Schroder European (South Africa) Market Value
| SCD Stock | 1,994 0.00 0.00% |
| 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.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Schroder European on October 30, 2024 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 30 days. Schroder European is related to or competes with Sabvest Capital, Shoprite Holdings, Dis Chem, Kap Industrial, and Anglo American. 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 | (1,424) | |||
| 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 | (87.01) | |||
| Total Risk Alpha | (0.01) |
Schroder European Real Backtested Returns
We have found eleven technical indicators for Schroder European Real, which you can use to evaluate the volatility of the company. Please validate Schroder European's total risk alpha of (0.01), and Risk Adjusted Performance of (87.01) to confirm if the risk estimate we provide is consistent with the expected return of 0.0%. The entity has a beta of 0.0, which indicates not very significant fluctuations relative to the market. the returns on MARKET and Schroder European are completely uncorrelated. Schroder European Real right now has a risk of 1.0E-4%. Please validate Schroder European information ratio, rate of daily change, as well as the relationship between the Rate Of Daily Change and day typical price , to decide if Schroder European will be following its existing price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Schroder European Real has no correlation between past and present. Overlapping area represents the amount of predictability between Schroder European time series from 30th of October 2024 to 14th of November 2024 and 14th of November 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 Schroder European Real price movement. The serial correlation of 0.0 indicates that just 0.0% of current Schroder European price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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 |
Also Currently Popular
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.