Structured Products Corp Stock Market Value
| KTH Stock | USD 28.78 0.06 0.21% |
| Symbol | Structured |
Is Asset Management & Custody Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Structured Products. If investors know Structured will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Structured Products listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Structured Products Corp is measured differently than its book value, which is the value of Structured that is recorded on the company's balance sheet. Investors also form their own opinion of Structured Products' value that differs from its market value or its book value, called intrinsic value, which is Structured Products' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Structured Products' market value can be influenced by many factors that don't directly affect Structured Products' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Structured Products' value and its price as these two are different measures arrived at by different means. Investors typically determine if Structured Products is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Structured Products' 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.
Structured Products '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 Structured Products' 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 Structured Products.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in Structured Products on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding Structured Products Corp or generate 0.0% return on investment in Structured Products over 540 days. Structured Products is related to or competes with HUMANA, SCOR PK, Thrivent High, Morningstar Unconstrained, SPACE, Via Renewables, and T Rowe. Structured Products is entity of United States More
Structured Products 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 Structured Products' 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 Structured Products Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.35 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 7.06 | |||
| Value At Risk | (2.37) | |||
| Potential Upside | 3.35 |
Structured Products Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Structured Products' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Structured Products' standard deviation. In reality, there are many statistical measures that can use Structured Products historical prices to predict the future Structured Products' volatility.| Risk Adjusted Performance | 0.0436 | |||
| Jensen Alpha | 0.0767 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | (0.46) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Structured Products' 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.
Structured Products Corp Backtested Returns
Structured Products is very steady at the moment. Structured Products Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0523, which indicates the firm had a 0.0523% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Structured Products Corp, which you can use to evaluate the volatility of the company. Please validate Structured Products' Semi Deviation of 1.13, coefficient of variation of 1960.52, and Risk Adjusted Performance of 0.0436 to confirm if the risk estimate we provide is consistent with the expected return of 0.0748%. Structured Products has a performance score of 4 on a scale of 0 to 100. The entity has a beta of -0.13, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Structured Products are expected to decrease at a much lower rate. During the bear market, Structured Products is likely to outperform the market. Structured Products Corp right now has a risk of 1.43%. Please validate Structured Products value at risk, as well as the relationship between the skewness and day median price , to decide if Structured Products will be following its existing price patterns.
Auto-correlation | 0.70 |
Good predictability
Structured Products Corp has good predictability. Overlapping area represents the amount of predictability between Structured Products time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 to 29th of November 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 Structured Products Corp price movement. The serial correlation of 0.7 indicates that around 70.0% of current Structured Products price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.7 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 0.55 |
Structured Products Corp lagged returns against current returns
Autocorrelation, which is Structured Products 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 Structured Products' stock expected returns. We can calculate the autocorrelation of Structured Products returns to help us make a trade decision. For example, suppose you find that Structured Products 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 |
Structured Products 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 Structured Products stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Structured Products stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Structured Products stock over time.
Current vs Lagged Prices |
| Timeline |
Structured Products Lagged Returns
When evaluating Structured Products' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Structured Products stock have on its future price. Structured Products 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, Structured Products autocorrelation shows the relationship between Structured Products stock current value and its past values and can show if there is a momentum factor associated with investing in Structured Products Corp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Structured Products Corp offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Structured Products' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Structured Products Corp Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Structured Products Corp Stock:Check out Structured Products Correlation, Structured Products Volatility and Structured Products Alpha and Beta module to complement your research on Structured Products. You can also try the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.
Structured Products technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.