STV Group (UK) Market Value
| STVG Stock | 117.00 3.00 2.63% |
| Symbol | STV |
STV Group '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 STV Group'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 STV Group.
| 12/12/2025 |
| 01/11/2026 |
If you would invest 0.00 in STV Group on December 12, 2025 and sell it all today you would earn a total of 0.00 from holding STV Group plc or generate 0.0% return on investment in STV Group over 30 days. STV Group is related to or competes with Ecclesiastical Insurance, Caesars Entertainment, Alma Media, G5 Entertainment, Intermediate Capital, MI Homes, and American Homes. More
STV Group 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 STV Group'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 STV Group plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.47 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 18.21 | |||
| Value At Risk | (3.64) | |||
| Potential Upside | 2.86 |
STV Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for STV Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as STV Group's standard deviation. In reality, there are many statistical measures that can use STV Group historical prices to predict the future STV Group's volatility.| Risk Adjusted Performance | 0.0075 | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.32) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | (0.01) |
STV Group plc Backtested Returns
Currently, STV Group plc is very steady. STV Group plc owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the firm had a close to zero % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for STV Group plc, which you can use to evaluate the volatility of the company. Please validate STV Group's risk adjusted performance of 0.0075, and Coefficient Of Variation of 268537.61 to confirm if the risk estimate we provide is consistent with the expected return of 0.001%. The entity has a beta of 0.65, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, STV Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding STV Group is expected to be smaller as well. STV Group plc presently has a risk of 2.69%. Please validate STV Group potential upside, semi variance, and the relationship between the value at risk and downside variance , to decide if STV Group will be following its existing price patterns.
Auto-correlation | 0.85 |
Very good predictability
STV Group plc has very good predictability. Overlapping area represents the amount of predictability between STV Group 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 STV Group plc price movement. The serial correlation of 0.85 indicates that around 85.0% of current STV Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.85 | |
| Spearman Rank Test | 0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 27.34 |
STV Group plc lagged returns against current returns
Autocorrelation, which is STV Group 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 STV Group's stock expected returns. We can calculate the autocorrelation of STV Group returns to help us make a trade decision. For example, suppose you find that STV Group 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 |
STV Group 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 STV Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if STV Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in STV Group stock over time.
Current vs Lagged Prices |
| Timeline |
STV Group Lagged Returns
When evaluating STV Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of STV Group stock have on its future price. STV Group 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, STV Group autocorrelation shows the relationship between STV Group stock current value and its past values and can show if there is a momentum factor associated with investing in STV Group 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 STV Stock Analysis
When running STV Group's price analysis, check to measure STV Group'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 STV Group is operating at the current time. Most of STV Group's value examination focuses on studying past and present price action to predict the probability of STV Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move STV Group's price. Additionally, you may evaluate how the addition of STV Group to your portfolios can decrease your overall portfolio volatility.