SIRIUSPOINT (Germany) Market Value
| 3XPA Stock | EUR 16.10 0.30 1.90% |
| Symbol | SIRIUSPOINT |
SIRIUSPOINT '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 SIRIUSPOINT'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 SIRIUSPOINT.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in SIRIUSPOINT on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding SIRIUSPOINT LTD DL 10 or generate 0.0% return on investment in SIRIUSPOINT over 90 days. SIRIUSPOINT is related to or competes with UNITED UTILITIES, Perdoceo Education, Western Copper, Grand Canyon, Algonquin Power, Canadian Utilities, and G8 EDUCATION. SiriusPoint Ltd. provides specialty property and casualty reinsurance products to insurance and reinsurance companies wo... More
SIRIUSPOINT 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 SIRIUSPOINT'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 SIRIUSPOINT LTD DL 10 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.0 | |||
| Information Ratio | 0.0353 | |||
| Maximum Drawdown | 16.59 | |||
| Value At Risk | (3.59) | |||
| Potential Upside | 5.19 |
SIRIUSPOINT Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SIRIUSPOINT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SIRIUSPOINT's standard deviation. In reality, there are many statistical measures that can use SIRIUSPOINT historical prices to predict the future SIRIUSPOINT's volatility.| Risk Adjusted Performance | 0.0861 | |||
| Jensen Alpha | 0.2452 | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | 0.0332 | |||
| Treynor Ratio | (2.04) |
SIRIUSPOINT LTD DL Backtested Returns
SIRIUSPOINT appears to be not too volatile, given 3 months investment horizon. SIRIUSPOINT LTD DL owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the firm had a 0.12 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for SIRIUSPOINT LTD DL 10, which you can use to evaluate the volatility of the company. Please review SIRIUSPOINT's coefficient of variation of 1175.83, and Risk Adjusted Performance of 0.0861 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, SIRIUSPOINT holds a performance score of 9. The entity has a beta of -0.11, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SIRIUSPOINT are expected to decrease at a much lower rate. During the bear market, SIRIUSPOINT is likely to outperform the market. Please check SIRIUSPOINT's coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the information ratio and total risk alpha , to make a quick decision on whether SIRIUSPOINT's existing price patterns will revert.
Auto-correlation | -0.11 |
Insignificant reverse predictability
SIRIUSPOINT LTD DL 10 has insignificant reverse predictability. Overlapping area represents the amount of predictability between SIRIUSPOINT time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th of July 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 SIRIUSPOINT LTD DL price movement. The serial correlation of -0.11 indicates that less than 11.0% of current SIRIUSPOINT price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.11 | |
| Spearman Rank Test | -0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.26 |
SIRIUSPOINT LTD DL lagged returns against current returns
Autocorrelation, which is SIRIUSPOINT 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 SIRIUSPOINT's stock expected returns. We can calculate the autocorrelation of SIRIUSPOINT returns to help us make a trade decision. For example, suppose you find that SIRIUSPOINT 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 |
SIRIUSPOINT 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 SIRIUSPOINT stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SIRIUSPOINT stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SIRIUSPOINT stock over time.
Current vs Lagged Prices |
| Timeline |
SIRIUSPOINT Lagged Returns
When evaluating SIRIUSPOINT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SIRIUSPOINT stock have on its future price. SIRIUSPOINT 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, SIRIUSPOINT autocorrelation shows the relationship between SIRIUSPOINT stock current value and its past values and can show if there is a momentum factor associated with investing in SIRIUSPOINT LTD DL 10.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in SIRIUSPOINT Stock
SIRIUSPOINT financial ratios help investors to determine whether SIRIUSPOINT 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 SIRIUSPOINT with respect to the benefits of owning SIRIUSPOINT security.