Siili Solutions (Finland) Market Value
| SIILI Stock | EUR 5.54 0.08 1.42% |
| Symbol | Siili |
Siili Solutions '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 Siili Solutions' 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 Siili Solutions.
| 05/31/2024 |
| 12/27/2024 |
If you would invest 0.00 in Siili Solutions on May 31, 2024 and sell it all today you would earn a total of 0.00 from holding Siili Solutions Oyj or generate 0.0% return on investment in Siili Solutions over 210 days. Siili Solutions is related to or competes with Qt Group, Revenio, Kamux Suomi, Harvia Oyj, and Tokmanni Group. Siili Solutions Oyj provides design, software development, and data management services in Finland and internationally More
Siili Solutions 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 Siili Solutions' 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 Siili Solutions Oyj upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.30) | |||
| Maximum Drawdown | 9.84 | |||
| Value At Risk | (3.67) | |||
| Potential Upside | 3.07 |
Siili Solutions Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Siili Solutions' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Siili Solutions' standard deviation. In reality, there are many statistical measures that can use Siili Solutions historical prices to predict the future Siili Solutions' volatility.| Risk Adjusted Performance | (0.22) | |||
| Jensen Alpha | (0.51) | |||
| Total Risk Alpha | (0.56) | |||
| Treynor Ratio | (2.78) |
Siili Solutions Oyj Backtested Returns
Siili Solutions Oyj owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.31, which indicates the firm had a -0.31% return per unit of risk over the last 3 months. Siili Solutions Oyj exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Siili Solutions' Coefficient Of Variation of (358.39), variance of 3.2, and Risk Adjusted Performance of (0.22) to confirm the risk estimate we provide. The entity has a beta of 0.18, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Siili Solutions' returns are expected to increase less than the market. However, during the bear market, the loss of holding Siili Solutions is expected to be smaller as well. At this point, Siili Solutions Oyj has a negative expected return of -0.56%. Please make sure to validate Siili Solutions' maximum drawdown, as well as the relationship between the accumulation distribution and day typical price , to decide if Siili Solutions Oyj performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.23 |
Weak predictability
Siili Solutions Oyj has weak predictability. Overlapping area represents the amount of predictability between Siili Solutions time series from 31st of May 2024 to 13th of September 2024 and 13th of September 2024 to 27th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Siili Solutions Oyj price movement. The serial correlation of 0.23 indicates that over 23.0% of current Siili Solutions price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.75 |
Siili Solutions Oyj lagged returns against current returns
Autocorrelation, which is Siili Solutions 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 Siili Solutions' stock expected returns. We can calculate the autocorrelation of Siili Solutions returns to help us make a trade decision. For example, suppose you find that Siili Solutions 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 |
Siili Solutions 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 Siili Solutions stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Siili Solutions stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Siili Solutions stock over time.
Current vs Lagged Prices |
| Timeline |
Siili Solutions Lagged Returns
When evaluating Siili Solutions' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Siili Solutions stock have on its future price. Siili Solutions 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, Siili Solutions autocorrelation shows the relationship between Siili Solutions stock current value and its past values and can show if there is a momentum factor associated with investing in Siili Solutions Oyj.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in Siili Stock
Siili Solutions financial ratios help investors to determine whether Siili 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 Siili with respect to the benefits of owning Siili Solutions security.