Santacruz Silver (Germany) Market Value
| 1SZ Stock | EUR 0.26 0.03 13.04% |
| Symbol | Santacruz |
Santacruz Silver '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 Santacruz Silver'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 Santacruz Silver.
| 02/05/2025 |
| 03/07/2025 |
If you would invest 0.00 in Santacruz Silver on February 5, 2025 and sell it all today you would earn a total of 0.00 from holding Santacruz Silver Mining or generate 0.0% return on investment in Santacruz Silver over 30 days. Santacruz Silver is related to or competes with Vienna Insurance, Tradegate, Sabre Insurance, Tradeweb Markets, FLOW TRADERS, United Insurance, and Globe Trade. Santacruz Silver Mining Ltd., together with its subsidiaries, engages in the acquisition, exploration, development, and ... More
Santacruz Silver 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 Santacruz Silver'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 Santacruz Silver Mining upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.35 | |||
| Information Ratio | 0.0878 | |||
| Maximum Drawdown | 33.18 | |||
| Value At Risk | (9.09) | |||
| Potential Upside | 13.04 |
Santacruz Silver Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Santacruz Silver's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Santacruz Silver's standard deviation. In reality, there are many statistical measures that can use Santacruz Silver historical prices to predict the future Santacruz Silver's volatility.| Risk Adjusted Performance | 0.0686 | |||
| Jensen Alpha | 0.4558 | |||
| Total Risk Alpha | 1.21 | |||
| Sortino Ratio | 0.0778 | |||
| Treynor Ratio | (1.50) |
Santacruz Silver Mining Backtested Returns
Santacruz Silver appears to be out of control, given 3 months investment horizon. Santacruz Silver Mining owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the firm had a 0.12 % return per unit of risk over the last 3 months. By inspecting Santacruz Silver's technical indicators, you can evaluate if the expected return of 0.69% is justified by implied risk. Please review Santacruz Silver's Coefficient Of Variation of 1317.29, semi deviation of 4.78, and Risk Adjusted Performance of 0.0686 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Santacruz Silver holds a performance score of 9. The entity has a beta of -0.32, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Santacruz Silver are expected to decrease at a much lower rate. During the bear market, Santacruz Silver is likely to outperform the market. Please check Santacruz Silver's downside deviation, total risk alpha, value at risk, as well as the relationship between the information ratio and treynor ratio , to make a quick decision on whether Santacruz Silver's existing price patterns will revert.
Auto-correlation | 0.19 |
Very weak predictability
Santacruz Silver Mining has very weak predictability. Overlapping area represents the amount of predictability between Santacruz Silver time series from 5th of February 2025 to 20th of February 2025 and 20th of February 2025 to 7th 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 Santacruz Silver Mining price movement. The serial correlation of 0.19 indicates that over 19.0% of current Santacruz Silver price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.19 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Santacruz Silver Mining lagged returns against current returns
Autocorrelation, which is Santacruz Silver 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 Santacruz Silver's stock expected returns. We can calculate the autocorrelation of Santacruz Silver returns to help us make a trade decision. For example, suppose you find that Santacruz Silver 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 |
Santacruz Silver 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 Santacruz Silver stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Santacruz Silver stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Santacruz Silver stock over time.
Current vs Lagged Prices |
| Timeline |
Santacruz Silver Lagged Returns
When evaluating Santacruz Silver's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Santacruz Silver stock have on its future price. Santacruz Silver 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, Santacruz Silver autocorrelation shows the relationship between Santacruz Silver stock current value and its past values and can show if there is a momentum factor associated with investing in Santacruz Silver Mining.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Santacruz Stock
Santacruz Silver financial ratios help investors to determine whether Santacruz 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 Santacruz with respect to the benefits of owning Santacruz Silver security.