Science Applications (Germany) Market Value
| 85S Stock | 95.00 1.00 1.04% |
| Symbol | Science |
Science Applications '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 Science Applications' 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 Science Applications.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Science Applications on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Science Applications International or generate 0.0% return on investment in Science Applications over 90 days. Science Applications is related to or competes with ASPEN TECHINC, Kingdee International, INTERSHOP Communications, and Singapore Telecommunicatio. More
Science Applications 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 Science Applications' 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 Science Applications International upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 14.63 | |||
| Value At Risk | (4.52) | |||
| Potential Upside | 3.64 |
Science Applications Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Science Applications' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Science Applications' standard deviation. In reality, there are many statistical measures that can use Science Applications historical prices to predict the future Science Applications' volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | 0.1026 | |||
| Treynor Ratio | 1.5 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Science Applications' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Science Applications Backtested Returns
Science Applications owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0648, which indicates the firm had a -0.0648 % return per unit of risk over the last 3 months. Science Applications International exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Science Applications' Variance of 5.77, coefficient of variation of (1,276), and Risk Adjusted Performance of (0.06) to confirm the risk estimate we provide. The entity has a beta of -0.13, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Science Applications are expected to decrease at a much lower rate. During the bear market, Science Applications is likely to outperform the market. At this point, Science Applications has a negative expected return of -0.16%. Please make sure to validate Science Applications' potential upside, day median price, and the relationship between the treynor ratio and accumulation distribution , to decide if Science Applications performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.51 |
Good reverse predictability
Science Applications International has good reverse predictability. Overlapping area represents the amount of predictability between Science Applications time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Science Applications price movement. The serial correlation of -0.51 indicates that about 51.0% of current Science Applications price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.51 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 16.51 |
Science Applications lagged returns against current returns
Autocorrelation, which is Science Applications 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 Science Applications' stock expected returns. We can calculate the autocorrelation of Science Applications returns to help us make a trade decision. For example, suppose you find that Science Applications 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 |
Science Applications 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 Science Applications stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Science Applications stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Science Applications stock over time.
Current vs Lagged Prices |
| Timeline |
Science Applications Lagged Returns
When evaluating Science Applications' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Science Applications stock have on its future price. Science Applications 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, Science Applications autocorrelation shows the relationship between Science Applications stock current value and its past values and can show if there is a momentum factor associated with investing in Science Applications International.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Science Stock Analysis
When running Science Applications' price analysis, check to measure Science Applications' 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 Science Applications is operating at the current time. Most of Science Applications' value examination focuses on studying past and present price action to predict the probability of Science Applications' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Science Applications' price. Additionally, you may evaluate how the addition of Science Applications to your portfolios can decrease your overall portfolio volatility.