Strattner Financial Group Stock Market Value
| SCNG Stock | USD 0.0002 0.00 0.00% |
| Symbol | Strattner |
Strattner Financial '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 Strattner Financial'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 Strattner Financial.
| 06/05/2024 |
| 12/02/2024 |
If you would invest 0.00 in Strattner Financial on June 5, 2024 and sell it all today you would earn a total of 0.00 from holding Strattner Financial Group or generate 0.0% return on investment in Strattner Financial over 180 days. Strattner Financial is related to or competes with Seadrill, Noble Plc, Borr Drilling, SCOR PK, HUMANA, Barloworld, and Morningstar Unconstrained. Strattner Financial Group Corp., an investment management company, manages multiple alternative asset classes, including... More
Strattner Financial 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 Strattner Financial'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 Strattner Financial Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0448 | |||
| Maximum Drawdown | 100.0 |
Strattner Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Strattner Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Strattner Financial's standard deviation. In reality, there are many statistical measures that can use Strattner Financial historical prices to predict the future Strattner Financial's volatility.| Risk Adjusted Performance | 0.0513 | |||
| Jensen Alpha | 0.2997 | |||
| Total Risk Alpha | (1.56) | |||
| Treynor Ratio | 0.213 |
Strattner Financial Backtested Returns
Strattner Financial is out of control given 3 months investment horizon. Strattner Financial 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. We were able to interpolate sixteen different technical indicators, which can help you to evaluate if expected returns of 15.63% are justified by taking the suggested risk. Use Strattner Financial Risk Adjusted Performance of 0.0513, variance of 191.72, and Coefficient Of Variation of 1827.74 to evaluate company specific risk that cannot be diversified away. Strattner Financial holds a performance score of 9 on a scale of zero to a hundred. The entity has a beta of 3.51, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Strattner Financial will likely underperform. Use Strattner Financial standard deviation, as well as the relationship between the maximum drawdown and day median price , to analyze future returns on Strattner Financial.
Auto-correlation | -0.16 |
Insignificant reverse predictability
Strattner Financial Group has insignificant reverse predictability. Overlapping area represents the amount of predictability between Strattner Financial time series from 5th of June 2024 to 3rd of September 2024 and 3rd of September 2024 to 2nd of December 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 Strattner Financial price movement. The serial correlation of -0.16 indicates that over 16.0% of current Strattner Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | 0.93 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Strattner Financial lagged returns against current returns
Autocorrelation, which is Strattner Financial 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 Strattner Financial's pink sheet expected returns. We can calculate the autocorrelation of Strattner Financial returns to help us make a trade decision. For example, suppose you find that Strattner Financial 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 |
Strattner Financial 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 Strattner Financial pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Strattner Financial pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Strattner Financial pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Strattner Financial Lagged Returns
When evaluating Strattner Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Strattner Financial pink sheet have on its future price. Strattner Financial 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, Strattner Financial autocorrelation shows the relationship between Strattner Financial pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Strattner Financial Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Strattner Pink Sheet
Strattner Financial financial ratios help investors to determine whether Strattner Pink Sheet 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 Strattner with respect to the benefits of owning Strattner Financial security.