Sherborne Investors (UK) Market Value
| SIGC Stock | 52.00 0.25 0.48% |
| Symbol | Sherborne |
Sherborne Investors '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 Sherborne Investors' 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 Sherborne Investors.
| 06/01/2024 |
| 11/28/2024 |
If you would invest 0.00 in Sherborne Investors on June 1, 2024 and sell it all today you would earn a total of 0.00 from holding Sherborne Investors Guernsey or generate 0.0% return on investment in Sherborne Investors over 180 days. Sherborne Investors is related to or competes with Advanced Medical, Roper Technologies, Southwest Airlines, L3Harris Technologies, CleanTech Lithium, Uber Technologies, and International Consolidated. Sherborne Investors is entity of United Kingdom More
Sherborne Investors 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 Sherborne Investors' 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 Sherborne Investors Guernsey upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.18 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 5.64 | |||
| Value At Risk | (0.94) | |||
| Potential Upside | 1.43 |
Sherborne Investors Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sherborne Investors' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sherborne Investors' standard deviation. In reality, there are many statistical measures that can use Sherborne Investors historical prices to predict the future Sherborne Investors' volatility.| Risk Adjusted Performance | 0.0702 | |||
| Jensen Alpha | 0.0622 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 3.21 |
Sherborne Investors Backtested Returns
Currently, Sherborne Investors Guernsey is very steady. Sherborne Investors owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0922, which indicates the firm had a 0.0922% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Sherborne Investors Guernsey, which you can use to evaluate the volatility of the company. Please validate Sherborne Investors' Risk Adjusted Performance of 0.0702, semi deviation of 0.3022, and Coefficient Of Variation of 1101.22 to confirm if the risk estimate we provide is consistent with the expected return of 0.0769%. Sherborne Investors has a performance score of 7 on a scale of 0 to 100. The entity has a beta of 0.0201, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sherborne Investors' returns are expected to increase less than the market. However, during the bear market, the loss of holding Sherborne Investors is expected to be smaller as well. Sherborne Investors right now has a risk of 0.83%. Please validate Sherborne Investors downside deviation, information ratio, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Sherborne Investors will be following its existing price patterns.
Auto-correlation | -0.16 |
Insignificant reverse predictability
Sherborne Investors Guernsey has insignificant reverse predictability. Overlapping area represents the amount of predictability between Sherborne Investors time series from 1st of June 2024 to 30th of August 2024 and 30th of August 2024 to 28th 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 Sherborne Investors price movement. The serial correlation of -0.16 indicates that over 16.0% of current Sherborne Investors price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | -0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 1.43 |
Sherborne Investors lagged returns against current returns
Autocorrelation, which is Sherborne Investors 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 Sherborne Investors' stock expected returns. We can calculate the autocorrelation of Sherborne Investors returns to help us make a trade decision. For example, suppose you find that Sherborne Investors 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 |
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Sherborne Investors 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 Sherborne Investors stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sherborne Investors stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sherborne Investors stock over time.
Current vs Lagged Prices |
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Sherborne Investors Lagged Returns
When evaluating Sherborne Investors' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sherborne Investors stock have on its future price. Sherborne Investors 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, Sherborne Investors autocorrelation shows the relationship between Sherborne Investors stock current value and its past values and can show if there is a momentum factor associated with investing in Sherborne Investors Guernsey.
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 Sherborne Stock Analysis
When running Sherborne Investors' price analysis, check to measure Sherborne Investors' 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 Sherborne Investors is operating at the current time. Most of Sherborne Investors' value examination focuses on studying past and present price action to predict the probability of Sherborne Investors' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sherborne Investors' price. Additionally, you may evaluate how the addition of Sherborne Investors to your portfolios can decrease your overall portfolio volatility.