SANLAM (Germany) Market Value
| LA6S Stock | EUR 8.45 0.15 1.74% |
| Symbol | SANLAM |
SANLAM '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 SANLAM'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 SANLAM.
| 12/24/2024 |
| 01/23/2025 |
If you would invest 0.00 in SANLAM on December 24, 2024 and sell it all today you would earn a total of 0.00 from holding SANLAM LTD RC 01 or generate 0.0% return on investment in SANLAM over 30 days. SANLAM is related to or competes with REINET INVESTMENTS, MidCap Financial, Maple Leaf, PennantPark Investment, US FOODS, HK Electric, and SCANSOURCE. Sanlam Limited provides various financial solutions to individual, business, and institutional clients More
SANLAM 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 SANLAM'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 SANLAM LTD RC 01 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 6.62 | |||
| Value At Risk | (2.23) | |||
| Potential Upside | 2.78 |
SANLAM Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SANLAM's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SANLAM's standard deviation. In reality, there are many statistical measures that can use SANLAM historical prices to predict the future SANLAM's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.1) | |||
| Treynor Ratio | (0.85) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of SANLAM'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.
SANLAM LTD RC Backtested Returns
SANLAM LTD RC owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0608, which indicates the company had a -0.0608 % return per unit of standard deviation over the last 3 months. SANLAM LTD RC 01 exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SANLAM's Market Risk Adjusted Performance of (0.84), risk adjusted performance of (0.01), and Standard Deviation of 1.68 to confirm the risk estimate we provide. The firm has a beta of 0.0576, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SANLAM's returns are expected to increase less than the market. However, during the bear market, the loss of holding SANLAM is expected to be smaller as well. At this point, SANLAM LTD RC has a negative expected return of -0.1%. Please make sure to validate SANLAM's treynor ratio, skewness, and the relationship between the total risk alpha and potential upside , to decide if SANLAM LTD RC performance from the past will be repeated at future time.
Auto-correlation | 0.05 |
Virtually no predictability
SANLAM LTD RC 01 has virtually no predictability. Overlapping area represents the amount of predictability between SANLAM time series from 24th of December 2024 to 8th of January 2025 and 8th of January 2025 to 23rd of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of SANLAM LTD RC price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current SANLAM price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
SANLAM LTD RC lagged returns against current returns
Autocorrelation, which is SANLAM 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 SANLAM's stock expected returns. We can calculate the autocorrelation of SANLAM returns to help us make a trade decision. For example, suppose you find that SANLAM 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 |
SANLAM 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 SANLAM stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SANLAM stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SANLAM stock over time.
Current vs Lagged Prices |
| Timeline |
SANLAM Lagged Returns
When evaluating SANLAM's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SANLAM stock have on its future price. SANLAM 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, SANLAM autocorrelation shows the relationship between SANLAM stock current value and its past values and can show if there is a momentum factor associated with investing in SANLAM LTD RC 01.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in SANLAM Stock
SANLAM financial ratios help investors to determine whether SANLAM 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 SANLAM with respect to the benefits of owning SANLAM security.