Science In (UK) Market Value
| SIS Stock | 27.00 0.50 1.89% |
| Symbol | Science |
Science In '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 Science In'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 Science In.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in Science In on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding Science in Sport or generate 0.0% return on investment in Science In over 540 days. Science In is related to or competes with Hollywood Bowl, CleanTech Lithium, G5 Entertainment, Centaur Media, Virgin Wines, Take Two, and LBG Media. Science In is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Science In 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 Science In'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 Science in Sport upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.52 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 9.32 | |||
| Value At Risk | (1.96) | |||
| Potential Upside | 2.08 |
Science In Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Science In's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Science In's standard deviation. In reality, there are many statistical measures that can use Science In historical prices to predict the future Science In's volatility.| Risk Adjusted Performance | 0.0563 | |||
| Jensen Alpha | 0.0799 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 1.12 |
Science in Sport Backtested Returns
At this point, Science In is very steady. Science in Sport owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0863, which indicates the firm had a 0.0863% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Science in Sport, which you can use to evaluate the volatility of the company. Please validate Science In's Semi Deviation of 1.08, coefficient of variation of 1487.71, and Risk Adjusted Performance of 0.0563 to confirm if the risk estimate we provide is consistent with the expected return of 0.13%. Science In has a performance score of 6 on a scale of 0 to 100. The entity has a beta of 0.0792, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Science In's returns are expected to increase less than the market. However, during the bear market, the loss of holding Science In is expected to be smaller as well. Science in Sport right now has a risk of 1.5%. Please validate Science In total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to decide if Science In will be following its existing price patterns.
Auto-correlation | 0.09 |
Virtually no predictability
Science in Sport has virtually no predictability. Overlapping area represents the amount of predictability between Science In time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 to 29th 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 Science in Sport price movement. The serial correlation of 0.09 indicates that less than 9.0% of current Science In price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 17.19 |
Science in Sport lagged returns against current returns
Autocorrelation, which is Science In 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 Science In's stock expected returns. We can calculate the autocorrelation of Science In returns to help us make a trade decision. For example, suppose you find that Science In 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 |
Science In 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 Science In stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Science In stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Science In stock over time.
Current vs Lagged Prices |
| Timeline |
Science In Lagged Returns
When evaluating Science In's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Science In stock have on its future price. Science In 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, Science In autocorrelation shows the relationship between Science In stock current value and its past values and can show if there is a momentum factor associated with investing in Science in Sport.
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 Science Stock
Science In financial ratios help investors to determine whether Science 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 Science with respect to the benefits of owning Science In security.