Signa Sports United Stock Market Value
| SSUNF Stock | 0.0001 0.00 0.00% |
| Symbol | SIGNA |
SIGNA Sports '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 SIGNA Sports' 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 SIGNA Sports.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in SIGNA Sports on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding SIGNA Sports United or generate 0.0% return on investment in SIGNA Sports over 180 days.
SIGNA Sports 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 SIGNA Sports' 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 SIGNA Sports United upside and downside potential and time the market with a certain degree of confidence.
SIGNA Sports Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SIGNA Sports' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SIGNA Sports' standard deviation. In reality, there are many statistical measures that can use SIGNA Sports historical prices to predict the future SIGNA Sports' volatility.SIGNA Sports United Backtested Returns
SIGNA Sports United owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the firm had a 0.11 % return per unit of volatility over the last 3 months. We were able to interpolate three different technical indicators, which can help you to evaluate if expected returns of 14.29% are justified by taking the suggested risk. The entity has a beta of 0.0, which indicates not very significant fluctuations relative to the market. the returns on MARKET and SIGNA Sports are completely uncorrelated.
Auto-correlation | 0.00 |
No correlation between past and present
SIGNA Sports United has no correlation between past and present. Overlapping area represents the amount of predictability between SIGNA Sports time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th 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 SIGNA Sports United price movement. The serial correlation of 0.0 indicates that just 0.0% of current SIGNA Sports price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
SIGNA Sports United lagged returns against current returns
Autocorrelation, which is SIGNA Sports 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 SIGNA Sports' pink sheet expected returns. We can calculate the autocorrelation of SIGNA Sports returns to help us make a trade decision. For example, suppose you find that SIGNA Sports 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 |
SIGNA Sports 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 SIGNA Sports pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SIGNA Sports pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SIGNA Sports pink sheet over time.
Current vs Lagged Prices |
| Timeline |
SIGNA Sports Lagged Returns
When evaluating SIGNA Sports' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SIGNA Sports pink sheet have on its future price. SIGNA Sports 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, SIGNA Sports autocorrelation shows the relationship between SIGNA Sports pink sheet current value and its past values and can show if there is a momentum factor associated with investing in SIGNA Sports United.
Regressed Prices |
| Timeline |