Schroder (UK) Market Value
| SCP Stock | 605.00 1.00 0.17% |
| Symbol | Schroder |
Schroder '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 Schroder'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 Schroder.
| 06/03/2024 |
| 11/30/2024 |
If you would invest 0.00 in Schroder on June 3, 2024 and sell it all today you would earn a total of 0.00 from holding Schroder UK Mid or generate 0.0% return on investment in Schroder over 180 days. Schroder is related to or competes with Home Depot, Team Internet, Synthomer Plc, Cairn Homes, Air Products, Cairo Communication, and Beazer Homes. Schroder is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Schroder 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 Schroder'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 Schroder UK Mid upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.24) | |||
| Maximum Drawdown | 4.45 | |||
| Value At Risk | (1.34) | |||
| Potential Upside | 1.37 |
Schroder Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Schroder's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Schroder's standard deviation. In reality, there are many statistical measures that can use Schroder historical prices to predict the future Schroder's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.23) | |||
| Treynor Ratio | (1.32) |
Schroder UK Mid Backtested Returns
Schroder UK Mid owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0802, which indicates the firm had a -0.0802% return per unit of risk over the last 3 months. Schroder UK Mid exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Schroder's Coefficient Of Variation of (1,206), risk adjusted performance of (0.06), and Variance of 0.7531 to confirm the risk estimate we provide. The entity has a beta of 0.0622, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Schroder's returns are expected to increase less than the market. However, during the bear market, the loss of holding Schroder is expected to be smaller as well. At this point, Schroder UK Mid has a negative expected return of -0.0696%. Please make sure to validate Schroder's potential upside, daily balance of power, and the relationship between the maximum drawdown and kurtosis , to decide if Schroder UK Mid performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.36 |
Poor reverse predictability
Schroder UK Mid has poor reverse predictability. Overlapping area represents the amount of predictability between Schroder time series from 3rd of June 2024 to 1st of September 2024 and 1st of September 2024 to 30th 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 Schroder UK Mid price movement. The serial correlation of -0.36 indicates that just about 36.0% of current Schroder price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.36 | |
| Spearman Rank Test | -0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 90.83 |
Schroder UK Mid lagged returns against current returns
Autocorrelation, which is Schroder 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 Schroder's stock expected returns. We can calculate the autocorrelation of Schroder returns to help us make a trade decision. For example, suppose you find that Schroder 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 |
Schroder 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 Schroder stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Schroder stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Schroder stock over time.
Current vs Lagged Prices |
| Timeline |
Schroder Lagged Returns
When evaluating Schroder's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Schroder stock have on its future price. Schroder 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, Schroder autocorrelation shows the relationship between Schroder stock current value and its past values and can show if there is a momentum factor associated with investing in Schroder UK Mid.
Regressed Prices |
| Timeline |
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Schroder financial ratios help investors to determine whether Schroder 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 Schroder with respect to the benefits of owning Schroder security.