Stratec SE (Germany) Market Value
| SBS Stock | EUR 29.00 1.10 3.94% |
| Symbol | Stratec |
Stratec 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 Stratec SE'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 Stratec SE.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Stratec SE on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Stratec SE or generate 0.0% return on investment in Stratec SE over 90 days. Stratec SE is related to or competes with Geely Automobile, NORTHEAST UTILITIES, Rogers Communications, Algonquin Power, United Utilities, GEELY AUTOMOBILE, and Entravision Communications. STRATEC SE designs and manufactures automation and instrumentation solutions in the fields of in-vitro diagnostics and l... More
Stratec 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 Stratec SE'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 Stratec SE upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.32 | |||
| Information Ratio | 0.0929 | |||
| Maximum Drawdown | 19.94 | |||
| Value At Risk | (3.55) | |||
| Potential Upside | 7.41 |
Stratec SE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Stratec SE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Stratec SE's standard deviation. In reality, there are many statistical measures that can use Stratec SE historical prices to predict the future Stratec SE's volatility.| Risk Adjusted Performance | 0.133 | |||
| Jensen Alpha | 0.3499 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.1349 | |||
| Treynor Ratio | 0.6176 |
Stratec SE Backtested Returns
Stratec SE appears to be very steady, given 3 months investment horizon. Stratec SE owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the firm had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Stratec SE, which you can use to evaluate the volatility of the company. Please review Stratec SE's Semi Deviation of 2.03, risk adjusted performance of 0.133, and Coefficient Of Variation of 742.37 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Stratec SE holds a performance score of 10. The entity has a beta of 0.72, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Stratec SE's returns are expected to increase less than the market. However, during the bear market, the loss of holding Stratec SE is expected to be smaller as well. Please check Stratec SE's treynor ratio, downside variance, kurtosis, as well as the relationship between the value at risk and expected short fall , to make a quick decision on whether Stratec SE's existing price patterns will revert.
Auto-correlation | 0.61 |
Good predictability
Stratec SE has good predictability. Overlapping area represents the amount of predictability between Stratec SE time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Stratec SE price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Stratec SE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 2.89 |
Stratec SE lagged returns against current returns
Autocorrelation, which is Stratec SE 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 Stratec SE's stock expected returns. We can calculate the autocorrelation of Stratec SE returns to help us make a trade decision. For example, suppose you find that Stratec SE 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 |
Stratec 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 Stratec SE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Stratec SE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Stratec SE stock over time.
Current vs Lagged Prices |
| Timeline |
Stratec SE Lagged Returns
When evaluating Stratec SE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Stratec SE stock have on its future price. Stratec 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, Stratec SE autocorrelation shows the relationship between Stratec SE stock current value and its past values and can show if there is a momentum factor associated with investing in Stratec SE.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Stratec Stock
Stratec SE financial ratios help investors to determine whether Stratec 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 Stratec with respect to the benefits of owning Stratec SE security.