Schroders PLC (UK) Market Value
| SDR Stock | 311.40 1.80 0.57% |
| Symbol | Schroders |
Schroders PLC '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 Schroders PLC'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 Schroders PLC.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Schroders PLC on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Schroders PLC or generate 0.0% return on investment in Schroders PLC over 30 days. Schroders PLC is related to or competes with Ashtead Technology, Playtech Plc, Celebrus Technologies, DXC Technology, Endeavour Mining, Thor Mining, and Raytheon Technologies. Schroders PLC is entity of United Kingdom More
Schroders PLC 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 Schroders PLC'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 Schroders PLC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 18.0 | |||
| Value At Risk | (2.18) | |||
| Potential Upside | 2.35 |
Schroders PLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Schroders PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Schroders PLC's standard deviation. In reality, there are many statistical measures that can use Schroders PLC historical prices to predict the future Schroders PLC's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.49) | |||
| Treynor Ratio | (0.67) |
Schroders PLC Backtested Returns
Schroders PLC owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0575, which indicates the firm had a -0.0575% return per unit of risk over the last 3 months. Schroders PLC exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Schroders PLC's Variance of 5.08, coefficient of variation of (1,751), and Risk Adjusted Performance of (0.04) to confirm the risk estimate we provide. The entity has a beta of 0.21, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Schroders PLC's returns are expected to increase less than the market. However, during the bear market, the loss of holding Schroders PLC is expected to be smaller as well. At this point, Schroders PLC has a negative expected return of -0.13%. Please make sure to validate Schroders PLC's treynor ratio, accumulation distribution, price action indicator, as well as the relationship between the potential upside and day median price , to decide if Schroders PLC performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.42 |
Modest reverse predictability
Schroders PLC has modest reverse predictability. Overlapping area represents the amount of predictability between Schroders PLC time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th 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 Schroders PLC price movement. The serial correlation of -0.42 indicates that just about 42.0% of current Schroders PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.42 | |
| Spearman Rank Test | -0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 21.54 |
Schroders PLC lagged returns against current returns
Autocorrelation, which is Schroders PLC 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 Schroders PLC's stock expected returns. We can calculate the autocorrelation of Schroders PLC returns to help us make a trade decision. For example, suppose you find that Schroders PLC 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 |
Schroders PLC 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 Schroders PLC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Schroders PLC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Schroders PLC stock over time.
Current vs Lagged Prices |
| Timeline |
Schroders PLC Lagged Returns
When evaluating Schroders PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Schroders PLC stock have on its future price. Schroders PLC 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, Schroders PLC autocorrelation shows the relationship between Schroders PLC stock current value and its past values and can show if there is a momentum factor associated with investing in Schroders 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.Other Information on Investing in Schroders Stock
Schroders PLC financial ratios help investors to determine whether Schroders 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 Schroders with respect to the benefits of owning Schroders PLC security.