Siemens Ag Class Stock Market Value
| SMAWF Stock | USD 290.76 4.90 1.71% |
| Symbol | Siemens |
Siemens AG '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 Siemens AG'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 Siemens AG.
| 10/13/2024 |
| 01/06/2026 |
If you would invest 0.00 in Siemens AG on October 13, 2024 and sell it all today you would earn a total of 0.00 from holding Siemens AG Class or generate 0.0% return on investment in Siemens AG over 450 days. Siemens AG is related to or competes with Schneider Electric, Schneider Electric, Aena SME, Airbus Group, Airbus Group, Siemens Energy, and Wartsila Oyj. Siemens Aktiengesellschaft, a technology company, focuses in the areas of automation and digitalization in Europe, Commo... More
Siemens AG 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 Siemens AG'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 Siemens AG Class upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.49 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 12.35 | |||
| Value At Risk | (2.68) | |||
| Potential Upside | 3.06 |
Siemens AG Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Siemens AG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Siemens AG's standard deviation. In reality, there are many statistical measures that can use Siemens AG historical prices to predict the future Siemens AG's volatility.| Risk Adjusted Performance | 0.0258 | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.19) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0322 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Siemens AG'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.
Siemens AG Class Backtested Returns
At this point, Siemens AG is very steady. Siemens AG Class owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0264, which indicates the firm had a 0.0264 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Siemens AG Class, which you can use to evaluate the volatility of the company. Please validate Siemens AG's Risk Adjusted Performance of 0.0258, semi deviation of 2.3, and Coefficient Of Variation of 3785.73 to confirm if the risk estimate we provide is consistent with the expected return of 0.054%. Siemens AG has a performance score of 2 on a scale of 0 to 100. The entity has a beta of 1.37, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Siemens AG will likely underperform. Siemens AG Class right now has a risk of 2.04%. Please validate Siemens AG jensen alpha, semi variance, day typical price, as well as the relationship between the maximum drawdown and accumulation distribution , to decide if Siemens AG will be following its existing price patterns.
Auto-correlation | 0.71 |
Good predictability
Siemens AG Class has good predictability. Overlapping area represents the amount of predictability between Siemens AG time series from 13th of October 2024 to 26th of May 2025 and 26th of May 2025 to 6th 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 Siemens AG Class price movement. The serial correlation of 0.71 indicates that around 71.0% of current Siemens AG price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.71 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 156.02 |
Siemens AG Class lagged returns against current returns
Autocorrelation, which is Siemens AG 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 Siemens AG's pink sheet expected returns. We can calculate the autocorrelation of Siemens AG returns to help us make a trade decision. For example, suppose you find that Siemens AG 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 |
Siemens AG 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 Siemens AG pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Siemens AG pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Siemens AG pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Siemens AG Lagged Returns
When evaluating Siemens AG's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Siemens AG pink sheet have on its future price. Siemens AG 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, Siemens AG autocorrelation shows the relationship between Siemens AG pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Siemens AG Class.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Siemens Pink Sheet
Siemens AG financial ratios help investors to determine whether Siemens 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 Siemens with respect to the benefits of owning Siemens AG security.