Siemens Aktiengesellscha (Germany) Market Value
| SIE Stock | 224.20 1.80 0.80% |
| Symbol | Siemens |
Siemens Aktiengesellscha '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 Siemens Aktiengesellscha'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 Siemens Aktiengesellscha.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Siemens Aktiengesellscha on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Siemens Aktiengesellschaft or generate 0.0% return on investment in Siemens Aktiengesellscha over 90 days. Siemens Aktiengesellscha is related to or competes with AIR LIQUIDE, CeoTronics, Corsair Gaming, Perdoceo Education, Q2M Managementberatu, Coor Service, and Jupiter Fund. More
Siemens Aktiengesellscha 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 Siemens Aktiengesellscha'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 Siemens Aktiengesellschaft upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.26 | |||
| Information Ratio | 0.097 | |||
| Maximum Drawdown | 6.28 | |||
| Value At Risk | (2.21) | |||
| Potential Upside | 3.79 |
Siemens Aktiengesellscha Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Siemens Aktiengesellscha's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Siemens Aktiengesellscha's standard deviation. In reality, there are many statistical measures that can use Siemens Aktiengesellscha historical prices to predict the future Siemens Aktiengesellscha's volatility.| Risk Adjusted Performance | 0.1737 | |||
| Jensen Alpha | 0.3002 | |||
| Total Risk Alpha | 0.0589 | |||
| Sortino Ratio | 0.1286 | |||
| Treynor Ratio | (5.10) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Siemens Aktiengesellscha'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.
Siemens Aktiengesellscha Backtested Returns
Siemens Aktiengesellscha appears to be very steady, given 3 months investment horizon. Siemens Aktiengesellscha owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.16, which indicates the firm had a 0.16 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Siemens Aktiengesellschaft, which you can use to evaluate the volatility of the company. Please review Siemens Aktiengesellscha's Risk Adjusted Performance of 0.1737, coefficient of variation of 551.56, and Semi Deviation of 1.01 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Siemens Aktiengesellscha holds a performance score of 12. The entity has a beta of -0.0574, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Siemens Aktiengesellscha are expected to decrease at a much lower rate. During the bear market, Siemens Aktiengesellscha is likely to outperform the market. Please check Siemens Aktiengesellscha's semi variance, day typical price, and the relationship between the maximum drawdown and accumulation distribution , to make a quick decision on whether Siemens Aktiengesellscha's existing price patterns will revert.
Auto-correlation | -0.14 |
Insignificant reverse predictability
Siemens Aktiengesellschaft has insignificant reverse predictability. Overlapping area represents the amount of predictability between Siemens Aktiengesellscha time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 Siemens Aktiengesellscha price movement. The serial correlation of -0.14 indicates that less than 14.0% of current Siemens Aktiengesellscha price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 18.89 |
Siemens Aktiengesellscha lagged returns against current returns
Autocorrelation, which is Siemens Aktiengesellscha 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 Siemens Aktiengesellscha's stock expected returns. We can calculate the autocorrelation of Siemens Aktiengesellscha returns to help us make a trade decision. For example, suppose you find that Siemens Aktiengesellscha 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 |
Siemens Aktiengesellscha 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 Siemens Aktiengesellscha stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Siemens Aktiengesellscha stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Siemens Aktiengesellscha stock over time.
Current vs Lagged Prices |
| Timeline |
Siemens Aktiengesellscha Lagged Returns
When evaluating Siemens Aktiengesellscha's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Siemens Aktiengesellscha stock have on its future price. Siemens Aktiengesellscha 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, Siemens Aktiengesellscha autocorrelation shows the relationship between Siemens Aktiengesellscha stock current value and its past values and can show if there is a momentum factor associated with investing in Siemens Aktiengesellschaft.
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 Siemens Stock Analysis
When running Siemens Aktiengesellscha's price analysis, check to measure Siemens Aktiengesellscha'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 Siemens Aktiengesellscha is operating at the current time. Most of Siemens Aktiengesellscha's value examination focuses on studying past and present price action to predict the probability of Siemens Aktiengesellscha's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Siemens Aktiengesellscha's price. Additionally, you may evaluate how the addition of Siemens Aktiengesellscha to your portfolios can decrease your overall portfolio volatility.