SGL CARBON (Germany) Market Value
| SGL Stock | EUR 3.83 0.04 1.03% |
| Symbol | SGL |
SGL CARBON '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 SGL CARBON's 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 SGL CARBON.
| 11/27/2025 |
| 02/25/2026 |
If you would invest 0.00 in SGL CARBON on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding SGL CARBON or generate 0.0% return on investment in SGL CARBON over 90 days. SGL CARBON is related to or competes with ROCHE HLDG, DANAHER (DAPSG), QUALCOMM, Merck, NOVARTIS N, Philip Morris, and BANK OF CHINA. SGL CARBON is entity of Germany. It is traded as Stock on DU exchange. More
SGL CARBON 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 SGL CARBON's 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 SGL CARBON upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.58 | |||
| Information Ratio | 0.1676 | |||
| Maximum Drawdown | 22.27 | |||
| Value At Risk | (2.50) | |||
| Potential Upside | 6.02 |
SGL CARBON Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SGL CARBON's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SGL CARBON's standard deviation. In reality, there are many statistical measures that can use SGL CARBON historical prices to predict the future SGL CARBON's volatility.| Risk Adjusted Performance | 0.1592 | |||
| Jensen Alpha | 0.6947 | |||
| Total Risk Alpha | 0.2575 | |||
| Sortino Ratio | 0.2207 | |||
| Treynor Ratio | (1.75) |
SGL CARBON February 25, 2026 Technical Indicators
| Cycle Indicators | ||
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| Price Transform | ||
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| Volume Indicators |
| Risk Adjusted Performance | 0.1592 | |||
| Market Risk Adjusted Performance | (1.74) | |||
| Mean Deviation | 2.14 | |||
| Semi Deviation | 1.96 | |||
| Downside Deviation | 2.58 | |||
| Coefficient Of Variation | 506.86 | |||
| Standard Deviation | 3.4 | |||
| Variance | 11.55 | |||
| Information Ratio | 0.1676 | |||
| Jensen Alpha | 0.6947 | |||
| Total Risk Alpha | 0.2575 | |||
| Sortino Ratio | 0.2207 | |||
| Treynor Ratio | (1.75) | |||
| Maximum Drawdown | 22.27 | |||
| Value At Risk | (2.50) | |||
| Potential Upside | 6.02 | |||
| Downside Variance | 6.66 | |||
| Semi Variance | 3.84 | |||
| Expected Short fall | (2.63) | |||
| Skewness | 2.16 | |||
| Kurtosis | 11.87 |
SGL CARBON Backtested Returns
SGL CARBON appears to be relatively risky, given 3 months investment horizon. SGL CARBON owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.16, which indicates the firm had a 0.16 % return per unit of volatility over the last 3 months. By examining SGL CARBON's technical indicators, you can evaluate if the expected return of 0.58% is justified by implied risk. Please review SGL CARBON's risk adjusted performance of 0.1592, and Coefficient Of Variation of 506.86 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, SGL CARBON holds a performance score of 13. The entity has a beta of -0.38, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning SGL CARBON are expected to decrease at a much lower rate. During the bear market, SGL CARBON is likely to outperform the market. Please check SGL CARBON's jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether SGL CARBON's existing price patterns will revert.
Auto-correlation | 0.67 |
Good predictability
SGL CARBON has good predictability. Overlapping area represents the amount of predictability between SGL CARBON time series from 27th of November 2025 to 11th of January 2026 and 11th of January 2026 to 25th of February 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 SGL CARBON price movement. The serial correlation of 0.67 indicates that around 67.0% of current SGL CARBON price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
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Additional Tools for SGL Stock Analysis
When running SGL CARBON's price analysis, check to measure SGL CARBON'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 SGL CARBON is operating at the current time. Most of SGL CARBON's value examination focuses on studying past and present price action to predict the probability of SGL CARBON's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SGL CARBON's price. Additionally, you may evaluate how the addition of SGL CARBON to your portfolios can decrease your overall portfolio volatility.