Software Circle (UK) Market Value
| SFT Stock | 28.00 2.00 6.67% |
| Symbol | Software |
Software Circle '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 Software Circle'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 Software Circle.
| 12/12/2024 |
| 03/12/2025 |
If you would invest 0.00 in Software Circle on December 12, 2024 and sell it all today you would earn a total of 0.00 from holding Software Circle plc or generate 0.0% return on investment in Software Circle over 90 days. Software Circle is related to or competes with GreenX Metals, Silvercorp Metals, Blackrock World, Cairo Communication, Gaztransport, Spirent Communications, and Gamma Communications. Software Circle is entity of United Kingdom More
Software Circle 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 Software Circle'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 Software Circle plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.11 | |||
| Information Ratio | 0.2107 | |||
| Maximum Drawdown | 7.46 | |||
| Value At Risk | (2.04) | |||
| Potential Upside | 4.17 |
Software Circle Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Software Circle's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Software Circle's standard deviation. In reality, there are many statistical measures that can use Software Circle historical prices to predict the future Software Circle's volatility.| Risk Adjusted Performance | 0.1231 | |||
| Jensen Alpha | 0.2972 | |||
| Total Risk Alpha | 0.5181 | |||
| Sortino Ratio | 0.1193 | |||
| Treynor Ratio | 0.5425 |
Software Circle plc Backtested Returns
Software Circle appears to be very steady, given 3 months investment horizon. Software Circle plc owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.19, which indicates the firm had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Software Circle plc, which you can use to evaluate the volatility of the company. Please review Software Circle's Semi Deviation of 1.02, coefficient of variation of 707.16, and Risk Adjusted Performance of 0.1231 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Software Circle holds a performance score of 14. The entity has a beta of 0.44, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Software Circle's returns are expected to increase less than the market. However, during the bear market, the loss of holding Software Circle is expected to be smaller as well. Please check Software Circle's jensen alpha, potential upside, accumulation distribution, as well as the relationship between the treynor ratio and expected short fall , to make a quick decision on whether Software Circle's existing price patterns will revert.
Auto-correlation | 0.93 |
Excellent predictability
Software Circle plc has excellent predictability. Overlapping area represents the amount of predictability between Software Circle time series from 12th of December 2024 to 26th of January 2025 and 26th of January 2025 to 12th 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 Software Circle plc price movement. The serial correlation of 0.93 indicates that approximately 93.0% of current Software Circle price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.93 | |
| Spearman Rank Test | 0.9 | |
| Residual Average | 0.0 | |
| Price Variance | 4.5 |
Software Circle plc lagged returns against current returns
Autocorrelation, which is Software Circle 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 Software Circle's stock expected returns. We can calculate the autocorrelation of Software Circle returns to help us make a trade decision. For example, suppose you find that Software Circle 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 |
Software Circle 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 Software Circle stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Software Circle stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Software Circle stock over time.
Current vs Lagged Prices |
| Timeline |
Software Circle Lagged Returns
When evaluating Software Circle's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Software Circle stock have on its future price. Software Circle 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, Software Circle autocorrelation shows the relationship between Software Circle stock current value and its past values and can show if there is a momentum factor associated with investing in Software Circle plc.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Software Stock
Software Circle financial ratios help investors to determine whether Software 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 Software with respect to the benefits of owning Software Circle security.