Gr Sarantis (Greece) Market Value
| SAR Stock | EUR 10.68 0.04 0.37% |
| Symbol | SAR |
Gr Sarantis '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 Gr Sarantis' 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 Gr Sarantis.
| 07/05/2023 |
| 11/26/2024 |
If you would invest 0.00 in Gr Sarantis on July 5, 2023 and sell it all today you would earn a total of 0.00 from holding Gr Sarantis SA or generate 0.0% return on investment in Gr Sarantis over 510 days. Gr Sarantis is related to or competes with Jumbo SA, Mytilineos, Aegean Airlines, Greek Organization, and Motor Oil. Sarantis S.A., together with its subsidiaries, produces and trades in cosmetics, household products, and parapharmaceuti... More
Gr Sarantis 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 Gr Sarantis' 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 Gr Sarantis SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.3 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 8.18 | |||
| Value At Risk | (2.30) | |||
| Potential Upside | 2.02 |
Gr Sarantis Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gr Sarantis' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gr Sarantis' standard deviation. In reality, there are many statistical measures that can use Gr Sarantis historical prices to predict the future Gr Sarantis' volatility.| Risk Adjusted Performance | 0.057 | |||
| Jensen Alpha | 0.0704 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.992 |
Gr Sarantis SA Backtested Returns
Currently, Gr Sarantis SA is not too volatile. Gr Sarantis SA retains Efficiency (Sharpe Ratio) of 0.0621, which attests that the entity had a 0.0621% return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for Gr Sarantis, which you can use to evaluate the volatility of the firm. Please check out Gr Sarantis' Semi Deviation of 1.12, market risk adjusted performance of 1.0, and Standard Deviation of 1.3 to validate if the risk estimate we provide is consistent with the expected return of 0.0814%. Gr Sarantis has a performance score of 4 on a scale of 0 to 100. The company owns a Beta (Systematic Risk) of 0.0806, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Gr Sarantis' returns are expected to increase less than the market. However, during the bear market, the loss of holding Gr Sarantis is expected to be smaller as well. Gr Sarantis SA now owns a risk of 1.31%. Please check out Gr Sarantis SA semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to decide if Gr Sarantis SA will be following its current price history.
Auto-correlation | -0.32 |
Poor reverse predictability
Gr Sarantis SA has poor reverse predictability. Overlapping area represents the amount of predictability between Gr Sarantis time series from 5th of July 2023 to 16th of March 2024 and 16th of March 2024 to 26th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Gr Sarantis SA price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current Gr Sarantis price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.32 | |
| Spearman Rank Test | -0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.15 |
Gr Sarantis SA lagged returns against current returns
Autocorrelation, which is Gr Sarantis 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 Gr Sarantis' stock expected returns. We can calculate the autocorrelation of Gr Sarantis returns to help us make a trade decision. For example, suppose you find that Gr Sarantis 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 |
Gr Sarantis 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 Gr Sarantis stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gr Sarantis stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gr Sarantis stock over time.
Current vs Lagged Prices |
| Timeline |
Gr Sarantis Lagged Returns
When evaluating Gr Sarantis' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gr Sarantis stock have on its future price. Gr Sarantis 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, Gr Sarantis autocorrelation shows the relationship between Gr Sarantis stock current value and its past values and can show if there is a momentum factor associated with investing in Gr Sarantis SA.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for SAR Stock Analysis
When running Gr Sarantis' price analysis, check to measure Gr Sarantis' 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 Gr Sarantis is operating at the current time. Most of Gr Sarantis' value examination focuses on studying past and present price action to predict the probability of Gr Sarantis' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Gr Sarantis' price. Additionally, you may evaluate how the addition of Gr Sarantis to your portfolios can decrease your overall portfolio volatility.