Salesforce (Germany) Market Value
| FOO Stock | EUR 198.26 2.24 1.12% |
| Symbol | Salesforce |
Salesforce '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 Salesforce'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 Salesforce.
| 06/28/2024 |
| 01/19/2026 |
If you would invest 0.00 in Salesforce on June 28, 2024 and sell it all today you would earn a total of 0.00 from holding Salesforce or generate 0.0% return on investment in Salesforce over 570 days. Salesforce is related to or competes with Vishay Intertechnology, Gruppo Mutuionline, Firan Technology, CODERE ONLINE, and Salesforce. More
Salesforce 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 Salesforce'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 Salesforce upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 11.67 | |||
| Value At Risk | (4.10) | |||
| Potential Upside | 4.38 |
Salesforce Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Salesforce's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Salesforce's standard deviation. In reality, there are many statistical measures that can use Salesforce historical prices to predict the future Salesforce's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.36) | |||
| Treynor Ratio | 0.5352 |
Salesforce Backtested Returns
Salesforce owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0957, which indicates the firm had a -0.0957 % return per unit of risk over the last 3 months. Salesforce exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Salesforce's Coefficient Of Variation of (5,136), risk adjusted performance of (0.01), and Variance of 5.37 to confirm the risk estimate we provide. The entity has a beta of -0.1, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Salesforce are expected to decrease at a much lower rate. During the bear market, Salesforce is likely to outperform the market. At this point, Salesforce has a negative expected return of -0.2%. Please make sure to validate Salesforce's treynor ratio, value at risk, and the relationship between the total risk alpha and maximum drawdown , to decide if Salesforce performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.67 |
Very good reverse predictability
Salesforce has very good reverse predictability. Overlapping area represents the amount of predictability between Salesforce time series from 28th of June 2024 to 9th of April 2025 and 9th of April 2025 to 19th 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 Salesforce price movement. The serial correlation of -0.67 indicates that around 67.0% of current Salesforce price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.67 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 204.45 |
Salesforce lagged returns against current returns
Autocorrelation, which is Salesforce 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 Salesforce's stock expected returns. We can calculate the autocorrelation of Salesforce returns to help us make a trade decision. For example, suppose you find that Salesforce 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 |
Salesforce 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 Salesforce stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Salesforce stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Salesforce stock over time.
Current vs Lagged Prices |
| Timeline |
Salesforce Lagged Returns
When evaluating Salesforce's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Salesforce stock have on its future price. Salesforce 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, Salesforce autocorrelation shows the relationship between Salesforce stock current value and its past values and can show if there is a momentum factor associated with investing in Salesforce.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Salesforce Stock Analysis
When running Salesforce's price analysis, check to measure Salesforce'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 Salesforce is operating at the current time. Most of Salesforce's value examination focuses on studying past and present price action to predict the probability of Salesforce's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Salesforce's price. Additionally, you may evaluate how the addition of Salesforce to your portfolios can decrease your overall portfolio volatility.