Schmid Group Nv Stock Market Value
| SHMD Stock | 2.83 0.15 5.60% |
| Symbol | SCHMID |
SCHMID Group NV Price To Book Ratio
Is Electronic Equipment, Instruments & Components space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of SCHMID Group. If investors know SCHMID will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about SCHMID Group listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of SCHMID Group NV is measured differently than its book value, which is the value of SCHMID that is recorded on the company's balance sheet. Investors also form their own opinion of SCHMID Group's value that differs from its market value or its book value, called intrinsic value, which is SCHMID Group's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because SCHMID Group's market value can be influenced by many factors that don't directly affect SCHMID Group's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between SCHMID Group's value and its price as these two are different measures arrived at by different means. Investors typically determine if SCHMID Group is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SCHMID Group's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
SCHMID Group '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 SCHMID Group'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 SCHMID Group.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in SCHMID Group on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding SCHMID Group NV or generate 0.0% return on investment in SCHMID Group over 90 days. SCHMID Group is related to or competes with Barrick Gold, Lipocine, Acumen Pharmaceuticals, Perseus Mining, Highway Holdings, and Tscan Therapeutics. SCHMID Group is entity of United States. It is traded as Stock on NASDAQ exchange. More
SCHMID Group 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 SCHMID Group'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 SCHMID Group NV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.39 | |||
| Information Ratio | 0.0775 | |||
| Maximum Drawdown | 33.67 | |||
| Value At Risk | (8.27) | |||
| Potential Upside | 14.57 |
SCHMID Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SCHMID Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SCHMID Group's standard deviation. In reality, there are many statistical measures that can use SCHMID Group historical prices to predict the future SCHMID Group's volatility.| Risk Adjusted Performance | 0.0618 | |||
| Jensen Alpha | 0.4584 | |||
| Total Risk Alpha | 1.12 | |||
| Sortino Ratio | 0.087 | |||
| Treynor Ratio | 0.3995 |
SCHMID Group NV Backtested Returns
SCHMID Group NV owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0146, which indicates the company had a -0.0146 % return per unit of volatility over the last 3 months. SCHMID Group NV exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SCHMID Group's Downside Deviation of 5.39, risk adjusted performance of 0.0618, and Market Risk Adjusted Performance of 0.4095 to confirm the risk estimate we provide. The firm has a beta of 0.9, which indicates possible diversification benefits within a given portfolio. SCHMID Group returns are very sensitive to returns on the market. As the market goes up or down, SCHMID Group is expected to follow. At this point, SCHMID Group NV has a negative expected return of -0.0823%. Please make sure to validate SCHMID Group's total risk alpha, expected short fall, market facilitation index, as well as the relationship between the value at risk and daily balance of power , to decide if SCHMID Group NV performance from the past will be repeated in the future.
Auto-correlation | -0.19 |
Insignificant reverse predictability
SCHMID Group NV has insignificant reverse predictability. Overlapping area represents the amount of predictability between SCHMID Group time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 SCHMID Group NV price movement. The serial correlation of -0.19 indicates that over 19.0% of current SCHMID Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
SCHMID Group NV lagged returns against current returns
Autocorrelation, which is SCHMID Group 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 SCHMID Group's stock expected returns. We can calculate the autocorrelation of SCHMID Group returns to help us make a trade decision. For example, suppose you find that SCHMID Group 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 |
SCHMID Group 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 SCHMID Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SCHMID Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SCHMID Group stock over time.
Current vs Lagged Prices |
| Timeline |
SCHMID Group Lagged Returns
When evaluating SCHMID Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SCHMID Group stock have on its future price. SCHMID Group 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, SCHMID Group autocorrelation shows the relationship between SCHMID Group stock current value and its past values and can show if there is a momentum factor associated with investing in SCHMID Group NV.
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.When determining whether SCHMID Group NV is a strong investment it is important to analyze SCHMID Group's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact SCHMID Group's future performance. For an informed investment choice regarding SCHMID Stock, refer to the following important reports:Check out SCHMID Group Correlation, SCHMID Group Volatility and SCHMID Group Alpha and Beta module to complement your research on SCHMID Group. You can also try the Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.
SCHMID Group technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.