Sapmer (France) Market Value
| ALMER Stock | EUR 7.65 0.65 9.29% |
| Symbol | Sapmer |
Sapmer '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 Sapmer'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 Sapmer.
| 12/14/2022 |
| 12/03/2024 |
If you would invest 0.00 in Sapmer on December 14, 2022 and sell it all today you would earn a total of 0.00 from holding Sapmer or generate 0.0% return on investment in Sapmer over 720 days. Sapmer is related to or competes with Solocal Group, Prodways Group, Vicat SA, Manitou BF, Ossiam Minimum, Ekinops SA, and Orapi SA. Sapmer SA operates as a fishing company in South Africa, Northern America, Mauritius, Japan, Europe, China, and Reunion More
Sapmer 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 Sapmer'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 Sapmer upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.97 | |||
| Information Ratio | 0.0555 | |||
| Maximum Drawdown | 31.42 | |||
| Value At Risk | (4.05) | |||
| Potential Upside | 8.57 |
Sapmer Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sapmer's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sapmer's standard deviation. In reality, there are many statistical measures that can use Sapmer historical prices to predict the future Sapmer's volatility.| Risk Adjusted Performance | 0.0744 | |||
| Jensen Alpha | 0.388 | |||
| Total Risk Alpha | (0.26) | |||
| Sortino Ratio | 0.0317 | |||
| Treynor Ratio | (0.72) |
Sapmer Backtested Returns
Currently, Sapmer is slightly risky. Sapmer owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0121, which indicates the firm had a 0.0121% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Sapmer, which you can use to evaluate the volatility of the company. Please validate Sapmer's Semi Deviation of 2.18, coefficient of variation of 1152.08, and Risk Adjusted Performance of 0.0744 to confirm if the risk estimate we provide is consistent with the expected return of 0.0378%. The entity has a beta of -0.46, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Sapmer are expected to decrease at a much lower rate. During the bear market, Sapmer is likely to outperform the market. Sapmer right now has a risk of 3.12%. Please validate Sapmer semi variance, and the relationship between the treynor ratio and rate of daily change , to decide if Sapmer will be following its existing price patterns.
Auto-correlation | -0.16 |
Insignificant reverse predictability
Sapmer has insignificant reverse predictability. Overlapping area represents the amount of predictability between Sapmer time series from 14th of December 2022 to 9th of December 2023 and 9th of December 2023 to 3rd of December 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 Sapmer price movement. The serial correlation of -0.16 indicates that over 16.0% of current Sapmer price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 1.22 |
Sapmer lagged returns against current returns
Autocorrelation, which is Sapmer 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 Sapmer's stock expected returns. We can calculate the autocorrelation of Sapmer returns to help us make a trade decision. For example, suppose you find that Sapmer 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 |
Sapmer 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 Sapmer stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sapmer stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sapmer stock over time.
Current vs Lagged Prices |
| Timeline |
Sapmer Lagged Returns
When evaluating Sapmer's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sapmer stock have on its future price. Sapmer 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, Sapmer autocorrelation shows the relationship between Sapmer stock current value and its past values and can show if there is a momentum factor associated with investing in Sapmer.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Sapmer Stock Analysis
When running Sapmer's price analysis, check to measure Sapmer's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Sapmer is operating at the current time. Most of Sapmer's value examination focuses on studying past and present price action to predict the probability of Sapmer's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sapmer's price. Additionally, you may evaluate how the addition of Sapmer to your portfolios can decrease your overall portfolio volatility.