Shutterstock (Germany) Market Value
| S3T Stock | 27.83 0.49 1.79% |
| Symbol | Shutterstock |
Shutterstock '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 Shutterstock'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 Shutterstock.
| 01/01/2025 |
| 01/31/2025 |
If you would invest 0.00 in Shutterstock on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Shutterstock or generate 0.0% return on investment in Shutterstock over 30 days. Shutterstock is related to or competes with FLOW TRADERS, Fast Retailing, Carsales, MUTUIONLINE, Trade Desk, Canon Marketing, and CODERE ONLINE. More
Shutterstock 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 Shutterstock'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 Shutterstock upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.0 | |||
| Information Ratio | 0.0139 | |||
| Maximum Drawdown | 50.52 | |||
| Value At Risk | (6.57) | |||
| Potential Upside | 7.47 |
Shutterstock Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Shutterstock's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Shutterstock's standard deviation. In reality, there are many statistical measures that can use Shutterstock historical prices to predict the future Shutterstock's volatility.| Risk Adjusted Performance | 0.0347 | |||
| Jensen Alpha | 0.2638 | |||
| Total Risk Alpha | (0.45) | |||
| Sortino Ratio | 0.0159 | |||
| Treynor Ratio | (0.16) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Shutterstock'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.
Shutterstock Backtested Returns
Currently, Shutterstock is not too volatile. Shutterstock owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0166, which indicates the firm had a 0.0166 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Shutterstock, which you can use to evaluate the volatility of the company. Please validate Shutterstock's Risk Adjusted Performance of 0.0347, semi deviation of 4.52, and Coefficient Of Variation of 3196.94 to confirm if the risk estimate we provide is consistent with the expected return of 0.0994%. Shutterstock has a performance score of 1 on a scale of 0 to 100. The entity has a beta of -1.05, which indicates a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Shutterstock are expected to decrease slowly. On the other hand, during market turmoil, Shutterstock is expected to outperform it slightly. Shutterstock right now has a risk of 6.0%. Please validate Shutterstock value at risk, kurtosis, market facilitation index, as well as the relationship between the semi variance and rate of daily change , to decide if Shutterstock will be following its existing price patterns.
Auto-correlation | 0.39 |
Below average predictability
Shutterstock has below average predictability. Overlapping area represents the amount of predictability between Shutterstock time series from 1st of January 2025 to 16th of January 2025 and 16th of January 2025 to 31st of January 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 Shutterstock price movement. The serial correlation of 0.39 indicates that just about 39.0% of current Shutterstock price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 1.56 |
Shutterstock lagged returns against current returns
Autocorrelation, which is Shutterstock 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 Shutterstock's stock expected returns. We can calculate the autocorrelation of Shutterstock returns to help us make a trade decision. For example, suppose you find that Shutterstock 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 |
Shutterstock 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 Shutterstock stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Shutterstock stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Shutterstock stock over time.
Current vs Lagged Prices |
| Timeline |
Shutterstock Lagged Returns
When evaluating Shutterstock's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Shutterstock stock have on its future price. Shutterstock 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, Shutterstock autocorrelation shows the relationship between Shutterstock stock current value and its past values and can show if there is a momentum factor associated with investing in Shutterstock.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Shutterstock Stock Analysis
When running Shutterstock's price analysis, check to measure Shutterstock'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 Shutterstock is operating at the current time. Most of Shutterstock's value examination focuses on studying past and present price action to predict the probability of Shutterstock's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Shutterstock's price. Additionally, you may evaluate how the addition of Shutterstock to your portfolios can decrease your overall portfolio volatility.