Stellus Capital Investment Stock Market Value
| SCM Stock | USD 13.80 0.06 0.43% |
| Symbol | Stellus |
Stellus Capital Inve Price To Book Ratio
Is Asset Management & Custody Banks 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 Stellus Capital. If investors know Stellus 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 Stellus Capital listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.976 | Dividend Share 1.599 | Earnings Share 2 | Revenue Per Share 4.314 | Quarterly Revenue Growth (0.03) |
The market value of Stellus Capital Inve is measured differently than its book value, which is the value of Stellus that is recorded on the company's balance sheet. Investors also form their own opinion of Stellus Capital's value that differs from its market value or its book value, called intrinsic value, which is Stellus Capital'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 Stellus Capital's market value can be influenced by many factors that don't directly affect Stellus Capital'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 Stellus Capital's value and its price as these two are different measures arrived at by different means. Investors typically determine if Stellus Capital is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Stellus Capital'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.
Stellus Capital '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 Stellus Capital'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 Stellus Capital.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in Stellus Capital on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding Stellus Capital Investment or generate 0.0% return on investment in Stellus Capital over 720 days. Stellus Capital is related to or competes with PennantPark Floating, Gladstone Capital, Gladstone Investment, Prospect Capital, OFS Capital, Fidus Investment, and Monroe Capital. Stellus Capital Investment Corporation is a business development company specializing in investments in private middle-m... More
Stellus Capital 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 Stellus Capital'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 Stellus Capital Investment upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7841 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 4.47 | |||
| Value At Risk | (1.29) | |||
| Potential Upside | 1.22 |
Stellus Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Stellus Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Stellus Capital's standard deviation. In reality, there are many statistical measures that can use Stellus Capital historical prices to predict the future Stellus Capital's volatility.| Risk Adjusted Performance | 0.06 | |||
| Jensen Alpha | 0.0309 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.2375 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Stellus Capital'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.
Stellus Capital Inve Backtested Returns
As of now, Stellus Stock is very steady. Stellus Capital Inve owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0786, which indicates the firm had a 0.0786% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Stellus Capital Investment, which you can use to evaluate the volatility of the company. Please validate Stellus Capital's Coefficient Of Variation of 1248.45, risk adjusted performance of 0.06, and Semi Deviation of 0.6261 to confirm if the risk estimate we provide is consistent with the expected return of 0.0577%. Stellus Capital has a performance score of 6 on a scale of 0 to 100. The entity has a beta of 0.2, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Stellus Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Stellus Capital is expected to be smaller as well. Stellus Capital Inve right now has a risk of 0.73%. Please validate Stellus Capital potential upside, and the relationship between the total risk alpha and kurtosis , to decide if Stellus Capital will be following its existing price patterns.
Auto-correlation | 0.36 |
Below average predictability
Stellus Capital Investment has below average predictability. Overlapping area represents the amount of predictability between Stellus Capital time series from 3rd of December 2022 to 28th of November 2023 and 28th of November 2023 to 22nd 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 Stellus Capital Inve price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Stellus Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.68 |
Stellus Capital Inve lagged returns against current returns
Autocorrelation, which is Stellus Capital 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 Stellus Capital's stock expected returns. We can calculate the autocorrelation of Stellus Capital returns to help us make a trade decision. For example, suppose you find that Stellus Capital 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 |
Stellus Capital 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 Stellus Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Stellus Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Stellus Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Stellus Capital Lagged Returns
When evaluating Stellus Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Stellus Capital stock have on its future price. Stellus Capital 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, Stellus Capital autocorrelation shows the relationship between Stellus Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Stellus Capital Investment.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectCheck out Stellus Capital Correlation, Stellus Capital Volatility and Stellus Capital Alpha and Beta module to complement your research on Stellus Capital. You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Stellus Capital 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.