Schneider Electric Se Stock Market Value
| SBGSF Stock | USD 250.95 6.79 2.78% |
| Symbol | Schneider |
Schneider Electric '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 Schneider Electric's pink sheet 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 Schneider Electric.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Schneider Electric on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Schneider Electric SE or generate 0.0% return on investment in Schneider Electric over 90 days. Schneider Electric is related to or competes with SMC Corp, Atlas Copco, Fanuc, Ebara Corp, Xinjiang Goldwind, Vestas Wind, and Shanghai Electric. Schneider Electric S.E. provides energy and automation digital solutions worldwide More
Schneider Electric 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 Schneider Electric's pink sheet 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 Schneider Electric SE upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0199 | |||
| Maximum Drawdown | 13.81 | |||
| Value At Risk | (6.09) | |||
| Potential Upside | 4.78 |
Schneider Electric Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Schneider Electric's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Schneider Electric's standard deviation. In reality, there are many statistical measures that can use Schneider Electric historical prices to predict the future Schneider Electric's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | 0.0124 | |||
| Total Risk Alpha | 0.3415 | |||
| Treynor Ratio | (0.09) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Schneider Electric's 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.
Schneider Electric Backtested Returns
Schneider Electric owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the firm had a close to zero % return per unit of risk over the last 3 months. Schneider Electric SE exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Schneider Electric's insignificant Risk Adjusted Performance, variance of 9.64, and Coefficient Of Variation of (8,302) to confirm the risk estimate we provide. The entity has a beta of 0.55, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Schneider Electric's returns are expected to increase less than the market. However, during the bear market, the loss of holding Schneider Electric is expected to be smaller as well. At this point, Schneider Electric has a negative expected return of -0.0013%. Please make sure to validate Schneider Electric's kurtosis, and the relationship between the maximum drawdown and day median price , to decide if Schneider Electric performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.14 |
Insignificant reverse predictability
Schneider Electric SE has insignificant reverse predictability. Overlapping area represents the amount of predictability between Schneider Electric time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Schneider Electric price movement. The serial correlation of -0.14 indicates that less than 14.0% of current Schneider Electric price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 90.01 |
Schneider Electric lagged returns against current returns
Autocorrelation, which is Schneider Electric pink sheet'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 Schneider Electric's pink sheet expected returns. We can calculate the autocorrelation of Schneider Electric returns to help us make a trade decision. For example, suppose you find that Schneider Electric has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Schneider Electric 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 Schneider Electric pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Schneider Electric pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Schneider Electric pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Schneider Electric Lagged Returns
When evaluating Schneider Electric's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Schneider Electric pink sheet have on its future price. Schneider Electric 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, Schneider Electric autocorrelation shows the relationship between Schneider Electric pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Schneider Electric SE.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Schneider Pink Sheet
Schneider Electric financial ratios help investors to determine whether Schneider Pink Sheet 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 Schneider with respect to the benefits of owning Schneider Electric security.