Salzgitter Ag Stock Market Value
| SZGPF Stock | USD 53.44 6.64 14.19% |
| Symbol | Salzgitter |
Salzgitter '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 Salzgitter'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 Salzgitter.
| 11/09/2025 |
| 01/08/2026 |
If you would invest 0.00 in Salzgitter on November 9, 2025 and sell it all today you would earn a total of 0.00 from holding Salzgitter AG or generate 0.0% return on investment in Salzgitter over 60 days. Salzgitter is related to or competes with Usinas Siderurgicas, Outokumpu Oyj, Labrador Iron, Tokai Carbon, Klöckner, Sinofert Holdings, and Borregaard ASA. Salzgitter AG, together with its subsidiaries, engages in steel and technology businesses worldwide More
Salzgitter 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 Salzgitter'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 Salzgitter AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.2349 | |||
| Maximum Drawdown | 30.08 | |||
| Potential Upside | 11.36 |
Salzgitter Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Salzgitter's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Salzgitter's standard deviation. In reality, there are many statistical measures that can use Salzgitter historical prices to predict the future Salzgitter's volatility.| Risk Adjusted Performance | 0.195 | |||
| Jensen Alpha | 1.07 | |||
| Total Risk Alpha | 0.7104 | |||
| Treynor Ratio | 5.91 |
Salzgitter AG Backtested Returns
Salzgitter is very steady given 3 months investment horizon. Salzgitter AG owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.26, which indicates the firm had a 0.26 % return per unit of risk over the last 3 months. We were able to interpolate data for twenty different technical indicators, which can help you to evaluate if expected returns of 1.18% are justified by taking the suggested risk. Use Salzgitter AG Risk Adjusted Performance of 0.195, variance of 18.81, and Coefficient Of Variation of 397.01 to evaluate company specific risk that cannot be diversified away. Salzgitter holds a performance score of 20 on a scale of zero to a hundred. The entity has a beta of 0.18, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Salzgitter's returns are expected to increase less than the market. However, during the bear market, the loss of holding Salzgitter is expected to be smaller as well. Use Salzgitter AG information ratio, skewness, as well as the relationship between the Skewness and day median price , to analyze future returns on Salzgitter AG.
Auto-correlation | 0.87 |
Very good predictability
Salzgitter AG has very good predictability. Overlapping area represents the amount of predictability between Salzgitter time series from 9th of November 2025 to 9th of December 2025 and 9th of December 2025 to 8th of January 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 Salzgitter AG price movement. The serial correlation of 0.87 indicates that approximately 87.0% of current Salzgitter price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.87 | |
| Spearman Rank Test | 0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 12.63 |
Salzgitter AG lagged returns against current returns
Autocorrelation, which is Salzgitter 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 Salzgitter's pink sheet expected returns. We can calculate the autocorrelation of Salzgitter returns to help us make a trade decision. For example, suppose you find that Salzgitter 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 |
Salzgitter 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 Salzgitter pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Salzgitter pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Salzgitter pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Salzgitter Lagged Returns
When evaluating Salzgitter's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Salzgitter pink sheet have on its future price. Salzgitter 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, Salzgitter autocorrelation shows the relationship between Salzgitter pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Salzgitter AG.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Salzgitter Pink Sheet
Salzgitter financial ratios help investors to determine whether Salzgitter 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 Salzgitter with respect to the benefits of owning Salzgitter security.