Sibanye Stillwater (Germany) Market Value
| 47V Stock | EUR 0.92 0.05 5.15% |
| Symbol | Sibanye |
Sibanye Stillwater '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 Sibanye Stillwater'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 Sibanye Stillwater.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in Sibanye Stillwater on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding Sibanye Stillwater Limited or generate 0.0% return on investment in Sibanye Stillwater over 30 days. Sibanye Stillwater is related to or competes with Playtech Plc, UNITED UTILITIES, Major Drilling, Algonquin Power, Uber Technologies, NetSol Technologies, and Siamgas. Sibanye Stillwater Limited operates as a precious metals mining company in South Africa, the United States, Zimbabwe, Ca... More
Sibanye Stillwater 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 Sibanye Stillwater'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 Sibanye Stillwater Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.61 | |||
| Information Ratio | (0.0009) | |||
| Maximum Drawdown | 21.76 | |||
| Value At Risk | (7.06) | |||
| Potential Upside | 8.08 |
Sibanye Stillwater Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sibanye Stillwater's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sibanye Stillwater's standard deviation. In reality, there are many statistical measures that can use Sibanye Stillwater historical prices to predict the future Sibanye Stillwater's volatility.| Risk Adjusted Performance | 0.0293 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.69) | |||
| Sortino Ratio | (0.0009) | |||
| Treynor Ratio | 0.1258 |
Sibanye Stillwater Backtested Returns
Sibanye Stillwater appears to be abnormally volatile, given 3 months investment horizon. Sibanye Stillwater owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0487, which indicates the firm had a 0.0487% return per unit of risk over the last 3 months. We have found thirty technical indicators for Sibanye Stillwater Limited, which you can use to evaluate the volatility of the company. Please review Sibanye Stillwater's Coefficient Of Variation of 3672.23, risk adjusted performance of 0.0293, and Semi Deviation of 4.21 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sibanye Stillwater holds a performance score of 3. The entity has a beta of 0.98, which indicates possible diversification benefits within a given portfolio. Sibanye Stillwater returns are very sensitive to returns on the market. As the market goes up or down, Sibanye Stillwater is expected to follow. Please check Sibanye Stillwater's downside deviation, standard deviation, and the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Sibanye Stillwater's existing price patterns will revert.
Auto-correlation | 0.58 |
Modest predictability
Sibanye Stillwater Limited has modest predictability. Overlapping area represents the amount of predictability between Sibanye Stillwater time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th of November 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 Sibanye Stillwater price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Sibanye Stillwater price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Sibanye Stillwater lagged returns against current returns
Autocorrelation, which is Sibanye Stillwater 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 Sibanye Stillwater's stock expected returns. We can calculate the autocorrelation of Sibanye Stillwater returns to help us make a trade decision. For example, suppose you find that Sibanye Stillwater 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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Sibanye Stillwater 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 Sibanye Stillwater stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sibanye Stillwater stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sibanye Stillwater stock over time.
Current vs Lagged Prices |
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Sibanye Stillwater Lagged Returns
When evaluating Sibanye Stillwater's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sibanye Stillwater stock have on its future price. Sibanye Stillwater 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, Sibanye Stillwater autocorrelation shows the relationship between Sibanye Stillwater stock current value and its past values and can show if there is a momentum factor associated with investing in Sibanye Stillwater Limited.
Regressed Prices |
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Currently Active Assets on Macroaxis
Other Information on Investing in Sibanye Stock
Sibanye Stillwater financial ratios help investors to determine whether Sibanye 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 Sibanye with respect to the benefits of owning Sibanye Stillwater security.