Stadlauer Malzfabrik (Austria) Market Value
| STM Stock | EUR 50.00 0.00 0.00% |
| Symbol | Stadlauer |
Stadlauer Malzfabrik '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 Stadlauer Malzfabrik'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 Stadlauer Malzfabrik.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in Stadlauer Malzfabrik on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding Stadlauer Malzfabrik Aktiengesellschaft or generate 0.0% return on investment in Stadlauer Malzfabrik over 720 days. Stadlauer Malzfabrik is related to or competes with CA Immobilien, AGRANA Beteiligungs, Mayr Melnhof, Kapsch Traffic, and AMAG Austria. More
Stadlauer Malzfabrik 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 Stadlauer Malzfabrik'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 Stadlauer Malzfabrik Aktiengesellschaft upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 9.76 |
Stadlauer Malzfabrik Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Stadlauer Malzfabrik's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Stadlauer Malzfabrik's standard deviation. In reality, there are many statistical measures that can use Stadlauer Malzfabrik historical prices to predict the future Stadlauer Malzfabrik's volatility.| Risk Adjusted Performance | 0.04 | |||
| Jensen Alpha | 0.0215 | |||
| Total Risk Alpha | (0.14) | |||
| Treynor Ratio | 0.2261 |
Stadlauer Malzfabrik Backtested Returns
Stadlauer Malzfabrik is very steady at the moment. Stadlauer Malzfabrik owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0055, which indicates the firm had a 0.0055% return per unit of risk over the last 3 months. We have found seventeen technical indicators for Stadlauer Malzfabrik Aktiengesellschaft, which you can use to evaluate the volatility of the company. Please validate Stadlauer Malzfabrik's Coefficient Of Variation of 2090.79, risk adjusted performance of 0.04, and Variance of 1.37 to confirm if the risk estimate we provide is consistent with the expected return of 0.0061%. The entity has a beta of 0.2, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Stadlauer Malzfabrik's returns are expected to increase less than the market. However, during the bear market, the loss of holding Stadlauer Malzfabrik is expected to be smaller as well. Stadlauer Malzfabrik right now has a risk of 1.12%. Please validate Stadlauer Malzfabrik information ratio, as well as the relationship between the kurtosis and relative strength index , to decide if Stadlauer Malzfabrik will be following its existing price patterns.
Auto-correlation | 0.61 |
Good predictability
Stadlauer Malzfabrik Aktiengesellschaft has good predictability. Overlapping area represents the amount of predictability between Stadlauer Malzfabrik time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 to 28th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Stadlauer Malzfabrik price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Stadlauer Malzfabrik price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 19.46 |
Stadlauer Malzfabrik lagged returns against current returns
Autocorrelation, which is Stadlauer Malzfabrik stock'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 Stadlauer Malzfabrik's stock expected returns. We can calculate the autocorrelation of Stadlauer Malzfabrik returns to help us make a trade decision. For example, suppose you find that Stadlauer Malzfabrik has exhibited high autocorrelation historically, and you observe that the stock 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 |
Stadlauer Malzfabrik 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 Stadlauer Malzfabrik stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Stadlauer Malzfabrik stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Stadlauer Malzfabrik stock over time.
Current vs Lagged Prices |
| Timeline |
Stadlauer Malzfabrik Lagged Returns
When evaluating Stadlauer Malzfabrik's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Stadlauer Malzfabrik stock have on its future price. Stadlauer Malzfabrik 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, Stadlauer Malzfabrik autocorrelation shows the relationship between Stadlauer Malzfabrik stock current value and its past values and can show if there is a momentum factor associated with investing in Stadlauer Malzfabrik Aktiengesellschaft.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Stadlauer Stock
Stadlauer Malzfabrik financial ratios help investors to determine whether Stadlauer 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 Stadlauer with respect to the benefits of owning Stadlauer Malzfabrik security.