Strategem Capital Corp Stock Market Value
| SGE Stock | CAD 0.36 0.00 0.00% |
| Symbol | Strategem |
Strategem 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 Strategem 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 Strategem Capital.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Strategem Capital on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Strategem Capital Corp or generate 0.0% return on investment in Strategem Capital over 30 days. Strategem Capital is related to or competes with IShares Canadian, PHN Multi, Global X, Altagas Cum, EcoSynthetix, Financial, and Rubicon Organics. Strategem Capital Corporation, a merchant bank, invests in securities, mutual funds, government treasury issues, and rea... More
Strategem 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 Strategem 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 Strategem Capital Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 40.87 |
Strategem Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Strategem Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Strategem Capital's standard deviation. In reality, there are many statistical measures that can use Strategem Capital historical prices to predict the future Strategem Capital's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.67) | |||
| Treynor Ratio | 0.1355 |
Strategem Capital Corp Backtested Returns
Strategem Capital Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.17, which indicates the firm had a -0.17% return per unit of risk over the last 3 months. Strategem Capital Corp exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Strategem Capital's Variance of 14.51, risk adjusted performance of (0.01), and Coefficient Of Variation of (4,285) to confirm the risk estimate we provide. The entity has a beta of -0.73, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Strategem Capital are expected to decrease at a much lower rate. During the bear market, Strategem Capital is likely to outperform the market. At this point, Strategem Capital Corp has a negative expected return of -0.46%. Please make sure to validate Strategem Capital's standard deviation, as well as the relationship between the maximum drawdown and day median price , to decide if Strategem Capital Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Strategem Capital Corp has no correlation between past and present. Overlapping area represents the amount of predictability between Strategem Capital time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th 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 Strategem Capital Corp price movement. The serial correlation of 0.0 indicates that just 0.0% of current Strategem Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Strategem Capital Corp lagged returns against current returns
Autocorrelation, which is Strategem 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 Strategem Capital's stock expected returns. We can calculate the autocorrelation of Strategem Capital returns to help us make a trade decision. For example, suppose you find that Strategem 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 |
Strategem 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 Strategem Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Strategem Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Strategem Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Strategem Capital Lagged Returns
When evaluating Strategem Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Strategem Capital stock have on its future price. Strategem 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, Strategem Capital autocorrelation shows the relationship between Strategem Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Strategem Capital Corp.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Strategem Stock Analysis
When running Strategem Capital's price analysis, check to measure Strategem Capital's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Strategem Capital is operating at the current time. Most of Strategem Capital's value examination focuses on studying past and present price action to predict the probability of Strategem Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Strategem Capital's price. Additionally, you may evaluate how the addition of Strategem Capital to your portfolios can decrease your overall portfolio volatility.