Signify Nv Stock Market Value
| SFFYF Stock | USD 25.90 0.00 0.00% |
| Symbol | Signify |
Signify NV '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 Signify NV's pink sheet 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 Signify NV.
| 04/30/2025 |
| 07/29/2025 |
If you would invest 0.00 in Signify NV on April 30, 2025 and sell it all today you would earn a total of 0.00 from holding Signify NV or generate 0.0% return on investment in Signify NV over 90 days. Signify NV is related to or competes with Legrand SA, Energizer Holdings, Polar Power, Ocean Power, Pioneer Power, Eos Energy, and FuelCell Energy. Signify N.V. provides lighting products, systems, and services in Europe, the Americas, and internationally More
Signify NV 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 Signify NV's pink sheet 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 Signify NV upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0822 | |||
| Maximum Drawdown | 13.05 | |||
| Value At Risk | (1.47) | |||
| Potential Upside | 5.68 |
Signify NV Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Signify NV's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Signify NV's standard deviation. In reality, there are many statistical measures that can use Signify NV historical prices to predict the future Signify NV's volatility.| Risk Adjusted Performance | 0.1386 | |||
| Jensen Alpha | 0.3731 | |||
| Total Risk Alpha | (0.15) | |||
| Treynor Ratio | (3.80) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Signify NV'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.
Signify NV Backtested Returns
Signify NV appears to be very steady, given 3 months investment horizon. Signify NV 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 eighteen technical indicators for Signify NV, which you can use to evaluate the volatility of the company. Please review Signify NV's Risk Adjusted Performance of 0.1386, coefficient of variation of 581.87, and Variance of 4.54 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Signify NV holds a performance score of 12. The entity has a beta of -0.0937, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Signify NV are expected to decrease at a much lower rate. During the bear market, Signify NV is likely to outperform the market. Please check Signify NV's standard deviation, value at risk, as well as the relationship between the Value At Risk and day median price , to make a quick decision on whether Signify NV's existing price patterns will revert.
Auto-correlation | 0.49 |
Average predictability
Signify NV has average predictability. Overlapping area represents the amount of predictability between Signify NV time series from 30th of April 2025 to 14th of June 2025 and 14th of June 2025 to 29th 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 Signify NV price movement. The serial correlation of 0.49 indicates that about 49.0% of current Signify NV price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | 0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 0.43 |
Signify NV lagged returns against current returns
Autocorrelation, which is Signify NV pink sheet'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 Signify NV's pink sheet expected returns. We can calculate the autocorrelation of Signify NV returns to help us make a trade decision. For example, suppose you find that Signify NV has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Signify NV 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 Signify NV pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Signify NV pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Signify NV pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Signify NV Lagged Returns
When evaluating Signify NV's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Signify NV pink sheet have on its future price. Signify NV 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, Signify NV autocorrelation shows the relationship between Signify NV pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Signify NV.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
| USOI | Credit Suisse X Links | |
| ULTY | Tidal Trust II | |
| CONY | YieldMax N Option | |
| BCAT | BlackRock Capital Allocation | |
| PDI | Pimco Dynamic Income |
Other Information on Investing in Signify Pink Sheet
Signify NV financial ratios help investors to determine whether Signify Pink Sheet 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 Signify with respect to the benefits of owning Signify NV security.