STEICO SE (Germany) Market Value
| ST5 Stock | EUR 23.00 0.80 3.36% |
| Symbol | STEICO |
STEICO 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 STEICO SE's stock 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 STEICO SE.
| 11/16/2025 |
| 02/14/2026 |
If you would invest 0.00 in STEICO SE on November 16, 2025 and sell it all today you would earn a total of 0.00 from holding STEICO SE or generate 0.0% return on investment in STEICO SE over 90 days. STEICO SE is related to or competes with Abbott Laboratories, Advanced Micro, Philip Morris, Amgen, Hong Kong, SHIN-ETSU CHEMICAL, and RECKITT BENCK. STEICO SE develops, produces, and markets ecological construction products made of renewable raw materials worldwide More
STEICO 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 STEICO SE's stock 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 STEICO SE upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.91 | |||
| Information Ratio | 0.0861 | |||
| Maximum Drawdown | 11.57 | |||
| Value At Risk | (3.20) | |||
| Potential Upside | 4.22 |
STEICO SE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for STEICO SE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as STEICO SE's standard deviation. In reality, there are many statistical measures that can use STEICO SE historical prices to predict the future STEICO SE's volatility.| Risk Adjusted Performance | 0.1006 | |||
| Jensen Alpha | 0.2628 | |||
| Total Risk Alpha | 0.0869 | |||
| Sortino Ratio | 0.1031 | |||
| Treynor Ratio | (2.45) |
STEICO SE February 14, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1006 | |||
| Market Risk Adjusted Performance | (2.44) | |||
| Mean Deviation | 1.67 | |||
| Semi Deviation | 1.57 | |||
| Downside Deviation | 1.91 | |||
| Coefficient Of Variation | 856.89 | |||
| Standard Deviation | 2.28 | |||
| Variance | 5.21 | |||
| Information Ratio | 0.0861 | |||
| Jensen Alpha | 0.2628 | |||
| Total Risk Alpha | 0.0869 | |||
| Sortino Ratio | 0.1031 | |||
| Treynor Ratio | (2.45) | |||
| Maximum Drawdown | 11.57 | |||
| Value At Risk | (3.20) | |||
| Potential Upside | 4.22 | |||
| Downside Variance | 3.64 | |||
| Semi Variance | 2.46 | |||
| Expected Short fall | (2.23) | |||
| Skewness | 0.6481 | |||
| Kurtosis | 0.8969 |
STEICO SE Backtested Returns
STEICO SE appears to be not too volatile, given 3 months investment horizon. STEICO SE owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0938, which indicates the firm had a 0.0938 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for STEICO SE, which you can use to evaluate the volatility of the company. Please review STEICO SE's coefficient of variation of 856.89, and Risk Adjusted Performance of 0.1006 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, STEICO SE holds a performance score of 7. The entity has a beta of -0.1, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning STEICO SE are expected to decrease at a much lower rate. During the bear market, STEICO SE is likely to outperform the market. Please check STEICO SE's downside deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether STEICO SE's existing price patterns will revert.
Auto-correlation | 0.15 |
Insignificant predictability
STEICO SE has insignificant predictability. Overlapping area represents the amount of predictability between STEICO SE time series from 16th of November 2025 to 31st of December 2025 and 31st of December 2025 to 14th of February 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 STEICO SE price movement. The serial correlation of 0.15 indicates that less than 15.0% of current STEICO SE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.15 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 2.82 |
Currently Active Assets on Macroaxis
| FSLY | Fastly Class A | |
| MOB | Mobilicom Limited American | |
| CMG | Chipotle Mexican Grill | |
| CSAN | Cosan SA ADR | |
| RKT | Rocket Companies |
Other Information on Investing in STEICO Stock
STEICO SE financial ratios help investors to determine whether STEICO Stock 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 STEICO with respect to the benefits of owning STEICO SE security.