Serco Group Plc Stock Market Value
| SCGPY Stock | USD 3.50 0.00 0.00% |
| Symbol | Serco |
Serco Group '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 Serco Group's pink sheet 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 Serco Group.
| 12/18/2025 |
| 01/17/2026 |
If you would invest 0.00 in Serco Group on December 18, 2025 and sell it all today you would earn a total of 0.00 from holding Serco Group PLC or generate 0.0% return on investment in Serco Group over 30 days. Serco Group is related to or competes with Mitie Group, Mitie Group, TechnoPro Holdings, Teleperformance, ISS AS, Nabtesco, and Lixil Group. Serco Group plc provides public services in the United Kingdom, Europe, North America, the Asia Pacific, and the Middle ... More
Serco Group 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 Serco Group's pink sheet 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 Serco Group PLC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.034 | |||
| Maximum Drawdown | 10.72 | |||
| Value At Risk | (0.67) | |||
| Potential Upside | 1.54 |
Serco Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Serco Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Serco Group's standard deviation. In reality, there are many statistical measures that can use Serco Group historical prices to predict the future Serco Group's volatility.| Risk Adjusted Performance | 0.069 | |||
| Jensen Alpha | 0.1407 | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | 1.41 |
Serco Group PLC Backtested Returns
Serco Group appears to be slightly risky, given 3 months investment horizon. Serco Group PLC owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.17, which indicates the firm had a 0.17 % return per unit of risk over the last 3 months. We have found eighteen technical indicators for Serco Group PLC, which you can use to evaluate the volatility of the company. Please review Serco Group's Risk Adjusted Performance of 0.069, coefficient of variation of 1101.47, and Variance of 3.12 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Serco Group holds a performance score of 13. The entity has a beta of 0.11, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Serco Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Serco Group is expected to be smaller as well. Please check Serco Group's maximum drawdown and day median price , to make a quick decision on whether Serco Group's existing price patterns will revert.
Auto-correlation | -0.37 |
Poor reverse predictability
Serco Group PLC has poor reverse predictability. Overlapping area represents the amount of predictability between Serco Group time series from 18th of December 2025 to 2nd of January 2026 and 2nd of January 2026 to 17th of January 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 Serco Group PLC price movement. The serial correlation of -0.37 indicates that just about 37.0% of current Serco Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.37 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Serco Group PLC lagged returns against current returns
Autocorrelation, which is Serco Group pink sheet'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 Serco Group's pink sheet expected returns. We can calculate the autocorrelation of Serco Group returns to help us make a trade decision. For example, suppose you find that Serco Group has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Serco Group 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 Serco Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Serco Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Serco Group pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Serco Group Lagged Returns
When evaluating Serco Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Serco Group pink sheet have on its future price. Serco Group 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, Serco Group autocorrelation shows the relationship between Serco Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Serco Group PLC.
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.Additional Tools for Serco Pink Sheet Analysis
When running Serco Group's price analysis, check to measure Serco Group'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 Serco Group is operating at the current time. Most of Serco Group's value examination focuses on studying past and present price action to predict the probability of Serco Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Serco Group's price. Additionally, you may evaluate how the addition of Serco Group to your portfolios can decrease your overall portfolio volatility.