Strabag SE's market value is the price at which a share of Strabag SE trades on a public exchange. It measures the collective expectations of Strabag SE investors about its performance. Strabag SE is trading at 92.77 as of the 25th of December 2025. This is a 0.28 percent decrease since the beginning of the trading day. The stock's lowest day price was 92.77. With this module, you can estimate the performance of a buy and hold strategy of Strabag SE and determine expected loss or profit from investing in Strabag SE over a given investment horizon. Check out Strabag SE Correlation, Strabag SE Volatility and Strabag SE Alpha and Beta module to complement your research on Strabag SE.
Please note, there is a significant difference between Strabag SE's value and its price as these two are different measures arrived at by different means. Investors typically determine if Strabag SE is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Strabag SE'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.
Strabag 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 Strabag SE'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 Strabag SE.
0.00
06/28/2025
No Change 0.00
0.0
In 5 months and 30 days
12/25/2025
0.00
If you would invest 0.00 in Strabag SE on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Strabag SE or generate 0.0% return on investment in Strabag SE over 180 days. Strabag SE is related to or competes with Eiffage SA, Skanska AB, Taisei, Skanska AB, AtkinsRalis, Eiffage SA, and Obayashi. Strabag SE, together with its subsidiaries, operates as a construction company More
Strabag 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 Strabag SE'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 Strabag SE 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 Strabag SE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Strabag SE's standard deviation. In reality, there are many statistical measures that can use Strabag SE historical prices to predict the future Strabag SE's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Strabag SE. Your research has to be compared to or analyzed against Strabag SE's peers to derive any actionable benefits. When done correctly, Strabag SE's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Strabag SE.
Strabag SE Backtested Returns
At this point, Strabag SE is very steady. Strabag SE owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0343, which indicates the firm had a 0.0343 % return per unit of risk over the last 3 months. We have found twenty technical indicators for Strabag SE, which you can use to evaluate the volatility of the company. Please validate Strabag SE's Risk Adjusted Performance of (0.01), variance of 12.65, and Coefficient Of Variation of (4,680) to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. Strabag SE has a performance score of 2 on a scale of 0 to 100. The entity has a beta of -1.11, which indicates a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Strabag SE are expected to decrease slowly. On the other hand, during market turmoil, Strabag SE is expected to outperform it slightly. Strabag SE right now has a risk of 3.27%. Please validate Strabag SE kurtosis, as well as the relationship between the day median price and period momentum indicator , to decide if Strabag SE will be following its existing price patterns.
Auto-correlation
-0.63
Very good reverse predictability
Strabag SE has very good reverse predictability. Overlapping area represents the amount of predictability between Strabag SE 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 Strabag SE price movement. The serial correlation of -0.63 indicates that roughly 63.0% of current Strabag SE price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.63
Spearman Rank Test
0.45
Residual Average
0.0
Price Variance
48.36
Strabag SE lagged returns against current returns
Autocorrelation, which is Strabag SE 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 Strabag SE's pink sheet expected returns. We can calculate the autocorrelation of Strabag SE returns to help us make a trade decision. For example, suppose you find that Strabag SE 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
Strabag SE 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 Strabag SE pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Strabag SE pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Strabag SE pink sheet over time.
Current vs Lagged Prices
Timeline
Strabag SE Lagged Returns
When evaluating Strabag SE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Strabag SE pink sheet have on its future price. Strabag SE 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, Strabag SE autocorrelation shows the relationship between Strabag SE pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Strabag SE.
Other Information on Investing in Strabag Pink Sheet
Strabag SE financial ratios help investors to determine whether Strabag 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 Strabag with respect to the benefits of owning Strabag SE security.