Safilo Group Spa Stock Market Value
| SAFLF Stock | USD 2.20 0.00 0.00% |
| Symbol | Safilo |
Safilo Group '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 Safilo Group's pink sheet 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 Safilo Group.
| 11/19/2025 |
| 01/18/2026 |
If you would invest 0.00 in Safilo Group on November 19, 2025 and sell it all today you would earn a total of 0.00 from holding Safilo Group SpA or generate 0.0% return on investment in Safilo Group over 60 days. Safilo Group is related to or competes with ELEn SpA, Nanosonics, LifeTech Scientific, SMS, Arjo AB, Veradigm, and Valneva SE. Safilo Group S.p.A. engages in the design, production, wholesale, and retail distribution of products for the eyewear ma... More
Safilo Group 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 Safilo Group's pink sheet 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 Safilo Group SpA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1179 | |||
| Maximum Drawdown | 31.8 |
Safilo Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Safilo Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Safilo Group's standard deviation. In reality, there are many statistical measures that can use Safilo Group historical prices to predict the future Safilo Group's volatility.| Risk Adjusted Performance | 0.1083 | |||
| Jensen Alpha | 0.4547 | |||
| Total Risk Alpha | 0.0434 | |||
| Treynor Ratio | 0.6049 |
Safilo Group SpA Backtested Returns
At this point, Safilo Group is moderately volatile. Safilo Group SpA owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0766, which indicates the firm had a 0.0766 % return per unit of risk over the last 3 months. We have found seventeen technical indicators for Safilo Group SpA, which you can use to evaluate the volatility of the company. Please validate Safilo Group's Coefficient Of Variation of 691.91, risk adjusted performance of 0.1083, and Variance of 14.19 to confirm if the risk estimate we provide is consistent with the expected return of 0.14%. Safilo Group has a performance score of 6 on a scale of 0 to 100. The entity has a beta of 0.88, which indicates possible diversification benefits within a given portfolio. Safilo Group returns are very sensitive to returns on the market. As the market goes up or down, Safilo Group is expected to follow. Safilo Group SpA right now has a risk of 1.88%. Please validate Safilo Group standard deviation, maximum drawdown, as well as the relationship between the Maximum Drawdown and day median price , to decide if Safilo Group will be following its existing price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Safilo Group SpA has no correlation between past and present. Overlapping area represents the amount of predictability between Safilo Group time series from 19th of November 2025 to 19th of December 2025 and 19th of December 2025 to 18th 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 Safilo Group SpA price movement. The serial correlation of 0.0 indicates that just 0.0% of current Safilo Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Safilo Group SpA lagged returns against current returns
Autocorrelation, which is Safilo Group pink sheet'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 Safilo Group's pink sheet expected returns. We can calculate the autocorrelation of Safilo Group returns to help us make a trade decision. For example, suppose you find that Safilo Group has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Safilo Group 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 Safilo Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Safilo Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Safilo Group pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Safilo Group Lagged Returns
When evaluating Safilo Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Safilo Group pink sheet have on its future price. Safilo Group 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, Safilo Group autocorrelation shows the relationship between Safilo Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Safilo Group SpA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Safilo Pink Sheet
Safilo Group financial ratios help investors to determine whether Safilo Pink Sheet 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 Safilo with respect to the benefits of owning Safilo Group security.