Staude Capital (Australia) Market Value
| GVF Stock | 1.31 0.01 0.77% |
| Symbol | Staude |
Staude Capital '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 Staude Capital'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 Staude Capital.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Staude Capital on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Staude Capital Global or generate 0.0% return on investment in Staude Capital over 30 days. Staude Capital is related to or competes with Readytech Holdings, Thorney Technologies, and Macquarie Technology. Staude Capital is entity of Australia. It is traded as Stock on AU exchange. More
Staude Capital 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 Staude Capital'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 Staude Capital Global upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.75 | |||
| Information Ratio | 0.0038 | |||
| Maximum Drawdown | 9.4 | |||
| Value At Risk | (2.33) | |||
| Potential Upside | 1.65 |
Staude Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Staude Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Staude Capital's standard deviation. In reality, there are many statistical measures that can use Staude Capital historical prices to predict the future Staude Capital's volatility.| Risk Adjusted Performance | 0.0725 | |||
| Jensen Alpha | 0.1251 | |||
| Total Risk Alpha | (0.10) | |||
| Sortino Ratio | 0.0033 | |||
| Treynor Ratio | (3.47) |
Staude Capital Global Backtested Returns
Currently, Staude Capital Global is risky. Staude Capital Global owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0653, which indicates the firm had a 0.0653% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Staude Capital Global, which you can use to evaluate the volatility of the company. Please validate Staude Capital's Risk Adjusted Performance of 0.0725, semi deviation of 1.01, and Coefficient Of Variation of 1131.89 to confirm if the risk estimate we provide is consistent with the expected return of 0.0964%. Staude Capital has a performance score of 5 on a scale of 0 to 100. The entity has a beta of -0.0349, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Staude Capital are expected to decrease at a much lower rate. During the bear market, Staude Capital is likely to outperform the market. Staude Capital Global right now has a risk of 1.48%. Please validate Staude Capital semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to decide if Staude Capital will be following its existing price patterns.
Auto-correlation | -0.69 |
Very good reverse predictability
Staude Capital Global has very good reverse predictability. Overlapping area represents the amount of predictability between Staude Capital time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th 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 Staude Capital Global price movement. The serial correlation of -0.69 indicates that around 69.0% of current Staude Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.69 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Staude Capital Global lagged returns against current returns
Autocorrelation, which is Staude Capital 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 Staude Capital's stock expected returns. We can calculate the autocorrelation of Staude Capital returns to help us make a trade decision. For example, suppose you find that Staude Capital 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 |
Staude Capital 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 Staude Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Staude Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Staude Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Staude Capital Lagged Returns
When evaluating Staude Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Staude Capital stock have on its future price. Staude Capital 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, Staude Capital autocorrelation shows the relationship between Staude Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Staude Capital Global.
Regressed Prices |
| Timeline |
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Additional Tools for Staude Stock Analysis
When running Staude Capital's price analysis, check to measure Staude Capital's 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 Staude Capital is operating at the current time. Most of Staude Capital's value examination focuses on studying past and present price action to predict the probability of Staude Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Staude Capital's price. Additionally, you may evaluate how the addition of Staude Capital to your portfolios can decrease your overall portfolio volatility.