Schmid Group Nv Stock Market Value
| SHMDW Stock | 0.28 0.03 12.00% |
| Symbol | SCHMID |
SCHMID Group NV Company Valuation
Is Machinery 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.
| 01/06/2023 |
| 12/26/2024 |
If you would invest 0.00 in SCHMID Group on January 6, 2023 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 720 days. SCHMID Group is related to or competes with Barnes, Babcock Wilcox, Crane, Hillenbrand, Ingersoll Rand, Parker Hannifin, and Richtech Robotics. 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 | 12.25 | |||
| Information Ratio | 0.0285 | |||
| Maximum Drawdown | 55.31 | |||
| Value At Risk | (16.67) | |||
| Potential Upside | 21.74 |
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 | 0.035 | |||
| Jensen Alpha | 0.4034 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | 0.0289 | |||
| Treynor Ratio | (0.94) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of SCHMID Group'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.
SCHMID Group NV Backtested Returns
SCHMID Group appears to be out of control, given 3 months investment horizon. SCHMID Group NV owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0818, which indicates the company had a 0.0818% return per unit of volatility over the last 3 months. By analyzing SCHMID Group's technical indicators, you can evaluate if the expected return of 0.94% is justified by implied risk. Please review SCHMID Group's Risk Adjusted Performance of 0.035, market risk adjusted performance of (0.93), and Downside Deviation of 12.25 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, SCHMID Group holds a performance score of 6. The firm has a beta of -0.41, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning SCHMID Group are expected to decrease at a much lower rate. During the bear market, SCHMID Group is likely to outperform the market. Please check SCHMID Group's sortino ratio and the relationship between the downside variance and market facilitation index , to make a quick decision on whether SCHMID Group's existing price patterns will revert.
Auto-correlation | 0.00 |
No correlation between past and present
SCHMID Group NV has no correlation between past and present. Overlapping area represents the amount of predictability between SCHMID Group time series from 6th of January 2023 to 1st of January 2024 and 1st of January 2024 to 26th 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 SCHMID Group NV price movement. The serial correlation of 0.0 indicates that just 0.0% of current SCHMID Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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 |
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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 SCHMID Stock Analysis
When running SCHMID Group's price analysis, check to measure SCHMID Group'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 SCHMID Group is operating at the current time. Most of SCHMID Group's value examination focuses on studying past and present price action to predict the probability of SCHMID Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SCHMID Group's price. Additionally, you may evaluate how the addition of SCHMID Group to your portfolios can decrease your overall portfolio volatility.