Strer Se Co Stock Market Value
| SOTDF Stock | USD 41.88 0.00 0.00% |
| Symbol | Strer |
Strer SE '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 Strer SE'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 Strer SE.
| 06/18/2024 |
| 01/09/2026 |
If you would invest 0.00 in Strer SE on June 18, 2024 and sell it all today you would earn a total of 0.00 from holding Strer SE Co or generate 0.0% return on investment in Strer SE over 570 days. Strer SE is related to or competes with Hakuhodo, Orange Polska, Chorus, and Metropole. KGaA provides out-of-home media and online advertising solutions in Germany and internationally More
Strer SE 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 Strer SE'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 Strer SE Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 30.93 |
Strer SE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Strer SE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Strer SE's standard deviation. In reality, there are many statistical measures that can use Strer SE historical prices to predict the future Strer SE's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.42) | |||
| Total Risk Alpha | (0.86) | |||
| Treynor Ratio | 0.5587 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Strer SE'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.
Strer SE Backtested Returns
Strer SE owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.13, which indicates the firm had a -0.13 % return per unit of risk over the last 3 months. Strer SE Co exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Strer SE's Risk Adjusted Performance of (0.08), coefficient of variation of (812.40), and Variance of 14.49 to confirm the risk estimate we provide. The entity has a beta of -0.86, which indicates possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Strer SE are expected to decrease slowly. On the other hand, during market turmoil, Strer SE is expected to outperform it slightly. At this point, Strer SE has a negative expected return of -0.49%. Please make sure to validate Strer SE's standard deviation, as well as the relationship between the maximum drawdown and day median price , to decide if Strer SE performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.42 |
Average predictability
Strer SE Co has average predictability. Overlapping area represents the amount of predictability between Strer SE time series from 18th of June 2024 to 30th of March 2025 and 30th of March 2025 to 9th 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 Strer SE price movement. The serial correlation of 0.42 indicates that just about 42.0% of current Strer SE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | -0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 48.54 |
Strer SE lagged returns against current returns
Autocorrelation, which is Strer SE 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 Strer SE's pink sheet expected returns. We can calculate the autocorrelation of Strer SE returns to help us make a trade decision. For example, suppose you find that Strer SE 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 |
Strer SE 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 Strer SE pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Strer SE pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Strer SE pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Strer SE Lagged Returns
When evaluating Strer SE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Strer SE pink sheet have on its future price. Strer SE 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, Strer SE autocorrelation shows the relationship between Strer SE pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Strer SE Co.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Strer Pink Sheet
Strer SE financial ratios help investors to determine whether Strer 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 Strer with respect to the benefits of owning Strer SE security.