Savaria Stock Market Value
SISXF Stock | USD 14.23 0.03 0.21% |
Symbol | Savaria |
Savaria '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 Savaria'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 Savaria.
04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Savaria on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Savaria or generate 0.0% return on investment in Savaria over 90 days. Savaria is related to or competes with Illinois Tool, Pentair PLC, Parker Hannifin, Emerson Electric, and Smith AO. Savaria Corporation provides accessibility solutions for the elderly and physically challenged people in Canada, the Uni... More
Savaria 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 Savaria'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 Savaria upside and downside potential and time the market with a certain degree of confidence.
Information Ratio | 0.1168 | |||
Maximum Drawdown | 7.84 | |||
Potential Upside | 2.89 |
Savaria Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Savaria's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Savaria's standard deviation. In reality, there are many statistical measures that can use Savaria historical prices to predict the future Savaria's volatility.Risk Adjusted Performance | 0.2324 | |||
Jensen Alpha | 0.2695 | |||
Total Risk Alpha | 0.1035 | |||
Treynor Ratio | (11.05) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Savaria'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.
Savaria Backtested Returns
Savaria appears to be very steady, given 3 months investment horizon. Savaria owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.25, which indicates the firm had a 0.25 % return per unit of risk over the last 3 months. We have found twenty technical indicators for Savaria, which you can use to evaluate the volatility of the company. Please review Savaria's Coefficient Of Variation of 403.89, variance of 1.24, and Risk Adjusted Performance of 0.2324 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Savaria holds a performance score of 19. The entity has a beta of -0.0241, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Savaria are expected to decrease at a much lower rate. During the bear market, Savaria is likely to outperform the market. Please check Savaria's variance, as well as the relationship between the skewness and day typical price , to make a quick decision on whether Savaria's existing price patterns will revert.
Auto-correlation | 0.61 |
Good predictability
Savaria has good predictability. Overlapping area represents the amount of predictability between Savaria time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Savaria price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Savaria price fluctuation can be explain by its past prices.
Correlation Coefficient | 0.61 | |
Spearman Rank Test | 0.86 | |
Residual Average | 0.0 | |
Price Variance | 0.03 |
Savaria lagged returns against current returns
Autocorrelation, which is Savaria 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 Savaria's pink sheet expected returns. We can calculate the autocorrelation of Savaria returns to help us make a trade decision. For example, suppose you find that Savaria 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 |
Savaria 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 Savaria pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Savaria pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Savaria pink sheet over time.
Current vs Lagged Prices |
Timeline |
Savaria Lagged Returns
When evaluating Savaria's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Savaria pink sheet have on its future price. Savaria 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, Savaria autocorrelation shows the relationship between Savaria pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Savaria.
Regressed Prices |
Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Savaria Pink Sheet
Savaria financial ratios help investors to determine whether Savaria 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 Savaria with respect to the benefits of owning Savaria security.