STG International (Israel) Market Value
| STG Stock | 6,600 167.00 2.47% |
| Symbol | STG |
STG International '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 STG International'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 STG International.
| 12/12/2025 |
| 01/11/2026 |
If you would invest 0.00 in STG International on December 12, 2025 and sell it all today you would earn a total of 0.00 from holding STG International or generate 0.0% return on investment in STG International over 30 days. STG International is related to or competes with Accel Solutions, Icon, Brimag L, Sarine Technologies, Ralco Agencies, Unitronics, and C Mer. More
STG International 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 STG International'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 STG International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.69 | |||
| Information Ratio | 0.0533 | |||
| Maximum Drawdown | 10.74 | |||
| Value At Risk | (2.75) | |||
| Potential Upside | 5.53 |
STG International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for STG International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as STG International's standard deviation. In reality, there are many statistical measures that can use STG International historical prices to predict the future STG International's volatility.| Risk Adjusted Performance | 0.0754 | |||
| Jensen Alpha | 0.2022 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0766 | |||
| Treynor Ratio | 1.53 |
STG International Backtested Returns
STG International appears to be very steady, given 3 months investment horizon. STG International owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0813, which indicates the firm had a 0.0813 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for STG International, which you can use to evaluate the volatility of the company. Please review STG International's risk adjusted performance of 0.0754, and Coefficient Of Variation of 1086.91 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, STG International holds a performance score of 6. The entity has a beta of 0.14, which indicates not very significant fluctuations relative to the market. As returns on the market increase, STG International's returns are expected to increase less than the market. However, during the bear market, the loss of holding STG International is expected to be smaller as well. Please check STG International's total risk alpha, expected short fall, market facilitation index, as well as the relationship between the value at risk and daily balance of power , to make a quick decision on whether STG International's existing price patterns will revert.
Auto-correlation | 0.65 |
Good predictability
STG International has good predictability. Overlapping area represents the amount of predictability between STG International time series from 12th of December 2025 to 27th of December 2025 and 27th of December 2025 to 11th 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 STG International price movement. The serial correlation of 0.65 indicates that roughly 65.0% of current STG International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.65 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 96.6 K |
STG International lagged returns against current returns
Autocorrelation, which is STG International 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 STG International's stock expected returns. We can calculate the autocorrelation of STG International returns to help us make a trade decision. For example, suppose you find that STG International 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 |
STG International 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 STG International stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if STG International stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in STG International stock over time.
Current vs Lagged Prices |
| Timeline |
STG International Lagged Returns
When evaluating STG International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of STG International stock have on its future price. STG International 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, STG International autocorrelation shows the relationship between STG International stock current value and its past values and can show if there is a momentum factor associated with investing in STG International.
Regressed Prices |
| Timeline |
Also Currently Popular
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 STG Stock
STG International financial ratios help investors to determine whether STG 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 STG with respect to the benefits of owning STG International security.