Siegfried Holding Ag Stock Market Value
| SGFEF Stock | USD 104.61 0.00 0.00% |
| Symbol | Siegfried |
Siegfried Holding '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 Siegfried Holding'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 Siegfried Holding.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Siegfried Holding on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Siegfried Holding AG or generate 0.0% return on investment in Siegfried Holding over 30 days. Siegfried Holding is related to or competes with Livzon Pharmaceutical, Sumitomo Pharma, Hikma Pharmaceuticals, Hikma Pharmaceuticals, H Lundbeck, Carl Zeiss, and Laboratorios Farmaceuticos. Siegfried Holding AG engages in the life sciences business worldwide More
Siegfried Holding 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 Siegfried Holding'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 Siegfried Holding AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.20) | |||
| Maximum Drawdown | 8.52 |
Siegfried Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Siegfried Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Siegfried Holding's standard deviation. In reality, there are many statistical measures that can use Siegfried Holding historical prices to predict the future Siegfried Holding's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.24) | |||
| Treynor Ratio | 1.21 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Siegfried Holding's 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.
Siegfried Holding Backtested Returns
Siegfried Holding owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.12, which indicates the firm had a -0.12 % return per unit of risk over the last 3 months. Siegfried Holding AG exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Siegfried Holding's Coefficient Of Variation of (812.40), risk adjusted performance of (0.08), and Variance of 1.1 to confirm the risk estimate we provide. The entity has a beta of -0.11, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Siegfried Holding are expected to decrease at a much lower rate. During the bear market, Siegfried Holding is likely to outperform the market. At this point, Siegfried Holding has a negative expected return of -0.13%. Please make sure to validate Siegfried Holding's information ratio, as well as the relationship between the skewness and day median price , to decide if Siegfried Holding performance from the past will be repeated at some point in the near future.
Auto-correlation | 1.00 |
Perfect predictability
Siegfried Holding AG has perfect predictability. Overlapping area represents the amount of predictability between Siegfried Holding 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 Siegfried Holding price movement. The serial correlation of 1.0 indicates that 100.0% of current Siegfried Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Siegfried Holding lagged returns against current returns
Autocorrelation, which is Siegfried Holding 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 Siegfried Holding's pink sheet expected returns. We can calculate the autocorrelation of Siegfried Holding returns to help us make a trade decision. For example, suppose you find that Siegfried Holding 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 |
Siegfried Holding 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 Siegfried Holding pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Siegfried Holding pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Siegfried Holding pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Siegfried Holding Lagged Returns
When evaluating Siegfried Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Siegfried Holding pink sheet have on its future price. Siegfried Holding 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, Siegfried Holding autocorrelation shows the relationship between Siegfried Holding pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Siegfried Holding AG.
Regressed Prices |
| Timeline |
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Other Information on Investing in Siegfried Pink Sheet
Siegfried Holding financial ratios help investors to determine whether Siegfried 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 Siegfried with respect to the benefits of owning Siegfried Holding security.