Samsonite International Sa Stock Market Value
| SMSOF Stock | USD 1.92 0.00 0.00% |
| Symbol | Samsonite |
Samsonite International '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 Samsonite International'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 Samsonite International.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Samsonite International on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Samsonite International SA or generate 0.0% return on investment in Samsonite International over 90 days. Samsonite International is related to or competes with PUMA SE, Adidas AG, Skechers USA, and Forward Industries. Samsonite International S.A. engages in the design, manufacture, sourcing, and distribution of travel luggage bags in No... More
Samsonite International 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 Samsonite International'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 Samsonite International SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 8.0E-4 | |||
| Maximum Drawdown | 28.76 | |||
| Value At Risk | (6.08) | |||
| Potential Upside | 6.47 |
Samsonite International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Samsonite International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Samsonite International's standard deviation. In reality, there are many statistical measures that can use Samsonite International historical prices to predict the future Samsonite International's volatility.| Risk Adjusted Performance | 0.0448 | |||
| Jensen Alpha | 0.1474 | |||
| Total Risk Alpha | (0.66) | |||
| Treynor Ratio | 1.17 |
Samsonite International Backtested Returns
Samsonite International appears to be dangerous, given 3 months investment horizon. Samsonite International owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0427, which indicates the firm had a 0.0427 % return per unit of risk over the last 3 months. We have found nineteen technical indicators for Samsonite International SA, which you can use to evaluate the volatility of the company. Please review Samsonite International's Coefficient Of Variation of 2452.04, risk adjusted performance of 0.0448, and Variance of 19.94 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Samsonite International holds a performance score of 3. The entity has a beta of 0.15, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Samsonite International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Samsonite International is expected to be smaller as well. Please check Samsonite International's information ratio, skewness, as well as the relationship between the Skewness and relative strength index , to make a quick decision on whether Samsonite International's existing price patterns will revert.
Auto-correlation | -0.5 |
Modest reverse predictability
Samsonite International SA has modest reverse predictability. Overlapping area represents the amount of predictability between Samsonite International time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Samsonite International price movement. The serial correlation of -0.5 indicates that about 50.0% of current Samsonite International price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.5 | |
| Spearman Rank Test | -0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Samsonite International lagged returns against current returns
Autocorrelation, which is Samsonite International 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 Samsonite International's pink sheet expected returns. We can calculate the autocorrelation of Samsonite International returns to help us make a trade decision. For example, suppose you find that Samsonite International 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 |
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Samsonite International 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 Samsonite International pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Samsonite International pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Samsonite International pink sheet over time.
Current vs Lagged Prices |
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Samsonite International Lagged Returns
When evaluating Samsonite International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Samsonite International pink sheet have on its future price. Samsonite International 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, Samsonite International autocorrelation shows the relationship between Samsonite International pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Samsonite International SA.
Regressed Prices |
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Currently Active Assets on Macroaxis
Other Information on Investing in Samsonite Pink Sheet
Samsonite International financial ratios help investors to determine whether Samsonite 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 Samsonite with respect to the benefits of owning Samsonite International security.