Scholastic Stock Market Value
| SCHL Stock | USD 20.00 0.18 0.89% |
| Symbol | Scholastic |
Is Publishing space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Scholastic. If investors know Scholastic will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Scholastic listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Scholastic is measured differently than its book value, which is the value of Scholastic that is recorded on the company's balance sheet. Investors also form their own opinion of Scholastic's value that differs from its market value or its book value, called intrinsic value, which is Scholastic's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Scholastic's market value can be influenced by many factors that don't directly affect Scholastic's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Scholastic's value and its price as these two are different measures arrived at by different means. Investors typically determine if Scholastic is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Scholastic's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Scholastic '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 Scholastic'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 Scholastic.
| 12/19/2024 |
| 01/18/2025 |
If you would invest 0.00 in Scholastic on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Scholastic or generate 0.0% return on investment in Scholastic over 30 days. Scholastic is related to or competes with New York, John Wiley, Gannett, Lee Enterprises, Pearson PLC, John Wiley, and Dallasnews Corp. Scholastic Corporation publishes and distributes childrens books worldwide More
Scholastic 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 Scholastic'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 Scholastic upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 27.04 | |||
| Value At Risk | (3.45) | |||
| Potential Upside | 4.17 |
Scholastic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Scholastic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Scholastic's standard deviation. In reality, there are many statistical measures that can use Scholastic historical prices to predict the future Scholastic's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.35) | |||
| Total Risk Alpha | (0.41) | |||
| Treynor Ratio | (0.39) |
Scholastic Backtested Returns
Scholastic owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0904, which indicates the firm had a -0.0904% return per unit of risk over the last 3 months. Scholastic exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Scholastic's Risk Adjusted Performance of (0.07), coefficient of variation of (1,106), and Variance of 12.53 to confirm the risk estimate we provide. The entity has a beta of 0.84, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Scholastic's returns are expected to increase less than the market. However, during the bear market, the loss of holding Scholastic is expected to be smaller as well. At this point, Scholastic has a negative expected return of -0.32%. Please make sure to validate Scholastic's kurtosis, and the relationship between the maximum drawdown and day median price , to decide if Scholastic performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.05 |
Virtually no predictability
Scholastic has virtually no predictability. Overlapping area represents the amount of predictability between Scholastic time series from 19th of December 2024 to 3rd of January 2025 and 3rd of January 2025 to 18th 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 Scholastic price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current Scholastic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | 0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.42 |
Scholastic lagged returns against current returns
Autocorrelation, which is Scholastic 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 Scholastic's stock expected returns. We can calculate the autocorrelation of Scholastic returns to help us make a trade decision. For example, suppose you find that Scholastic 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 |
Scholastic 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 Scholastic stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Scholastic stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Scholastic stock over time.
Current vs Lagged Prices |
| Timeline |
Scholastic Lagged Returns
When evaluating Scholastic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Scholastic stock have on its future price. Scholastic 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, Scholastic autocorrelation shows the relationship between Scholastic stock current value and its past values and can show if there is a momentum factor associated with investing in Scholastic.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out Scholastic Correlation, Scholastic Volatility and Scholastic Alpha and Beta module to complement your research on Scholastic. For more information on how to buy Scholastic Stock please use our How to buy in Scholastic Stock guide.You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
Scholastic technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.