Sartorius Aktiengesellschaft Stock Market Value
| SSSGY Stock | USD 43.34 0.00 0.00% |
| Symbol | Sartorius |
Sartorius Aktiengesellscha '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 Sartorius Aktiengesellscha'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 Sartorius Aktiengesellscha.
| 11/30/2025 |
| 12/30/2025 |
If you would invest 0.00 in Sartorius Aktiengesellscha on November 30, 2025 and sell it all today you would earn a total of 0.00 from holding Sartorius Aktiengesellschaft or generate 0.0% return on investment in Sartorius Aktiengesellscha over 30 days. Sartorius Aktiengesellscha is related to or competes with Alibaba Health, Alibaba Health, Eurofins Scientific, CochLear, Cochlear, and BioMérieux. Sartorius Aktiengesellschaft provides bioprocess solutions and lab products and services worldwide More
Sartorius Aktiengesellscha 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 Sartorius Aktiengesellscha'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 Sartorius Aktiengesellschaft upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0763 | |||
| Maximum Drawdown | 14.44 |
Sartorius Aktiengesellscha Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sartorius Aktiengesellscha's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sartorius Aktiengesellscha's standard deviation. In reality, there are many statistical measures that can use Sartorius Aktiengesellscha historical prices to predict the future Sartorius Aktiengesellscha's volatility.| Risk Adjusted Performance | 0.0926 | |||
| Jensen Alpha | 0.1896 | |||
| Total Risk Alpha | 0.0237 | |||
| Treynor Ratio | 0.7947 |
Sartorius Aktiengesellscha Backtested Returns
Sartorius Aktiengesellscha appears to be very steady, given 3 months investment horizon. Sartorius Aktiengesellscha 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. We have found seventeen technical indicators for Sartorius Aktiengesellschaft, which you can use to evaluate the volatility of the company. Please review Sartorius Aktiengesellscha's Coefficient Of Variation of 812.4, variance of 3.16, and Risk Adjusted Performance of 0.0926 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sartorius Aktiengesellscha holds a performance score of 10. The entity has a beta of 0.26, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sartorius Aktiengesellscha's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sartorius Aktiengesellscha is expected to be smaller as well. Please check Sartorius Aktiengesellscha's risk adjusted performance, information ratio, as well as the relationship between the Information Ratio and day median price , to make a quick decision on whether Sartorius Aktiengesellscha's existing price patterns will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Sartorius Aktiengesellschaft has no correlation between past and present. Overlapping area represents the amount of predictability between Sartorius Aktiengesellscha time series from 30th of November 2025 to 15th of December 2025 and 15th of December 2025 to 30th 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 Sartorius Aktiengesellscha price movement. The serial correlation of 0.0 indicates that just 0.0% of current Sartorius Aktiengesellscha price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Sartorius Aktiengesellscha lagged returns against current returns
Autocorrelation, which is Sartorius Aktiengesellscha 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 Sartorius Aktiengesellscha's pink sheet expected returns. We can calculate the autocorrelation of Sartorius Aktiengesellscha returns to help us make a trade decision. For example, suppose you find that Sartorius Aktiengesellscha 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 |
Sartorius Aktiengesellscha 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 Sartorius Aktiengesellscha pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sartorius Aktiengesellscha pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sartorius Aktiengesellscha pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Sartorius Aktiengesellscha Lagged Returns
When evaluating Sartorius Aktiengesellscha's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sartorius Aktiengesellscha pink sheet have on its future price. Sartorius Aktiengesellscha 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, Sartorius Aktiengesellscha autocorrelation shows the relationship between Sartorius Aktiengesellscha pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Sartorius Aktiengesellschaft.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Sartorius Pink Sheet Analysis
When running Sartorius Aktiengesellscha's price analysis, check to measure Sartorius Aktiengesellscha's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Sartorius Aktiengesellscha is operating at the current time. Most of Sartorius Aktiengesellscha's value examination focuses on studying past and present price action to predict the probability of Sartorius Aktiengesellscha's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sartorius Aktiengesellscha's price. Additionally, you may evaluate how the addition of Sartorius Aktiengesellscha to your portfolios can decrease your overall portfolio volatility.