Straker (Australia) Market Value
| STG Stock | 0.35 0.01 2.94% |
| Symbol | Straker |
Straker '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 Straker'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 Straker.
| 12/05/2025 |
| 01/04/2026 |
If you would invest 0.00 in Straker on December 5, 2025 and sell it all today you would earn a total of 0.00 from holding Straker or generate 0.0% return on investment in Straker over 30 days. Straker is related to or competes with Commonwealth Bank, Macquarie, National Australia, National Australia, National Australia, National Australia, and Aneka Tambang. Straker is entity of Australia. It is traded as Stock on AU exchange. More
Straker 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 Straker'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 Straker upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.05 | |||
| Information Ratio | 0.0567 | |||
| Maximum Drawdown | 33.19 | |||
| Value At Risk | (8.33) | |||
| Potential Upside | 19.44 |
Straker Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Straker's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Straker's standard deviation. In reality, there are many statistical measures that can use Straker historical prices to predict the future Straker's volatility.| Risk Adjusted Performance | 0.0559 | |||
| Jensen Alpha | 0.342 | |||
| Total Risk Alpha | (0.1) | |||
| Sortino Ratio | 0.0659 | |||
| Treynor Ratio | 0.2259 |
Straker Backtested Returns
Straker appears to be out of control, given 3 months investment horizon. Straker owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0382, which indicates the firm had a 0.0382 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Straker, which you can use to evaluate the volatility of the company. Please review Straker's Risk Adjusted Performance of 0.0559, semi deviation of 4.65, and Coefficient Of Variation of 1512.64 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Straker holds a performance score of 3. The entity has a beta of 2.01, 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, Straker will likely underperform. Please check Straker's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to make a quick decision on whether Straker's existing price patterns will revert.
Auto-correlation | 0.26 |
Poor predictability
Straker has poor predictability. Overlapping area represents the amount of predictability between Straker time series from 5th of December 2025 to 20th of December 2025 and 20th of December 2025 to 4th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Straker price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current Straker price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Straker lagged returns against current returns
Autocorrelation, which is Straker 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 Straker's stock expected returns. We can calculate the autocorrelation of Straker returns to help us make a trade decision. For example, suppose you find that Straker 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 |
Straker 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 Straker stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Straker stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Straker stock over time.
Current vs Lagged Prices |
| Timeline |
Straker Lagged Returns
When evaluating Straker's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Straker stock have on its future price. Straker 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, Straker autocorrelation shows the relationship between Straker stock current value and its past values and can show if there is a momentum factor associated with investing in Straker.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Straker Stock Analysis
When running Straker's price analysis, check to measure Straker'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 Straker is operating at the current time. Most of Straker's value examination focuses on studying past and present price action to predict the probability of Straker's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Straker's price. Additionally, you may evaluate how the addition of Straker to your portfolios can decrease your overall portfolio volatility.