Stratec SE (Germany) Market Value
| SBS Stock | 28.70 0.05 0.17% |
| 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.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Stratec SE on April 21, 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 Abbott Laboratories, Edwards Lifesciences, SIVERS SEMICONDUCTORS, INTUITIVE SURGICAL, BANK HANDLOWY, Reliance Steel, and RYOHIN UNSPADR/1. 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 | 2.22 | |||
| Information Ratio | 0.0893 | |||
| Maximum Drawdown | 15.57 | |||
| Value At Risk | (3.67) | |||
| Potential Upside | 6.52 |
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 | 0.1337 | |||
| Jensen Alpha | 0.436 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.122 | |||
| Treynor Ratio | (1.54) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Stratec SE'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.
Stratec SE Backtested Returns
Stratec SE appears to be not too volatile, 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 thirty technical indicators for Stratec SE, which you can use to evaluate the volatility of the company. Please review Stratec SE's Coefficient Of Variation of 736.97, semi deviation of 1.88, and Risk Adjusted Performance of 0.1337 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 -0.26, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Stratec SE are expected to decrease at a much lower rate. During the bear market, Stratec SE is likely to outperform the market. Please check Stratec SE's potential upside, as well as the relationship between the kurtosis and day typical price , to make a quick decision on whether Stratec SE's existing price patterns will revert.
Auto-correlation | 0.66 |
Good predictability
Stratec SE has good predictability. Overlapping area represents the amount of predictability between Stratec SE 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 Stratec SE price movement. The serial correlation of 0.66 indicates that around 66.0% of current Stratec SE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 2.82 |
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 |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Stratec Stock Analysis
When running Stratec SE's price analysis, check to measure Stratec SE'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 Stratec SE is operating at the current time. Most of Stratec SE's value examination focuses on studying past and present price action to predict the probability of Stratec SE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Stratec SE's price. Additionally, you may evaluate how the addition of Stratec SE to your portfolios can decrease your overall portfolio volatility.