Stewart Information (Germany) Market Value
| SIU Stock | EUR 58.00 1.00 1.69% |
| Symbol | Stewart |
Stewart Information '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 Stewart Information'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 Stewart Information.
| 07/22/2024 |
| 01/18/2025 |
If you would invest 0.00 in Stewart Information on July 22, 2024 and sell it all today you would earn a total of 0.00 from holding Stewart Information Services or generate 0.0% return on investment in Stewart Information over 180 days. Stewart Information is related to or competes with CanSino Biologics, Japan Tobacco, Ameriprise Financial, IMPERIAL TOBACCO, Synovus Financial, SCANSOURCE (SC3SG), and ANTA SPORTS. Stewart Information Services Corporation, through its subsidiaries, provides title insurance and real estate transaction... More
Stewart Information 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 Stewart Information'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 Stewart Information Services upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 9.06 | |||
| Value At Risk | (3.05) | |||
| Potential Upside | 3.29 |
Stewart Information Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Stewart Information's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Stewart Information's standard deviation. In reality, there are many statistical measures that can use Stewart Information historical prices to predict the future Stewart Information's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | 2.36 |
Stewart Information Backtested Returns
Stewart Information owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.07, which indicates the firm had a -0.07% return per unit of risk over the last 3 months. Stewart Information Services exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Stewart Information's Variance of 4.14, coefficient of variation of (2,489), and Risk Adjusted Performance of (0.03) to confirm the risk estimate we provide. The entity has a beta of -0.0389, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Stewart Information are expected to decrease at a much lower rate. During the bear market, Stewart Information is likely to outperform the market. At this point, Stewart Information has a negative expected return of -0.14%. Please make sure to validate Stewart Information's variance, treynor ratio, daily balance of power, as well as the relationship between the jensen alpha and skewness , to decide if Stewart Information performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.15 |
Insignificant predictability
Stewart Information Services has insignificant predictability. Overlapping area represents the amount of predictability between Stewart Information time series from 22nd of July 2024 to 20th of October 2024 and 20th of October 2024 to 18th of January 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 Stewart Information price movement. The serial correlation of 0.15 indicates that less than 15.0% of current Stewart Information price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.15 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 13.02 |
Stewart Information lagged returns against current returns
Autocorrelation, which is Stewart Information 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 Stewart Information's stock expected returns. We can calculate the autocorrelation of Stewart Information returns to help us make a trade decision. For example, suppose you find that Stewart Information 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 |
Stewart Information 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 Stewart Information stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Stewart Information stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Stewart Information stock over time.
Current vs Lagged Prices |
| Timeline |
Stewart Information Lagged Returns
When evaluating Stewart Information's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Stewart Information stock have on its future price. Stewart Information 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, Stewart Information autocorrelation shows the relationship between Stewart Information stock current value and its past values and can show if there is a momentum factor associated with investing in Stewart Information Services.
Regressed Prices |
| Timeline |
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Additional Information and Resources on Investing in Stewart Stock
When determining whether Stewart Information offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Stewart Information's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Stewart Information Services Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Stewart Information Services Stock:Check out Stewart Information Correlation, Stewart Information Volatility and Stewart Information Alpha and Beta module to complement your research on Stewart Information. You can also try the Sign In To Macroaxis module to sign in to explore Macroaxis' wealth optimization platform and fintech modules.
Stewart Information 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.