Segro Plc (UK) Market Value
| SGRO Stock | 714.00 5.80 0.81% |
| Symbol | Segro |
Segro Plc '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 Segro Plc'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 Segro Plc.
| 11/15/2024 |
| 12/15/2024 |
If you would invest 0.00 in Segro Plc on November 15, 2024 and sell it all today you would earn a total of 0.00 from holding Segro Plc or generate 0.0% return on investment in Segro Plc over 30 days. Segro Plc is related to or competes with Batm Advanced, Playtech Plc, Anglesey Mining, Griffin Mining, Universal Display, and Solstad Offshore. Segro Plc is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Segro Plc 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 Segro Plc'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 Segro Plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.39) | |||
| Maximum Drawdown | 5.71 | |||
| Value At Risk | (2.46) | |||
| Potential Upside | 1.31 |
Segro Plc Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Segro Plc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Segro Plc's standard deviation. In reality, there are many statistical measures that can use Segro Plc historical prices to predict the future Segro Plc's volatility.| Risk Adjusted Performance | (0.21) | |||
| Jensen Alpha | (0.40) | |||
| Total Risk Alpha | (0.52) | |||
| Treynor Ratio | (1.30) |
Segro Plc Backtested Returns
Segro Plc owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.29, which indicates the firm had a -0.29% return per unit of risk over the last 3 months. Segro Plc exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Segro Plc's Risk Adjusted Performance of (0.21), variance of 1.43, and Coefficient Of Variation of (331.87) to confirm the risk estimate we provide. The entity has a beta of 0.28, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Segro Plc's returns are expected to increase less than the market. However, during the bear market, the loss of holding Segro Plc is expected to be smaller as well. At this point, Segro Plc has a negative expected return of -0.35%. Please make sure to validate Segro Plc's treynor ratio, value at risk, and the relationship between the total risk alpha and maximum drawdown , to decide if Segro Plc performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.75 |
Almost perfect reverse predictability
Segro Plc has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Segro Plc time series from 15th of November 2024 to 30th of November 2024 and 30th of November 2024 to 15th 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 Segro Plc price movement. The serial correlation of -0.75 indicates that around 75.0% of current Segro Plc price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.75 | |
| Spearman Rank Test | -0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 515.86 |
Segro Plc lagged returns against current returns
Autocorrelation, which is Segro Plc 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 Segro Plc's stock expected returns. We can calculate the autocorrelation of Segro Plc returns to help us make a trade decision. For example, suppose you find that Segro Plc 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 |
Segro Plc 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 Segro Plc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Segro Plc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Segro Plc stock over time.
Current vs Lagged Prices |
| Timeline |
Segro Plc Lagged Returns
When evaluating Segro Plc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Segro Plc stock have on its future price. Segro Plc 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, Segro Plc autocorrelation shows the relationship between Segro Plc stock current value and its past values and can show if there is a momentum factor associated with investing in Segro Plc.
Regressed Prices |
| Timeline |
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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.Additional Tools for Segro Stock Analysis
When running Segro Plc's price analysis, check to measure Segro Plc'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 Segro Plc is operating at the current time. Most of Segro Plc's value examination focuses on studying past and present price action to predict the probability of Segro Plc's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Segro Plc's price. Additionally, you may evaluate how the addition of Segro Plc to your portfolios can decrease your overall portfolio volatility.