Strats Trust Cellular Stock Market Value
| GJH Stock | USD 9.90 0.01 0.10% |
| Symbol | Strats |
Is Asset Management & Custody Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Strats Trust. If investors know Strats will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Strats Trust listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Strats Trust Cellular is measured differently than its book value, which is the value of Strats that is recorded on the company's balance sheet. Investors also form their own opinion of Strats Trust's value that differs from its market value or its book value, called intrinsic value, which is Strats Trust's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Strats Trust's market value can be influenced by many factors that don't directly affect Strats Trust's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Strats Trust's value and its price as these two are different measures arrived at by different means. Investors typically determine if Strats Trust is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Strats Trust's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Strats Trust '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 Strats Trust'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 Strats Trust.
| 07/20/2023 |
| 12/11/2024 |
If you would invest 0.00 in Strats Trust on July 20, 2023 and sell it all today you would earn a total of 0.00 from holding Strats Trust Cellular or generate 0.0% return on investment in Strats Trust over 510 days. Strats Trust is related to or competes with STRATS SM, STRATSSM Certificates, STRATS SM, Strats SM, and Strats SM. Strats Trust is entity of United States. It is traded as Stock on NYSE exchange. More
Strats Trust 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 Strats Trust'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 Strats Trust Cellular upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8415 | |||
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 2.95 | |||
| Value At Risk | (1.02) | |||
| Potential Upside | 1.02 |
Strats Trust Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Strats Trust's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Strats Trust's standard deviation. In reality, there are many statistical measures that can use Strats Trust historical prices to predict the future Strats Trust's volatility.| Risk Adjusted Performance | 0.0932 | |||
| Jensen Alpha | 0.0618 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 41.29 |
Strats Trust Cellular Backtested Returns
Strats Trust is very steady at the moment. Strats Trust Cellular owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0796, which indicates the firm had a 0.0796% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Strats Trust Cellular, which you can use to evaluate the volatility of the company. Please validate Strats Trust's Coefficient Of Variation of 747.25, semi deviation of 0.3155, and Risk Adjusted Performance of 0.0932 to confirm if the risk estimate we provide is consistent with the expected return of 0.042%. Strats Trust has a performance score of 6 on a scale of 0 to 100. The entity has a beta of 0.0015, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Strats Trust's returns are expected to increase less than the market. However, during the bear market, the loss of holding Strats Trust is expected to be smaller as well. Strats Trust Cellular right now has a risk of 0.53%. Please validate Strats Trust semi variance, and the relationship between the maximum drawdown and daily balance of power , to decide if Strats Trust will be following its existing price patterns.
Auto-correlation | 0.66 |
Good predictability
Strats Trust Cellular has good predictability. Overlapping area represents the amount of predictability between Strats Trust time series from 20th of July 2023 to 31st of March 2024 and 31st of March 2024 to 11th of December 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 Strats Trust Cellular price movement. The serial correlation of 0.66 indicates that around 66.0% of current Strats Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 0.2 |
Strats Trust Cellular lagged returns against current returns
Autocorrelation, which is Strats Trust 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 Strats Trust's stock expected returns. We can calculate the autocorrelation of Strats Trust returns to help us make a trade decision. For example, suppose you find that Strats Trust 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 |
Strats Trust 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 Strats Trust stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Strats Trust stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Strats Trust stock over time.
Current vs Lagged Prices |
| Timeline |
Strats Trust Lagged Returns
When evaluating Strats Trust's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Strats Trust stock have on its future price. Strats Trust 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, Strats Trust autocorrelation shows the relationship between Strats Trust stock current value and its past values and can show if there is a momentum factor associated with investing in Strats Trust Cellular.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Strats Trust Cellular offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Strats Trust's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Strats Trust Cellular Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Strats Trust Cellular Stock:Check out Strats Trust Correlation, Strats Trust Volatility and Strats Trust Alpha and Beta module to complement your research on Strats Trust. You can also try the Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
Strats Trust 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.