Safilo Group Spa Stock Market Value
| SAFLY Stock | USD 4.00 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.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Safilo Group on November 26, 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 30 days. Safilo Group is related to or competes with Netcare, Top GloveBhd, RHÖN-KLINIKUM Aktiengesellscha, Extendicare, Rhoen Klinikum, Nanosonics, and Tobii Dynavox. 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 | 0.0869 | |||
| Maximum Drawdown | 17.99 |
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 | 0.0934 | |||
| Jensen Alpha | 0.2595 | |||
| Total Risk Alpha | 0.0415 | |||
| Treynor Ratio | 5.93 |
Safilo Group SpA Backtested Returns
Safilo Group appears to be slightly risky, given 3 months investment horizon. Safilo Group SpA owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the firm had a 0.13 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for Safilo Group SpA, which you can use to evaluate the volatility of the company. Please review Safilo Group's Coefficient Of Variation of 812.4, variance of 4.91, and Risk Adjusted Performance of 0.0934 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Safilo Group holds a performance score of 9. The entity has a beta of 0.0443, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Safilo Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Safilo Group is expected to be smaller as well. Please check Safilo Group's standard deviation and kurtosis , to make a quick decision on whether Safilo Group's existing price patterns will revert.
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 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th of December 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 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 |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Safilo Pink Sheet Analysis
When running Safilo Group's price analysis, check to measure Safilo Group'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 Safilo Group is operating at the current time. Most of Safilo Group's value examination focuses on studying past and present price action to predict the probability of Safilo Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Safilo Group's price. Additionally, you may evaluate how the addition of Safilo Group to your portfolios can decrease your overall portfolio volatility.