Schroder Asia (UK) Market Value
| SDP Stock | 534.00 1.00 0.19% |
| Symbol | Schroder |
Schroder Asia '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 Asia'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 Asia.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in Schroder Asia on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding Schroder Asia Pacific or generate 0.0% return on investment in Schroder Asia over 720 days. Schroder Asia is related to or competes with Sabien Technology, Coor Service, International Biotechnology, Vitec Software, Ross Stores, Zoom Video, and Litigation Capital. More
Schroder Asia 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 Asia'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 Asia Pacific upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9862 | |||
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 5.11 | |||
| Value At Risk | (1.47) | |||
| Potential Upside | 1.49 |
Schroder Asia Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Schroder Asia's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Schroder Asia's standard deviation. In reality, there are many statistical measures that can use Schroder Asia historical prices to predict the future Schroder Asia's volatility.| Risk Adjusted Performance | 0.0293 | |||
| Jensen Alpha | 0.0573 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | (0.11) | |||
| Treynor Ratio | (0.09) |
Schroder Asia Pacific Backtested Returns
At this point, Schroder Asia is very steady. Schroder Asia Pacific owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.036, which indicates the firm had a 0.036% return per unit of risk over the last 3 months. We have found thirty technical indicators for Schroder Asia Pacific, which you can use to evaluate the volatility of the company. Please validate Schroder Asia's Coefficient Of Variation of 2778.58, semi deviation of 0.8498, and Risk Adjusted Performance of 0.0293 to confirm if the risk estimate we provide is consistent with the expected return of 0.0333%. Schroder Asia has a performance score of 2 on a scale of 0 to 100. The entity has a beta of -0.27, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Schroder Asia are expected to decrease at a much lower rate. During the bear market, Schroder Asia is likely to outperform the market. Schroder Asia Pacific right now has a risk of 0.93%. Please validate Schroder Asia standard deviation, treynor ratio, downside variance, as well as the relationship between the total risk alpha and value at risk , to decide if Schroder Asia will be following its existing price patterns.
Auto-correlation | -0.69 |
Very good reverse predictability
Schroder Asia Pacific has very good reverse predictability. Overlapping area represents the amount of predictability between Schroder Asia time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 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 Schroder Asia Pacific price movement. The serial correlation of -0.69 indicates that around 69.0% of current Schroder Asia price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.69 | |
| Spearman Rank Test | -0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 685.86 |
Schroder Asia Pacific lagged returns against current returns
Autocorrelation, which is Schroder Asia 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 Asia's stock expected returns. We can calculate the autocorrelation of Schroder Asia returns to help us make a trade decision. For example, suppose you find that Schroder Asia 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 Asia 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 Asia stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Schroder Asia stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Schroder Asia stock over time.
Current vs Lagged Prices |
| Timeline |
Schroder Asia Lagged Returns
When evaluating Schroder Asia's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Schroder Asia stock have on its future price. Schroder Asia 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 Asia autocorrelation shows the relationship between Schroder Asia stock current value and its past values and can show if there is a momentum factor associated with investing in Schroder Asia Pacific.
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.Other Information on Investing in Schroder Stock
Schroder Asia 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 Asia security.