Stern Groep (Netherlands) Market Value
| PBH Stock | 3.54 0.06 1.67% |
| Symbol | Stern |
Stern Groep '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 Stern Groep'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 Stern Groep.
| 11/09/2025 |
| 02/07/2026 |
If you would invest 0.00 in Stern Groep on November 9, 2025 and sell it all today you would earn a total of 0.00 from holding Stern Groep NV or generate 0.0% return on investment in Stern Groep over 90 days. Stern Groep is related to or competes with Aramis SAS, Ctac NV, Ease2pay, Kendrion, L Agence, Value8 NV, and Sif Holding. Stern Groep is entity of Netherlands. It is traded as Stock on AS exchange. More
Stern Groep 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 Stern Groep'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 Stern Groep NV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.84 | |||
| Information Ratio | 0.0793 | |||
| Maximum Drawdown | 39.05 | |||
| Value At Risk | (1.67) | |||
| Potential Upside | 1.69 |
Stern Groep Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Stern Groep's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Stern Groep's standard deviation. In reality, there are many statistical measures that can use Stern Groep historical prices to predict the future Stern Groep's volatility.| Risk Adjusted Performance | 0.0888 | |||
| Jensen Alpha | 0.5009 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | 0.1207 | |||
| Treynor Ratio | (0.43) |
Stern Groep February 7, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0888 | |||
| Market Risk Adjusted Performance | (0.42) | |||
| Mean Deviation | 1.22 | |||
| Semi Deviation | 0.6503 | |||
| Downside Deviation | 2.84 | |||
| Coefficient Of Variation | 999.3 | |||
| Standard Deviation | 4.32 | |||
| Variance | 18.66 | |||
| Information Ratio | 0.0793 | |||
| Jensen Alpha | 0.5009 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | 0.1207 | |||
| Treynor Ratio | (0.43) | |||
| Maximum Drawdown | 39.05 | |||
| Value At Risk | (1.67) | |||
| Potential Upside | 1.69 | |||
| Downside Variance | 8.05 | |||
| Semi Variance | 0.4228 | |||
| Expected Short fall | (4.90) | |||
| Skewness | 7.45 | |||
| Kurtosis | 59.0 |
Stern Groep NV Backtested Returns
Stern Groep appears to be unstable, given 3 months investment horizon. Stern Groep NV owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the firm had a 0.12 % return per unit of risk over the last 3 months. By inspecting Stern Groep's technical indicators, you can evaluate if the expected return of 0.51% is justified by implied risk. Please review Stern Groep's Semi Deviation of 0.6503, coefficient of variation of 999.3, and Risk Adjusted Performance of 0.0888 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Stern Groep holds a performance score of 9. The entity has a beta of -0.99, which indicates possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Stern Groep are expected to decrease slowly. On the other hand, during market turmoil, Stern Groep is expected to outperform it slightly. Please check Stern Groep's information ratio, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Stern Groep's existing price patterns will revert.
Auto-correlation | -0.27 |
Weak reverse predictability
Stern Groep NV has weak reverse predictability. Overlapping area represents the amount of predictability between Stern Groep time series from 9th of November 2025 to 24th of December 2025 and 24th of December 2025 to 7th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Stern Groep NV price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Stern Groep price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
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Additional Tools for Stern Stock Analysis
When running Stern Groep's price analysis, check to measure Stern Groep's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Stern Groep is operating at the current time. Most of Stern Groep's value examination focuses on studying past and present price action to predict the probability of Stern Groep's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Stern Groep's price. Additionally, you may evaluate how the addition of Stern Groep to your portfolios can decrease your overall portfolio volatility.