11880 Solutions' market value is the price at which a share of 11880 Solutions trades on a public exchange. It measures the collective expectations of 11880 Solutions AG investors about its performance. 11880 Solutions is trading at 0.78 as of the 5th of January 2025. This is a No Change since the beginning of the trading day. The stock's lowest day price was 0.78. With this module, you can estimate the performance of a buy and hold strategy of 11880 Solutions AG and determine expected loss or profit from investing in 11880 Solutions over a given investment horizon. Check out 11880 Solutions Correlation, 11880 Solutions Volatility and 11880 Solutions Alpha and Beta module to complement your research on 11880 Solutions.
Please note, there is a significant difference between 11880 Solutions' value and its price as these two are different measures arrived at by different means. Investors typically determine if 11880 Solutions is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 11880 Solutions' 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.
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.
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12/06/2024
No Change 0.00
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In 31 days
01/05/2025
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If you would invest 0.00 in 11880 Solutions on December 6, 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 30 days. 11880 Solutions is related to or competes with MINCO SILVER, FEMALE HEALTH, Globex Mining, CARDINAL HEALTH, Harmony Gold, RYMAN HEALTHCAR, and Perseus Mining. 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.
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.
11880 Solutions appears to be abnormally volatile, given 3 months investment horizon. 11880 Solutions AG retains Efficiency (Sharpe Ratio) of 0.0464, which signifies that the company had a 0.0464% return per unit of price deviation over the last 3 months. We have found twenty-four technical indicators for 11880 Solutions, which you can use to evaluate the volatility of the entity. Please makes use of 11880 Solutions' Standard Deviation of 4.23, coefficient of variation of 2152.96, and Market Risk Adjusted Performance of (0.29) to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, 11880 Solutions holds a performance score of 3. The firm owns a Beta (Systematic Risk) of -0.61, 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. Please check 11880 Solutions' jensen alpha, maximum drawdown, and the relationship between the variance and sortino ratio , to make a quick decision on whether 11880 Solutions' current price history will revert.
Auto-correlation
Huge
Perfect predictability
11880 Solutions AG has perfect predictability. Overlapping area represents the amount of predictability between 11880 Solutions time series from 6th of December 2024 to 21st of December 2024 and 21st of December 2024 to 5th of January 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 9.223372036854776E16 indicates that 9.223372036854776E16% of current 11880 Solutions price fluctuation can be explain by its past prices.
Correlation Coefficient
92233.7 T
Spearman Rank Test
-0.5
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.
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.