Sgl Carbon Se Stock Market Value
| SGLFF Stock | USD 4.51 0.59 15.05% |
| 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 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 SGL Carbon.
| 12/19/2025 |
| 01/18/2026 |
If you would invest 0.00 in SGL Carbon on December 19, 2025 and sell it all today you would earn a total of 0.00 from holding SGL Carbon SE or generate 0.0% return on investment in SGL Carbon over 30 days. SGL Carbon is related to or competes with Ferrexpo PLC, DL Industries, Sayona Mining, Thor Explorations, Ferrexpo Plc, Neo Performance, and Metals X. SGL Carbon SE, together with its subsidiaries, engages in the manufacture and sale of carbon fiber and specialty graphit... 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 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 SGL Carbon SE upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0467 | |||
| Maximum Drawdown | 25.87 | |||
| Potential Upside | 9.52 |
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 | 0.0548 | |||
| Jensen Alpha | 0.372 | |||
| Total Risk Alpha | (0.33) | |||
| Treynor Ratio | (0.62) |
SGL Carbon SE Backtested Returns
SGL Carbon appears to be risky, given 3 months investment horizon. SGL Carbon SE owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0683, which indicates the firm had a 0.0683 % return per unit of volatility over the last 3 months. We have found twenty-one technical indicators for SGL Carbon SE, which you can use to evaluate the volatility of the company. Please review SGL Carbon's risk adjusted performance of 0.0548, and Variance of 25.17 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 5. The entity has a beta of -0.52, 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 daily balance of power, and the relationship between the treynor ratio and day typical price , to make a quick decision on whether SGL Carbon's existing price patterns will revert.
Auto-correlation | 0.28 |
Poor predictability
SGL Carbon SE has poor predictability. Overlapping area represents the amount of predictability between SGL Carbon time series from 19th of December 2025 to 3rd of January 2026 and 3rd of January 2026 to 18th of January 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 SE price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current SGL Carbon price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
SGL Carbon SE lagged returns against current returns
Autocorrelation, which is SGL Carbon 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 SGL Carbon's pink sheet expected returns. We can calculate the autocorrelation of SGL Carbon returns to help us make a trade decision. For example, suppose you find that SGL Carbon 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 |
SGL Carbon 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 SGL Carbon pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SGL Carbon pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SGL Carbon pink sheet over time.
Current vs Lagged Prices |
| Timeline |
SGL Carbon Lagged Returns
When evaluating SGL Carbon's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SGL Carbon pink sheet have on its future price. SGL Carbon 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, SGL Carbon autocorrelation shows the relationship between SGL Carbon pink sheet current value and its past values and can show if there is a momentum factor associated with investing in SGL Carbon SE.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in SGL Pink Sheet
SGL Carbon financial ratios help investors to determine whether SGL 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 SGL with respect to the benefits of owning SGL Carbon security.