11880 Solutions (Germany) Market Value
| TGT Stock | EUR 0.70 0.01 1.41% |
| Symbol | 11880 |
11880 Solutions '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 11880 Solutions' 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 11880 Solutions.
| 12/12/2024 |
| 03/12/2025 |
If you would invest 0.00 in 11880 Solutions on December 12, 2024 and sell it all today you would earn a total of 0.00 from holding 11880 Solutions AG or generate 0.0% return on investment in 11880 Solutions over 90 days. 11880 Solutions is related to or competes with FIREWEED METALS, Digilife Technologies, Addtech AB, and Sunny Optical. 11880 Solutions AG, together with its subsidiaries, provides telephone directory assistance services to private and busi... More
11880 Solutions 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 11880 Solutions' 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 11880 Solutions AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.27 | |||
| Information Ratio | 0.0322 | |||
| Maximum Drawdown | 29.24 | |||
| Value At Risk | (8.43) | |||
| Potential Upside | 9.09 |
11880 Solutions Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 11880 Solutions' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 11880 Solutions' standard deviation. In reality, there are many statistical measures that can use 11880 Solutions historical prices to predict the future 11880 Solutions' volatility.| Risk Adjusted Performance | 0.0139 | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | 0.7819 | |||
| Sortino Ratio | 0.0246 | |||
| Treynor Ratio | (0.04) |
11880 Solutions AG Backtested Returns
11880 Solutions AG retains Efficiency (Sharpe Ratio) of close to zero, which signifies that the company had a close to zero % return per unit of price deviation over the last 3 months. 11880 Solutions exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 11880 Solutions' Market Risk Adjusted Performance of (0.03), coefficient of variation of 14882.93, and Standard Deviation of 4.79 to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of -0.53, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning 11880 Solutions are expected to decrease at a much lower rate. During the bear market, 11880 Solutions is likely to outperform the market. At this point, 11880 Solutions AG has a negative expected return of -0.0134%. Please make sure to confirm 11880 Solutions' semi deviation, jensen alpha, maximum drawdown, as well as the relationship between the coefficient of variation and sortino ratio , to decide if 11880 Solutions AG performance from the past will be repeated sooner or later.
Auto-correlation | 0.02 |
Virtually no predictability
11880 Solutions AG has virtually no predictability. Overlapping area represents the amount of predictability between 11880 Solutions time series from 12th of December 2024 to 26th of January 2025 and 26th of January 2025 to 12th 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 11880 Solutions AG price movement. The serial correlation of 0.02 indicates that only 2.0% of current 11880 Solutions price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
11880 Solutions AG lagged returns against current returns
Autocorrelation, which is 11880 Solutions 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 11880 Solutions' stock expected returns. We can calculate the autocorrelation of 11880 Solutions returns to help us make a trade decision. For example, suppose you find that 11880 Solutions 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 |
11880 Solutions 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 11880 Solutions stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 11880 Solutions stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 11880 Solutions stock over time.
Current vs Lagged Prices |
| Timeline |
11880 Solutions Lagged Returns
When evaluating 11880 Solutions' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 11880 Solutions stock have on its future price. 11880 Solutions 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, 11880 Solutions autocorrelation shows the relationship between 11880 Solutions stock current value and its past values and can show if there is a momentum factor associated with investing in 11880 Solutions AG.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in 11880 Stock
11880 Solutions financial ratios help investors to determine whether 11880 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 11880 with respect to the benefits of owning 11880 Solutions security.