ProSiebenSat1 Media (Germany) Market Value
| PSM Stock | EUR 5.05 0.03 0.60% |
| Symbol | ProSiebenSat1 |
ProSiebenSat1 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 ProSiebenSat1 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 ProSiebenSat1 Media.
| 12/22/2024 |
| 01/21/2025 |
If you would invest 0.00 in ProSiebenSat1 Media on December 22, 2024 and sell it all today you would earn a total of 0.00 from holding ProSiebenSat1 Media SE or generate 0.0% return on investment in ProSiebenSat1 Media over 30 days. ProSiebenSat1 Media is related to or competes with VIVENDI UNSPONARD, News, News, RTL Group, Nexstar Media, ITV Plc, and SES SA. ProSiebenSat.1 Media SE, together with its subsidiaries, operates as a media company in Europe More
ProSiebenSat1 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 ProSiebenSat1 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 ProSiebenSat1 Media SE upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 17.03 | |||
| Value At Risk | (3.91) | |||
| Potential Upside | 3.96 |
ProSiebenSat1 Media Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ProSiebenSat1 Media's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ProSiebenSat1 Media's standard deviation. In reality, there are many statistical measures that can use ProSiebenSat1 Media historical prices to predict the future ProSiebenSat1 Media's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.25) | |||
| Total Risk Alpha | (0.31) | |||
| Treynor Ratio | 51.11 |
ProSiebenSat1 Media Backtested Returns
ProSiebenSat1 Media maintains Sharpe Ratio (i.e., Efficiency) of -0.0945, which implies the firm had a -0.0945 % return per unit of risk over the last 3 months. ProSiebenSat1 Media exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check ProSiebenSat1 Media's Variance of 6.67, risk adjusted performance of (0.07), and Coefficient Of Variation of (1,074) to confirm the risk estimate we provide. The company holds a Beta of -0.0049, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ProSiebenSat1 Media are expected to decrease at a much lower rate. During the bear market, ProSiebenSat1 Media is likely to outperform the market. At this point, ProSiebenSat1 Media has a negative expected return of -0.26%. Please make sure to check ProSiebenSat1 Media's accumulation distribution, day typical price, and the relationship between the skewness and rate of daily change , to decide if ProSiebenSat1 Media performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.66 |
Very good reverse predictability
ProSiebenSat1 Media SE has very good reverse predictability. Overlapping area represents the amount of predictability between ProSiebenSat1 Media time series from 22nd of December 2024 to 6th of January 2025 and 6th of January 2025 to 21st 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 ProSiebenSat1 Media price movement. The serial correlation of -0.66 indicates that around 66.0% of current ProSiebenSat1 Media price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.66 | |
| Spearman Rank Test | -0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
ProSiebenSat1 Media lagged returns against current returns
Autocorrelation, which is ProSiebenSat1 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 ProSiebenSat1 Media's stock expected returns. We can calculate the autocorrelation of ProSiebenSat1 Media returns to help us make a trade decision. For example, suppose you find that ProSiebenSat1 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 |
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ProSiebenSat1 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 ProSiebenSat1 Media stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ProSiebenSat1 Media stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ProSiebenSat1 Media stock over time.
Current vs Lagged Prices |
| Timeline |
ProSiebenSat1 Media Lagged Returns
When evaluating ProSiebenSat1 Media's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ProSiebenSat1 Media stock have on its future price. ProSiebenSat1 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, ProSiebenSat1 Media autocorrelation shows the relationship between ProSiebenSat1 Media stock current value and its past values and can show if there is a momentum factor associated with investing in ProSiebenSat1 Media SE.
Regressed Prices |
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Currently Active Assets on Macroaxis
Other Information on Investing in ProSiebenSat1 Stock
ProSiebenSat1 Media financial ratios help investors to determine whether ProSiebenSat1 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 ProSiebenSat1 with respect to the benefits of owning ProSiebenSat1 Media security.