Samsung SDI (Germany) Market Value
| XSDG Stock | EUR 43.90 2.20 4.77% |
| Symbol | Samsung |
Samsung SDI '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 Samsung SDI'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 Samsung SDI.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in Samsung SDI on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding Samsung SDI Co or generate 0.0% return on investment in Samsung SDI over 720 days. Samsung SDI is related to or competes with Meli Hotels, HYATT HOTELS, MELIA HOTELS, SALESFORCE INC, TRADEDOUBLER, and MARKET VECTR. Samsung SDI Co., Ltd. manufactures and sells batteries worldwide More
Samsung SDI 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 Samsung SDI'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 Samsung SDI Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 15.18 | |||
| Value At Risk | (5.21) | |||
| Potential Upside | 4.34 |
Samsung SDI Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Samsung SDI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Samsung SDI's standard deviation. In reality, there are many statistical measures that can use Samsung SDI historical prices to predict the future Samsung SDI's volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.39) | |||
| Total Risk Alpha | (0.94) | |||
| Treynor Ratio | 1.14 |
Samsung SDI Backtested Returns
Samsung SDI owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.17, which indicates the firm had a -0.17% return per unit of risk over the last 3 months. Samsung SDI Co exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Samsung SDI's Coefficient Of Variation of (682.11), risk adjusted performance of (0.10), and Variance of 8.77 to confirm the risk estimate we provide. The entity has a beta of -0.39, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Samsung SDI are expected to decrease at a much lower rate. During the bear market, Samsung SDI is likely to outperform the market. At this point, Samsung SDI has a negative expected return of -0.49%. Please make sure to validate Samsung SDI's maximum drawdown, potential upside, kurtosis, as well as the relationship between the value at risk and skewness , to decide if Samsung SDI performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.63 |
Good predictability
Samsung SDI Co has good predictability. Overlapping area represents the amount of predictability between Samsung SDI time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 to 2nd 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 Samsung SDI price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current Samsung SDI price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 84.69 |
Samsung SDI lagged returns against current returns
Autocorrelation, which is Samsung SDI 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 Samsung SDI's stock expected returns. We can calculate the autocorrelation of Samsung SDI returns to help us make a trade decision. For example, suppose you find that Samsung SDI 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 |
Samsung SDI 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 Samsung SDI stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Samsung SDI stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Samsung SDI stock over time.
Current vs Lagged Prices |
| Timeline |
Samsung SDI Lagged Returns
When evaluating Samsung SDI's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Samsung SDI stock have on its future price. Samsung SDI 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, Samsung SDI autocorrelation shows the relationship between Samsung SDI stock current value and its past values and can show if there is a momentum factor associated with investing in Samsung SDI Co.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Samsung Stock
Samsung SDI financial ratios help investors to determine whether Samsung 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 Samsung with respect to the benefits of owning Samsung SDI security.