Safeguard Scientifics Stock Market Value
| SFES Stock | 0.78 0.02 2.50% |
| Symbol | Safeguard |
Safeguard Scientifics '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 Safeguard Scientifics' otc 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 Safeguard Scientifics.
| 11/28/2025 |
| 12/28/2025 |
If you would invest 0.00 in Safeguard Scientifics on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding Safeguard Scientifics or generate 0.0% return on investment in Safeguard Scientifics over 30 days. Safeguard Scientifics is related to or competes with Huntwicke Capital, Torrent Capital, Propellus, and Flow Capital. TransEnterix, Inc. designs, develops, tests, and manufactures medicaldevices for minimally invasive laparoscopic surgery and catheter based medical treatments. More
Safeguard Scientifics 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 Safeguard Scientifics' otc 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 Safeguard Scientifics upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 27.22 | |||
| Value At Risk | (6.32) | |||
| Potential Upside | 4.11 |
Safeguard Scientifics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Safeguard Scientifics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Safeguard Scientifics' standard deviation. In reality, there are many statistical measures that can use Safeguard Scientifics historical prices to predict the future Safeguard Scientifics' volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | (0.62) | |||
| Treynor Ratio | (0.30) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Safeguard Scientifics' 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.
Safeguard Scientifics Backtested Returns
Safeguard Scientifics owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0251, which indicates the firm had a -0.0251 % return per unit of risk over the last 3 months. Safeguard Scientifics exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Safeguard Scientifics' Risk Adjusted Performance of (0.02), coefficient of variation of (2,577), and Variance of 17.36 to confirm the risk estimate we provide. The entity has a beta of 0.57, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Safeguard Scientifics' returns are expected to increase less than the market. However, during the bear market, the loss of holding Safeguard Scientifics is expected to be smaller as well. At this point, Safeguard Scientifics has a negative expected return of -0.1%. Please make sure to validate Safeguard Scientifics' value at risk, as well as the relationship between the daily balance of power and price action indicator , to decide if Safeguard Scientifics performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.14 |
Insignificant reverse predictability
Safeguard Scientifics has insignificant reverse predictability. Overlapping area represents the amount of predictability between Safeguard Scientifics time series from 28th of November 2025 to 13th of December 2025 and 13th of December 2025 to 28th 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 Safeguard Scientifics price movement. The serial correlation of -0.14 indicates that less than 14.0% of current Safeguard Scientifics price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Safeguard Scientifics lagged returns against current returns
Autocorrelation, which is Safeguard Scientifics otc 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 Safeguard Scientifics' otc stock expected returns. We can calculate the autocorrelation of Safeguard Scientifics returns to help us make a trade decision. For example, suppose you find that Safeguard Scientifics has exhibited high autocorrelation historically, and you observe that the otc 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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Safeguard Scientifics 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 Safeguard Scientifics otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Safeguard Scientifics otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Safeguard Scientifics otc stock over time.
Current vs Lagged Prices |
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Safeguard Scientifics Lagged Returns
When evaluating Safeguard Scientifics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Safeguard Scientifics otc stock have on its future price. Safeguard Scientifics 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, Safeguard Scientifics autocorrelation shows the relationship between Safeguard Scientifics otc stock current value and its past values and can show if there is a momentum factor associated with investing in Safeguard Scientifics.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Safeguard OTC Stock Analysis
When running Safeguard Scientifics' price analysis, check to measure Safeguard Scientifics' 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 Safeguard Scientifics is operating at the current time. Most of Safeguard Scientifics' value examination focuses on studying past and present price action to predict the probability of Safeguard Scientifics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Safeguard Scientifics' price. Additionally, you may evaluate how the addition of Safeguard Scientifics to your portfolios can decrease your overall portfolio volatility.