Schroders Investment (UK) Market Value
| ATR Stock | 464.00 1.00 0.22% |
| Symbol | Schroders |
Schroders Investment '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 Schroders Investment'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 Schroders Investment.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Schroders Investment on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Schroders Investment Trusts or generate 0.0% return on investment in Schroders Investment over 90 days. Schroders Investment is related to or competes with Live Nation, One Media, XLMedia PLC, G5 Entertainment, and Zinc Media. Schroders Investment is entity of United Kingdom More
Schroders Investment 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 Schroders Investment'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 Schroders Investment Trusts upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0657 | |||
| Maximum Drawdown | 4.3 | |||
| Value At Risk | (1.67) | |||
| Potential Upside | 1.23 |
Schroders Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Schroders Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Schroders Investment's standard deviation. In reality, there are many statistical measures that can use Schroders Investment historical prices to predict the future Schroders Investment's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | 0.059 | |||
| Treynor Ratio | (0.20) |
Schroders Investment Backtested Returns
Schroders Investment owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0609, which indicates the firm had a -0.0609 % return per unit of risk over the last 3 months. Schroders Investment Trusts exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Schroders Investment's Coefficient Of Variation of (2,136), variance of 0.7747, and Risk Adjusted Performance of (0.04) to confirm the risk estimate we provide. The entity has a beta of 0.26, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Schroders Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding Schroders Investment is expected to be smaller as well. At this point, Schroders Investment has a negative expected return of -0.0533%. Please make sure to validate Schroders Investment's information ratio, skewness, day typical price, as well as the relationship between the treynor ratio and daily balance of power , to decide if Schroders Investment performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.51 |
Good reverse predictability
Schroders Investment Trusts has good reverse predictability. Overlapping area represents the amount of predictability between Schroders Investment 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 Schroders Investment price movement. The serial correlation of -0.51 indicates that about 51.0% of current Schroders Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.51 | |
| Spearman Rank Test | -0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 87.56 |
Schroders Investment lagged returns against current returns
Autocorrelation, which is Schroders Investment 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 Schroders Investment's stock expected returns. We can calculate the autocorrelation of Schroders Investment returns to help us make a trade decision. For example, suppose you find that Schroders Investment 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 |
Schroders Investment 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 Schroders Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Schroders Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Schroders Investment stock over time.
Current vs Lagged Prices |
| Timeline |
Schroders Investment Lagged Returns
When evaluating Schroders Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Schroders Investment stock have on its future price. Schroders Investment 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, Schroders Investment autocorrelation shows the relationship between Schroders Investment stock current value and its past values and can show if there is a momentum factor associated with investing in Schroders Investment Trusts.
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 Schroders Stock
Schroders Investment financial ratios help investors to determine whether Schroders 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 Schroders with respect to the benefits of owning Schroders Investment security.