Stadler Rail's market value is the price at which a share of Stadler Rail trades on a public exchange. It measures the collective expectations of Stadler Rail AG investors about its performance. Stadler Rail is trading at 26.10 as of the 28th of December 2025. This is a No Change since the beginning of the trading day. The stock's lowest day price was 26.1. With this module, you can estimate the performance of a buy and hold strategy of Stadler Rail AG and determine expected loss or profit from investing in Stadler Rail over a given investment horizon. Check out Stadler Rail Correlation, Stadler Rail Volatility and Stadler Rail Alpha and Beta module to complement your research on Stadler Rail.
Please note, there is a significant difference between Stadler Rail's value and its price as these two are different measures arrived at by different means. Investors typically determine if Stadler Rail is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Stadler Rail's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Stadler Rail '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 Stadler Rail'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 Stadler Rail.
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11/28/2025
No Change 0.00
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In 31 days
12/28/2025
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If you would invest 0.00 in Stadler Rail on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding Stadler Rail AG or generate 0.0% return on investment in Stadler Rail over 30 days. Stadler Rail is related to or competes with ComfortdelgroLtd, Vossloh AG, Zhuzhou CRRC, Koninklijke BAM, Operadora, Interroll Holding, and Guangshen Railway. Stadler Rail AG, through its subsidiaries, engages in the manufacture and sale of trains in Switzerland, Germany, Austri... More
Stadler Rail 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 Stadler Rail'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 Stadler Rail AG upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Stadler Rail's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Stadler Rail's standard deviation. In reality, there are many statistical measures that can use Stadler Rail historical prices to predict the future Stadler Rail's volatility.
At this point, Stadler Rail is very steady. Stadler Rail AG owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.17, which indicates the firm had a 0.17 % return per unit of risk over the last 3 months. We have found seventeen technical indicators for Stadler Rail AG, which you can use to evaluate the volatility of the company. Please validate Stadler Rail's Risk Adjusted Performance of 0.1103, coefficient of variation of 593.49, and Variance of 0.1535 to confirm if the risk estimate we provide is consistent with the expected return of 0.066%. Stadler Rail has a performance score of 13 on a scale of 0 to 100. The entity has a beta of 0.0643, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Stadler Rail's returns are expected to increase less than the market. However, during the bear market, the loss of holding Stadler Rail is expected to be smaller as well. Stadler Rail AG right now has a risk of 0.39%. Please validate Stadler Rail maximum drawdown, and the relationship between the variance and rate of daily change , to decide if Stadler Rail will be following its existing price patterns.
Auto-correlation
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No correlation between past and present
Stadler Rail AG has no correlation between past and present. Overlapping area represents the amount of predictability between Stadler Rail time series from 28th of November 2025 to 13th of December 2025 and 13th of December 2025 to 28th 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 Stadler Rail AG price movement. The serial correlation of 0.0 indicates that just 0.0% of current Stadler Rail price fluctuation can be explain by its past prices.
Correlation Coefficient
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Spearman Rank Test
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Residual Average
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Price Variance
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Stadler Rail AG lagged returns against current returns
Autocorrelation, which is Stadler Rail 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 Stadler Rail's pink sheet expected returns. We can calculate the autocorrelation of Stadler Rail returns to help us make a trade decision. For example, suppose you find that Stadler Rail 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
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Stadler Rail 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 Stadler Rail pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Stadler Rail pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Stadler Rail pink sheet over time.
Current vs Lagged Prices
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Stadler Rail Lagged Returns
When evaluating Stadler Rail's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Stadler Rail pink sheet have on its future price. Stadler Rail 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, Stadler Rail autocorrelation shows the relationship between Stadler Rail pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Stadler Rail AG.
Other Information on Investing in Stadler Pink Sheet
Stadler Rail financial ratios help investors to determine whether Stadler 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 Stadler with respect to the benefits of owning Stadler Rail security.