Sirius Media (France) Market Value
| ALSRS Stock | 0.0004 0.00 0.00% |
| Symbol | Sirius |
Sirius Media '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 Sirius Media'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 Sirius Media.
| 12/05/2025 |
| 01/04/2026 |
If you would invest 0.00 in Sirius Media on December 5, 2025 and sell it all today you would earn a total of 0.00 from holding Sirius Media or generate 0.0% return on investment in Sirius Media over 30 days.
Sirius Media 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 Sirius Media'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 Sirius Media upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 54.29 | |||
| Value At Risk | (15.38) | |||
| Potential Upside | 14.29 |
Sirius Media Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sirius Media's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sirius Media's standard deviation. In reality, there are many statistical measures that can use Sirius Media historical prices to predict the future Sirius Media's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (1.59) | |||
| Total Risk Alpha | (2.40) | |||
| Treynor Ratio | (3.62) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sirius Media's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Sirius Media Backtested Returns
Sirius Media owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.14, which indicates the firm had a -0.14 % return per unit of risk over the last 3 months. Sirius Media exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sirius Media's Variance of 111.43, risk adjusted performance of (0.1), and Coefficient Of Variation of (678.45) to confirm the risk estimate we provide. The entity has a beta of 0.43, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sirius Media's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sirius Media is expected to be smaller as well. At this point, Sirius Media has a negative expected return of -1.45%. Please make sure to validate Sirius Media's information ratio, kurtosis, as well as the relationship between the Kurtosis and price action indicator , to decide if Sirius Media performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.58 |
Good reverse predictability
Sirius Media has good reverse predictability. Overlapping area represents the amount of predictability between Sirius Media time series from 5th of December 2025 to 20th of December 2025 and 20th of December 2025 to 4th of January 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 Sirius Media price movement. The serial correlation of -0.58 indicates that roughly 58.0% of current Sirius Media price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.58 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Sirius Media lagged returns against current returns
Autocorrelation, which is Sirius Media 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 Sirius Media's stock expected returns. We can calculate the autocorrelation of Sirius Media returns to help us make a trade decision. For example, suppose you find that Sirius Media 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 |
Sirius Media 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 Sirius Media stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sirius Media stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sirius Media stock over time.
Current vs Lagged Prices |
| Timeline |
Sirius Media Lagged Returns
When evaluating Sirius Media's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sirius Media stock have on its future price. Sirius Media 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, Sirius Media autocorrelation shows the relationship between Sirius Media stock current value and its past values and can show if there is a momentum factor associated with investing in Sirius Media.
Regressed Prices |
| Timeline |
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Additional Tools for Sirius Stock Analysis
When running Sirius Media's price analysis, check to measure Sirius Media'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 Sirius Media is operating at the current time. Most of Sirius Media's value examination focuses on studying past and present price action to predict the probability of Sirius Media's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sirius Media's price. Additionally, you may evaluate how the addition of Sirius Media to your portfolios can decrease your overall portfolio volatility.