Stanley Black (Germany) Market Value
| SWF Stock | EUR 83.72 2.38 2.93% |
| Symbol | Stanley |
Stanley Black '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 Stanley Black'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 Stanley Black.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Stanley Black on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Stanley Black Decker or generate 0.0% return on investment in Stanley Black over 30 days. Stanley Black is related to or competes with AB SKF, MISUMI GROUP, and Makita. Stanley Black Decker, Inc. engages in tools and storage, industrial, and security businesses worldwide More
Stanley Black 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 Stanley Black'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 Stanley Black Decker upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 12.23 | |||
| Value At Risk | (1.96) | |||
| Potential Upside | 3.26 |
Stanley Black Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Stanley Black's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Stanley Black's standard deviation. In reality, there are many statistical measures that can use Stanley Black historical prices to predict the future Stanley Black's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.35) | |||
| Treynor Ratio | (0.90) |
Stanley Black Decker Backtested Returns
Stanley Black Decker owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0401, which indicates the firm had a -0.0401% return per unit of risk over the last 3 months. Stanley Black Decker exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Stanley Black's Coefficient Of Variation of (3,033), risk adjusted performance of (0.02), and Variance of 3.12 to confirm the risk estimate we provide. The entity has a beta of 0.0762, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Stanley Black's returns are expected to increase less than the market. However, during the bear market, the loss of holding Stanley Black is expected to be smaller as well. At this point, Stanley Black Decker has a negative expected return of -0.0716%. Please make sure to validate Stanley Black's total risk alpha, kurtosis, and the relationship between the information ratio and potential upside , to decide if Stanley Black Decker performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.40 |
Average predictability
Stanley Black Decker has average predictability. Overlapping area represents the amount of predictability between Stanley Black time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Stanley Black Decker price movement. The serial correlation of 0.4 indicates that just about 40.0% of current Stanley Black price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.4 | |
| Spearman Rank Test | 0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 1.9 |
Stanley Black Decker lagged returns against current returns
Autocorrelation, which is Stanley Black 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 Stanley Black's stock expected returns. We can calculate the autocorrelation of Stanley Black returns to help us make a trade decision. For example, suppose you find that Stanley Black 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 |
Stanley Black 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 Stanley Black stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Stanley Black stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Stanley Black stock over time.
Current vs Lagged Prices |
| Timeline |
Stanley Black Lagged Returns
When evaluating Stanley Black's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Stanley Black stock have on its future price. Stanley Black 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, Stanley Black autocorrelation shows the relationship between Stanley Black stock current value and its past values and can show if there is a momentum factor associated with investing in Stanley Black Decker.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Stanley Stock
When determining whether Stanley Black Decker is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Stanley Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Stanley Black Decker Stock. Highlighted below are key reports to facilitate an investment decision about Stanley Black Decker Stock:Check out Stanley Black Correlation, Stanley Black Volatility and Stanley Black Alpha and Beta module to complement your research on Stanley Black. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
Stanley Black technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.