Shield Therapeutics (UK) Market Value
| STX Stock | 12.15 0.40 3.40% |
| Symbol | Shield |
Shield Therapeutics '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 Shield Therapeutics' 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 Shield Therapeutics.
| 12/16/2025 |
| 01/15/2026 |
If you would invest 0.00 in Shield Therapeutics on December 16, 2025 and sell it all today you would earn a total of 0.00 from holding Shield Therapeutics plc or generate 0.0% return on investment in Shield Therapeutics over 30 days. Shield Therapeutics is related to or competes with AMAG Austria, Sport Lisboa, Caesars Entertainment, Liberty Media, Europa Metals, Zinc Media, and Tencent Music. Shield Therapeutics is entity of United Kingdom More
Shield Therapeutics 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 Shield Therapeutics' 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 Shield Therapeutics plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.57 | |||
| Information Ratio | 0.1261 | |||
| Maximum Drawdown | 24.16 | |||
| Value At Risk | (4.79) | |||
| Potential Upside | 8.33 |
Shield Therapeutics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Shield Therapeutics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Shield Therapeutics' standard deviation. In reality, there are many statistical measures that can use Shield Therapeutics historical prices to predict the future Shield Therapeutics' volatility.| Risk Adjusted Performance | 0.1166 | |||
| Jensen Alpha | 0.5884 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.1563 | |||
| Treynor Ratio | 0.9294 |
Shield Therapeutics plc Backtested Returns
Shield Therapeutics appears to be slightly risky, given 3 months investment horizon. Shield Therapeutics plc owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.18, which indicates the firm had a 0.18 % return per unit of risk over the last 3 months. By inspecting Shield Therapeutics' technical indicators, you can evaluate if the expected return of 0.82% is justified by implied risk. Please review Shield Therapeutics' Semi Deviation of 2.81, coefficient of variation of 652.65, and Risk Adjusted Performance of 0.1166 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Shield Therapeutics holds a performance score of 14. The entity has a beta of 0.72, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Shield Therapeutics' returns are expected to increase less than the market. However, during the bear market, the loss of holding Shield Therapeutics is expected to be smaller as well. Please check Shield Therapeutics' downside variance, daily balance of power, and the relationship between the maximum drawdown and skewness , to make a quick decision on whether Shield Therapeutics' existing price patterns will revert.
Auto-correlation | -0.77 |
Almost perfect reverse predictability
Shield Therapeutics plc has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Shield Therapeutics time series from 16th of December 2025 to 31st of December 2025 and 31st of December 2025 to 15th 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 Shield Therapeutics plc price movement. The serial correlation of -0.77 indicates that around 77.0% of current Shield Therapeutics price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.77 | |
| Spearman Rank Test | -0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.33 |
Shield Therapeutics plc lagged returns against current returns
Autocorrelation, which is Shield Therapeutics 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 Shield Therapeutics' stock expected returns. We can calculate the autocorrelation of Shield Therapeutics returns to help us make a trade decision. For example, suppose you find that Shield Therapeutics 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 |
Shield Therapeutics 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 Shield Therapeutics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Shield Therapeutics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Shield Therapeutics stock over time.
Current vs Lagged Prices |
| Timeline |
Shield Therapeutics Lagged Returns
When evaluating Shield Therapeutics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Shield Therapeutics stock have on its future price. Shield Therapeutics 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, Shield Therapeutics autocorrelation shows the relationship between Shield Therapeutics stock current value and its past values and can show if there is a momentum factor associated with investing in Shield Therapeutics 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.Other Information on Investing in Shield Stock
Shield Therapeutics financial ratios help investors to determine whether Shield 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 Shield with respect to the benefits of owning Shield Therapeutics security.