St James’s (Germany) Market Value
| 1IV Stock | EUR 10.73 0.22 2.09% |
| Symbol | 1IV |
St James’s '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 St James’s' 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 St James’s.
| 11/13/2024 |
| 12/13/2024 |
If you would invest 0.00 in St James’s on November 13, 2024 and sell it all today you would earn a total of 0.00 from holding St Jamess Place or generate 0.0% return on investment in St James’s over 30 days. St James’s is related to or competes with Cogent Communications, Mobilezone Holding, Digilife Technologies, ACCSYS TECHPLC, T MOBILE, Entravision Communications, and Shenandoah Telecommunicatio. The firm launches and manages equity, fixed income, and balanced mutual funds for its clients More
St James’s 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 St James’s' 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 St Jamess Place upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.33 | |||
| Information Ratio | 0.1538 | |||
| Maximum Drawdown | 7.99 | |||
| Value At Risk | (1.82) | |||
| Potential Upside | 3.04 |
St James’s Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for St James’s' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as St James’s' standard deviation. In reality, there are many statistical measures that can use St James’s historical prices to predict the future St James’s' volatility.| Risk Adjusted Performance | 0.1698 | |||
| Jensen Alpha | 0.3182 | |||
| Total Risk Alpha | 0.1227 | |||
| Sortino Ratio | 0.1774 | |||
| Treynor Ratio | 1.73 |
St Jamess Place Backtested Returns
St James’s appears to be not too volatile, given 3 months investment horizon. St Jamess Place retains Efficiency (Sharpe Ratio) of 0.25, which indicates the firm had a 0.25% return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for St James’s, which you can use to evaluate the volatility of the company. Please review St James’s' Downside Deviation of 1.33, risk adjusted performance of 0.1698, and Mean Deviation of 1.17 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, St James’s holds a performance score of 19. The entity owns a Beta (Systematic Risk) of 0.19, which indicates not very significant fluctuations relative to the market. As returns on the market increase, St James’s' returns are expected to increase less than the market. However, during the bear market, the loss of holding St James’s is expected to be smaller as well. Please check St James’s' semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to make a quick decision on whether St James’s' current price history will revert.
Auto-correlation | -0.38 |
Poor reverse predictability
St Jamess Place has poor reverse predictability. Overlapping area represents the amount of predictability between St James’s time series from 13th of November 2024 to 28th of November 2024 and 28th of November 2024 to 13th of December 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 St Jamess Place price movement. The serial correlation of -0.38 indicates that just about 38.0% of current St James’s price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | -0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
St Jamess Place lagged returns against current returns
Autocorrelation, which is St James’s 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 St James’s' stock expected returns. We can calculate the autocorrelation of St James’s returns to help us make a trade decision. For example, suppose you find that St James’s 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 |
St James’s 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 St James’s stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if St James’s stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in St James’s stock over time.
Current vs Lagged Prices |
| Timeline |
St James’s Lagged Returns
When evaluating St James’s' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of St James’s stock have on its future price. St James’s 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, St James’s autocorrelation shows the relationship between St James’s stock current value and its past values and can show if there is a momentum factor associated with investing in St Jamess Place.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in 1IV Stock
St James’s financial ratios help investors to determine whether 1IV 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 1IV with respect to the benefits of owning St James’s security.