSPADR has a negative expected return of -0.0398%. Please make sure to validate SARTORIUS's skewness, daily balance of power, and the relationship between the potential upside and kurtosis , to decide if SARTORIUS AG UNSPADR performance from the past will be repeated at future time.

Auto-correlation

    
  0.30  

Below average predictability

SARTORIUS AG UNSPADR has below average predictability. Overlapping area represents the amount of predictability between SARTORIUS 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 AG UNSPADR price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current SARTORIUS price fluctuation can be explain by its past prices.
Correlation Coefficient0.3
Spearman Rank Test0.09
Residual Average0.0
Price Variance0.79

SARTORIUS AG UNSPADR lagged returns against current returns

Autocorrelation, which is SARTORIUS 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's stock expected returns. We can calculate the autocorrelation of SARTORIUS returns to help us make a trade decision. For example, suppose you find that SARTORIUS 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 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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SARTORIUS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SARTORIUS stock over time.
   Current vs Lagged Prices   
       Timeline  

SARTORIUS Lagged Returns

When evaluating SARTORIUS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SARTORIUS stock have on its future price. SARTORIUS 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 autocorrelation shows the relationship between SARTORIUS stock current value and its past values and can show if there is a momentum factor associated with investing in SARTORIUS AG UNSPADR.
   Regressed Prices   
       Timeline  

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Other Information on Investing in SARTORIUS Stock

SARTORIUS 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 security.