Schroder European (South Africa) Market Value
| SCD Stock | 1,650 344.00 17.25% |
| Symbol | Schroder |
Schroder European '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 Schroder European'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 Schroder European.
| 06/09/2023 |
| 11/30/2024 |
If you would invest 0.00 in Schroder European on June 9, 2023 and sell it all today you would earn a total of 0.00 from holding Schroder European Real or generate 0.0% return on investment in Schroder European over 540 days. Schroder European is related to or competes with Kumba Iron, Frontier Transport, Deneb Investments, Astoria Investments, EMedia Holdings, and RCL Foods. More
Schroder European 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 Schroder European'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 Schroder European Real upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 5.0E-4 |
Schroder European Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Schroder European's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Schroder European's standard deviation. In reality, there are many statistical measures that can use Schroder European historical prices to predict the future Schroder European's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.24) | |||
| Total Risk Alpha | (0.64) | |||
| Treynor Ratio | 1.02 |
Schroder European Real Backtested Returns
Schroder European Real 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. Schroder European Real exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Schroder European's Coefficient Of Variation of (800.00), risk adjusted performance of (0.09), and Variance of 4.65 to confirm the risk estimate we provide. The entity has a beta of -0.27, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Schroder European are expected to decrease at a much lower rate. During the bear market, Schroder European is likely to outperform the market. At this point, Schroder European Real has a negative expected return of -0.27%. Please make sure to validate Schroder European's jensen alpha, kurtosis, day median price, as well as the relationship between the treynor ratio and daily balance of power , to decide if Schroder European Real performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.02 |
Very weak reverse predictability
Schroder European Real has very weak reverse predictability. Overlapping area represents the amount of predictability between Schroder European time series from 9th of June 2023 to 5th of March 2024 and 5th of March 2024 to 30th 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 Schroder European Real price movement. The serial correlation of -0.02 indicates that only 2.0% of current Schroder European price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | 0.88 | |
| Residual Average | 0.0 | |
| Price Variance | 632.75 |
Schroder European Real lagged returns against current returns
Autocorrelation, which is Schroder European 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 Schroder European's stock expected returns. We can calculate the autocorrelation of Schroder European returns to help us make a trade decision. For example, suppose you find that Schroder European 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 |
Schroder European 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 Schroder European stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Schroder European stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Schroder European stock over time.
Current vs Lagged Prices |
| Timeline |
Schroder European Lagged Returns
When evaluating Schroder European's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Schroder European stock have on its future price. Schroder European 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, Schroder European autocorrelation shows the relationship between Schroder European stock current value and its past values and can show if there is a momentum factor associated with investing in Schroder European Real.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Schroder Stock
Schroder European financial ratios help investors to determine whether Schroder 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 Schroder with respect to the benefits of owning Schroder European security.