SThree Plc (UK) Market Value
| STEM Stock | 186.20 0.20 0.11% |
| Symbol | SThree |
SThree 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 SThree 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 SThree Plc.
| 10/28/2025 |
| 12/27/2025 |
If you would invest 0.00 in SThree Plc on October 28, 2025 and sell it all today you would earn a total of 0.00 from holding SThree plc or generate 0.0% return on investment in SThree Plc over 60 days. SThree Plc is related to or competes with Cognizant Technology, MKS Instruments, Nationwide Building, Digital Realty, and Masco Corp. SThree Plc is entity of United Kingdom. It is traded as Stock on LSE exchange. More
SThree 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 SThree 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 SThree plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.27 | |||
| Information Ratio | 0.1624 | |||
| Maximum Drawdown | 7.72 | |||
| Value At Risk | (1.84) | |||
| Potential Upside | 2.45 |
SThree Plc Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SThree Plc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SThree Plc's standard deviation. In reality, there are many statistical measures that can use SThree Plc historical prices to predict the future SThree Plc's volatility.| Risk Adjusted Performance | 0.1576 | |||
| Jensen Alpha | 0.306 | |||
| Total Risk Alpha | 0.1632 | |||
| Sortino Ratio | 0.1894 | |||
| Treynor Ratio | 3.96 |
SThree plc Backtested Returns
SThree Plc appears to be very steady, given 3 months investment horizon. SThree plc owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.19, which indicates the firm had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for SThree plc, which you can use to evaluate the volatility of the company. Please review SThree Plc's Coefficient Of Variation of 461.98, semi deviation of 0.9224, and Risk Adjusted Performance of 0.1576 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, SThree Plc holds a performance score of 14. The entity has a beta of 0.0786, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SThree Plc's returns are expected to increase less than the market. However, during the bear market, the loss of holding SThree Plc is expected to be smaller as well. Please check SThree Plc's jensen alpha, sortino ratio, and the relationship between the standard deviation and total risk alpha , to make a quick decision on whether SThree Plc's existing price patterns will revert.
Auto-correlation | 0.72 |
Good predictability
SThree plc has good predictability. Overlapping area represents the amount of predictability between SThree Plc time series from 28th of October 2025 to 27th of November 2025 and 27th of November 2025 to 27th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of SThree plc price movement. The serial correlation of 0.72 indicates that around 72.0% of current SThree Plc price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 96.91 |
SThree plc lagged returns against current returns
Autocorrelation, which is SThree 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 SThree Plc's stock expected returns. We can calculate the autocorrelation of SThree Plc returns to help us make a trade decision. For example, suppose you find that SThree 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 |
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SThree 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 SThree Plc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SThree Plc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SThree Plc stock over time.
Current vs Lagged Prices |
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SThree Plc Lagged Returns
When evaluating SThree Plc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SThree Plc stock have on its future price. SThree 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, SThree Plc autocorrelation shows the relationship between SThree Plc stock current value and its past values and can show if there is a momentum factor associated with investing in SThree 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.Additional Tools for SThree Stock Analysis
When running SThree Plc's price analysis, check to measure SThree Plc'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 SThree Plc is operating at the current time. Most of SThree Plc's value examination focuses on studying past and present price action to predict the probability of SThree Plc's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SThree Plc's price. Additionally, you may evaluate how the addition of SThree Plc to your portfolios can decrease your overall portfolio volatility.