Gr Sarantis Sa Stock Market Value
| SRTSF Stock | USD 15.64 0.11 0.70% |
| Symbol | SRTSF |
Gr Sarantis '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 Gr Sarantis' 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 Gr Sarantis.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in Gr Sarantis on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Gr Sarantis SA or generate 0.0% return on investment in Gr Sarantis over 30 days. Gr Sarantis is related to or competes with Ontex Group, Pigeon Corp, Amsterdam Commodities, Anadolu Efes, Savencia, and AG BARR. Sarantis S.A., together with its subsidiaries, produces and trades in cosmetics, household products, and parapharmaceuti... More
Gr Sarantis 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 Gr Sarantis' 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 Gr Sarantis SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.23) | |||
| Maximum Drawdown | 7.13 |
Gr Sarantis Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gr Sarantis' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gr Sarantis' standard deviation. In reality, there are many statistical measures that can use Gr Sarantis historical prices to predict the future Gr Sarantis' volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | 1.87 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Gr Sarantis' 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.
Gr Sarantis SA Backtested Returns
Gr Sarantis SA retains Efficiency (Sharpe Ratio) of -0.14, which attests that the entity had a -0.14 % return per unit of price deviation over the last 3 months. Gr Sarantis exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Gr Sarantis' Market Risk Adjusted Performance of 1.88, information ratio of (0.23), and Coefficient Of Variation of (742.39) to validate the risk estimate we provide. The company owns a Beta (Systematic Risk) of -0.0687, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Gr Sarantis are expected to decrease at a much lower rate. During the bear market, Gr Sarantis is likely to outperform the market. At this point, Gr Sarantis SA has a negative expected return of -0.12%. Please make sure to check out Gr Sarantis' variance, as well as the relationship between the kurtosis and price action indicator , to decide if Gr Sarantis SA performance from the past will be repeated in the future.
Auto-correlation | 0.00 |
No correlation between past and present
Gr Sarantis SA has no correlation between past and present. Overlapping area represents the amount of predictability between Gr Sarantis time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th 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 Gr Sarantis SA price movement. The serial correlation of 0.0 indicates that just 0.0% of current Gr Sarantis price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.41 |
Gr Sarantis SA lagged returns against current returns
Autocorrelation, which is Gr Sarantis 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 Gr Sarantis' pink sheet expected returns. We can calculate the autocorrelation of Gr Sarantis returns to help us make a trade decision. For example, suppose you find that Gr Sarantis 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 |
Gr Sarantis 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 Gr Sarantis pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gr Sarantis pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gr Sarantis pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Gr Sarantis Lagged Returns
When evaluating Gr Sarantis' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gr Sarantis pink sheet have on its future price. Gr Sarantis 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, Gr Sarantis autocorrelation shows the relationship between Gr Sarantis pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Gr Sarantis SA.
Regressed Prices |
| Timeline |
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Other Information on Investing in SRTSF Pink Sheet
Gr Sarantis financial ratios help investors to determine whether SRTSF 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 SRTSF with respect to the benefits of owning Gr Sarantis security.