SLIGRO FOOD (Germany) Market Value
| 8SF Stock | 11.68 0.14 1.18% |
| Symbol | SLIGRO |
SLIGRO FOOD '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 SLIGRO FOOD'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 SLIGRO FOOD.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in SLIGRO FOOD on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding SLIGRO FOOD GROUP or generate 0.0% return on investment in SLIGRO FOOD over 90 days. SLIGRO FOOD is related to or competes with INSURANCE AUST, X-FAB Silicon, Chunghwa Telecom, Insurance Australia, Computer, Charter Communications, and VIENNA INSURANCE. More
SLIGRO FOOD 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 SLIGRO FOOD'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 SLIGRO FOOD GROUP upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.78 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 21.62 | |||
| Value At Risk | (2.56) | |||
| Potential Upside | 2.67 |
SLIGRO FOOD Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SLIGRO FOOD's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SLIGRO FOOD's standard deviation. In reality, there are many statistical measures that can use SLIGRO FOOD historical prices to predict the future SLIGRO FOOD's volatility.| Risk Adjusted Performance | 0.0217 | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.56) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.063 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of SLIGRO FOOD's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
SLIGRO FOOD GROUP Backtested Returns
Currently, SLIGRO FOOD GROUP is not too volatile. SLIGRO FOOD GROUP owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0171, which indicates the firm had a 0.0171 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for SLIGRO FOOD GROUP, which you can use to evaluate the volatility of the company. Please validate SLIGRO FOOD's coefficient of variation of 5859.92, and Risk Adjusted Performance of 0.0217 to confirm if the risk estimate we provide is consistent with the expected return of 0.0437%. SLIGRO FOOD has a performance score of 1 on a scale of 0 to 100. The entity has a beta of 0.54, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SLIGRO FOOD's returns are expected to increase less than the market. However, during the bear market, the loss of holding SLIGRO FOOD is expected to be smaller as well. SLIGRO FOOD GROUP currently has a risk of 2.56%. Please validate SLIGRO FOOD treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to decide if SLIGRO FOOD will be following its existing price patterns.
Auto-correlation | -0.48 |
Modest reverse predictability
SLIGRO FOOD GROUP has modest reverse predictability. Overlapping area represents the amount of predictability between SLIGRO FOOD time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 SLIGRO FOOD GROUP price movement. The serial correlation of -0.48 indicates that about 48.0% of current SLIGRO FOOD price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.48 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.51 |
SLIGRO FOOD GROUP lagged returns against current returns
Autocorrelation, which is SLIGRO FOOD 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 SLIGRO FOOD's stock expected returns. We can calculate the autocorrelation of SLIGRO FOOD returns to help us make a trade decision. For example, suppose you find that SLIGRO FOOD 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 |
SLIGRO FOOD 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 SLIGRO FOOD stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SLIGRO FOOD stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SLIGRO FOOD stock over time.
Current vs Lagged Prices |
| Timeline |
SLIGRO FOOD Lagged Returns
When evaluating SLIGRO FOOD's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SLIGRO FOOD stock have on its future price. SLIGRO FOOD 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, SLIGRO FOOD autocorrelation shows the relationship between SLIGRO FOOD stock current value and its past values and can show if there is a momentum factor associated with investing in SLIGRO FOOD GROUP.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for SLIGRO Stock Analysis
When running SLIGRO FOOD's price analysis, check to measure SLIGRO FOOD's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy SLIGRO FOOD is operating at the current time. Most of SLIGRO FOOD's value examination focuses on studying past and present price action to predict the probability of SLIGRO FOOD's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SLIGRO FOOD's price. Additionally, you may evaluate how the addition of SLIGRO FOOD to your portfolios can decrease your overall portfolio volatility.