SMARTOPTICS GRP (Germany) Market Value
| 3YL Stock | 2.73 0.12 4.60% |
| Symbol | SMARTOPTICS |
SMARTOPTICS GRP '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 SMARTOPTICS GRP'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 SMARTOPTICS GRP.
| 11/18/2025 |
| 02/16/2026 |
If you would invest 0.00 in SMARTOPTICS GRP on November 18, 2025 and sell it all today you would earn a total of 0.00 from holding SMARTOPTICS GRP AS or generate 0.0% return on investment in SMARTOPTICS GRP over 90 days. SMARTOPTICS GRP is related to or competes with PT Bank, BK MANDIRI, PT Bank, Samsung Electronics, Samsung Electronics, Samsung Electronics, and Samsung Electronics. SMARTOPTICS GRP is entity of Germany. It is traded as Stock on F exchange. More
SMARTOPTICS GRP 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 SMARTOPTICS GRP'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 SMARTOPTICS GRP AS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.15 | |||
| Information Ratio | 0.0648 | |||
| Maximum Drawdown | 14.01 | |||
| Value At Risk | (5.14) | |||
| Potential Upside | 5.41 |
SMARTOPTICS GRP Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SMARTOPTICS GRP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SMARTOPTICS GRP's standard deviation. In reality, there are many statistical measures that can use SMARTOPTICS GRP historical prices to predict the future SMARTOPTICS GRP's volatility.| Risk Adjusted Performance | 0.0787 | |||
| Jensen Alpha | 0.2295 | |||
| Total Risk Alpha | 0.032 | |||
| Sortino Ratio | 0.0608 | |||
| Treynor Ratio | 0.6879 |
SMARTOPTICS GRP February 16, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0787 | |||
| Market Risk Adjusted Performance | 0.6979 | |||
| Mean Deviation | 2.28 | |||
| Semi Deviation | 2.84 | |||
| Downside Deviation | 3.15 | |||
| Coefficient Of Variation | 1129.94 | |||
| Standard Deviation | 2.95 | |||
| Variance | 8.73 | |||
| Information Ratio | 0.0648 | |||
| Jensen Alpha | 0.2295 | |||
| Total Risk Alpha | 0.032 | |||
| Sortino Ratio | 0.0608 | |||
| Treynor Ratio | 0.6879 | |||
| Maximum Drawdown | 14.01 | |||
| Value At Risk | (5.14) | |||
| Potential Upside | 5.41 | |||
| Downside Variance | 9.9 | |||
| Semi Variance | 8.04 | |||
| Expected Short fall | (2.48) | |||
| Skewness | (0.16) | |||
| Kurtosis | 0.1907 |
SMARTOPTICS GRP AS Backtested Returns
SMARTOPTICS GRP appears to be risky, given 3 months investment horizon. SMARTOPTICS GRP AS retains Efficiency (Sharpe Ratio) of 0.12, which indicates the firm had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for SMARTOPTICS GRP, which you can use to evaluate the volatility of the company. Please review SMARTOPTICS GRP's downside deviation of 3.15, and Risk Adjusted Performance of 0.0787 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, SMARTOPTICS GRP holds a performance score of 9. The entity owns a Beta (Systematic Risk) of 0.37, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SMARTOPTICS GRP's returns are expected to increase less than the market. However, during the bear market, the loss of holding SMARTOPTICS GRP is expected to be smaller as well. Please check SMARTOPTICS GRP's market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to make a quick decision on whether SMARTOPTICS GRP's current price history will revert.
Auto-correlation | 0.07 |
Virtually no predictability
SMARTOPTICS GRP AS has virtually no predictability. Overlapping area represents the amount of predictability between SMARTOPTICS GRP time series from 18th of November 2025 to 2nd of January 2026 and 2nd of January 2026 to 16th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of SMARTOPTICS GRP AS price movement. The serial correlation of 0.07 indicates that barely 7.0% of current SMARTOPTICS GRP price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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Other Information on Investing in SMARTOPTICS Stock
SMARTOPTICS GRP financial ratios help investors to determine whether SMARTOPTICS 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 SMARTOPTICS with respect to the benefits of owning SMARTOPTICS GRP security.