Siemens Healthineers' market value is the price at which a share of Siemens Healthineers trades on a public exchange. It measures the collective expectations of Siemens Healthineers AG investors about its performance. Siemens Healthineers is trading at 46.48 as of the 4th of August 2025. This is a 2.06 percent decrease since the beginning of the trading day. The stock's lowest day price was 46.36. With this module, you can estimate the performance of a buy and hold strategy of Siemens Healthineers AG and determine expected loss or profit from investing in Siemens Healthineers over a given investment horizon. Check out Siemens Healthineers Correlation, Siemens Healthineers Volatility and Siemens Healthineers Alpha and Beta module to complement your research on Siemens Healthineers.
Please note, there is a significant difference between Siemens Healthineers' value and its price as these two are different measures arrived at by different means. Investors typically determine if Siemens Healthineers is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Siemens Healthineers' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Siemens Healthineers '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 Healthineers' 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 Healthineers.
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05/06/2025
No Change 0.00
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In 3 months and 1 day
08/04/2025
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If you would invest 0.00 in Siemens Healthineers on May 6, 2025 and sell it all today you would earn a total of 0.00 from holding Siemens Healthineers AG or generate 0.0% return on investment in Siemens Healthineers over 90 days. Siemens Healthineers is related to or competes with Columbia Sportswear, Transportadora, COLUMBIA SPORTSWEAR, JD SPORTS, Burlington Stores, BURLINGTON STORES, and DICKS Sporting. Siemens Healthineers AG, through its subsidiaries, develops, manufactures, and distributes imaging, diagnostic, and adva... More
Siemens Healthineers 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 Healthineers' 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 Healthineers AG upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Siemens Healthineers' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Siemens Healthineers' standard deviation. In reality, there are many statistical measures that can use Siemens Healthineers historical prices to predict the future Siemens Healthineers' volatility.
Siemens Healthineers owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0123, which indicates the firm had a -0.0123 % return per unit of risk over the last 3 months. Siemens Healthineers AG exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Siemens Healthineers' Variance of 1.88, risk adjusted performance of (0.02), and Coefficient Of Variation of (3,709) to confirm the risk estimate we provide. The entity has a beta of 0.21, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Siemens Healthineers' returns are expected to increase less than the market. However, during the bear market, the loss of holding Siemens Healthineers is expected to be smaller as well. At this point, Siemens Healthineers has a negative expected return of -0.0169%. Please make sure to validate Siemens Healthineers' jensen alpha, value at risk, accumulation distribution, as well as the relationship between the treynor ratio and skewness , to decide if Siemens Healthineers performance from the past will be repeated at some point in the near future.
Auto-correlation
-0.1
Very weak reverse predictability
Siemens Healthineers AG has very weak reverse predictability. Overlapping area represents the amount of predictability between Siemens Healthineers time series from 6th of May 2025 to 20th of June 2025 and 20th of June 2025 to 4th of August 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 Healthineers price movement. The serial correlation of -0.1 indicates that less than 10.0% of current Siemens Healthineers price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.1
Spearman Rank Test
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Residual Average
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Price Variance
0.6
Siemens Healthineers lagged returns against current returns
Autocorrelation, which is Siemens Healthineers 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 Healthineers' stock expected returns. We can calculate the autocorrelation of Siemens Healthineers returns to help us make a trade decision. For example, suppose you find that Siemens Healthineers 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 Healthineers 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 Healthineers stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Siemens Healthineers stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Siemens Healthineers stock over time.
Current vs Lagged Prices
Timeline
Siemens Healthineers Lagged Returns
When evaluating Siemens Healthineers' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Siemens Healthineers stock have on its future price. Siemens Healthineers 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 Healthineers autocorrelation shows the relationship between Siemens Healthineers stock current value and its past values and can show if there is a momentum factor associated with investing in Siemens Healthineers AG.
Siemens Healthineers financial ratios help investors to determine whether Siemens 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 Siemens with respect to the benefits of owning Siemens Healthineers security.