Samsung Electronics (Germany) Market Value
| SSUN Stock | 1,090 10.00 0.91% |
| Symbol | Samsung |
Samsung Electronics '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 Electronics' 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 Electronics.
| 04/14/2024 |
| 05/14/2024 |
If you would invest 0.00 in Samsung Electronics on April 14, 2024 and sell it all today you would earn a total of 0.00 from holding Samsung Electronics Co or generate 0.0% return on investment in Samsung Electronics over 30 days. Samsung Electronics is related to or competes with TEXAS ROADHOUSE, TITANIUM TRANSPORTGROUP, TELES Informationstech, Science Applications, Public Storage, Transport International, and Kaufman Broad. More
Samsung Electronics 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 Electronics' 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 Electronics Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.46 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 6.47 | |||
| Value At Risk | (2.00) | |||
| Potential Upside | 2.24 |
Samsung Electronics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Samsung Electronics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Samsung Electronics' standard deviation. In reality, there are many statistical measures that can use Samsung Electronics historical prices to predict the future Samsung Electronics' volatility.| Risk Adjusted Performance | 0.0173 | |||
| Jensen Alpha | 0.0256 | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | (0.14) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Samsung Electronics' 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.
Samsung Electronics Backtested Returns
Samsung Electronics owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.001, which indicates the firm had a -0.001% return per unit of risk over the last 3 months. Samsung Electronics Co exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Samsung Electronics' Risk Adjusted Performance of 0.0173, semi deviation of 1.3, and Coefficient Of Variation of 5348.57 to confirm the risk estimate we provide. The entity has a beta of -0.13, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Samsung Electronics are expected to decrease at a much lower rate. During the bear market, Samsung Electronics is likely to outperform the market. Samsung Electronics has an expected return of -0.0014%. Please make sure to validate Samsung Electronics sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if Samsung Electronics performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.55 |
Good reverse predictability
Samsung Electronics Co has good reverse predictability. Overlapping area represents the amount of predictability between Samsung Electronics time series from 14th of April 2024 to 29th of April 2024 and 29th of April 2024 to 14th of May 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 Electronics price movement. The serial correlation of -0.55 indicates that about 55.0% of current Samsung Electronics price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.55 | |
| Spearman Rank Test | -0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 276.25 |
Samsung Electronics lagged returns against current returns
Autocorrelation, which is Samsung Electronics 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 Electronics' stock expected returns. We can calculate the autocorrelation of Samsung Electronics returns to help us make a trade decision. For example, suppose you find that Samsung Electronics 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 Electronics 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 Electronics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Samsung Electronics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Samsung Electronics stock over time.
Current vs Lagged Prices |
| Timeline |
Samsung Electronics Lagged Returns
When evaluating Samsung Electronics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Samsung Electronics stock have on its future price. Samsung Electronics 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 Electronics autocorrelation shows the relationship between Samsung Electronics stock current value and its past values and can show if there is a momentum factor associated with investing in Samsung Electronics Co.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Check out Samsung Electronics Correlation, Samsung Electronics Volatility and Samsung Electronics Alpha and Beta module to complement your research on Samsung Electronics. You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
Complementary Tools for Samsung Stock analysis
When running Samsung Electronics' price analysis, check to measure Samsung Electronics' 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 Samsung Electronics is operating at the current time. Most of Samsung Electronics' value examination focuses on studying past and present price action to predict the probability of Samsung Electronics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Samsung Electronics' price. Additionally, you may evaluate how the addition of Samsung Electronics to your portfolios can decrease your overall portfolio volatility.
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Samsung Electronics technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.