STRAYER EDUCATION (Germany) Market Value
| SQE Stock | EUR 94.00 0.50 0.53% |
| Symbol | STRAYER |
STRAYER EDUCATION '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 STRAYER EDUCATION'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 STRAYER EDUCATION.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in STRAYER EDUCATION on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding STRAYER EDUCATION or generate 0.0% return on investment in STRAYER EDUCATION over 540 days. STRAYER EDUCATION is related to or competes with Silicon Motion, Gladstone Investment, China BlueChemical, ECHO INVESTMENT, WisdomTree Investments, Shin-Etsu Chemical, and Strategic Investments. More
STRAYER EDUCATION 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 STRAYER EDUCATION'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 STRAYER EDUCATION upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.39 | |||
| Information Ratio | 0.0043 | |||
| Maximum Drawdown | 9.39 | |||
| Value At Risk | (1.88) | |||
| Potential Upside | 2.21 |
STRAYER EDUCATION Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for STRAYER EDUCATION's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as STRAYER EDUCATION's standard deviation. In reality, there are many statistical measures that can use STRAYER EDUCATION historical prices to predict the future STRAYER EDUCATION's volatility.| Risk Adjusted Performance | 0.0688 | |||
| Jensen Alpha | 0.0404 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | 0.0049 | |||
| Treynor Ratio | 0.1723 |
STRAYER EDUCATION Backtested Returns
At this point, STRAYER EDUCATION is very steady. STRAYER EDUCATION owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0903, which indicates the firm had a 0.0903% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for STRAYER EDUCATION, which you can use to evaluate the volatility of the company. Please validate STRAYER EDUCATION's coefficient of variation of 1204.38, and Risk Adjusted Performance of 0.0688 to confirm if the risk estimate we provide is consistent with the expected return of 0.15%. STRAYER EDUCATION has a performance score of 7 on a scale of 0 to 100. The entity has a beta of 0.71, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, STRAYER EDUCATION's returns are expected to increase less than the market. However, during the bear market, the loss of holding STRAYER EDUCATION is expected to be smaller as well. STRAYER EDUCATION presently has a risk of 1.61%. Please validate STRAYER EDUCATION sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if STRAYER EDUCATION will be following its existing price patterns.
Auto-correlation | -0.57 |
Good reverse predictability
STRAYER EDUCATION has good reverse predictability. Overlapping area represents the amount of predictability between STRAYER EDUCATION 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 STRAYER EDUCATION price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current STRAYER EDUCATION price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | -0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 97.04 |
STRAYER EDUCATION lagged returns against current returns
Autocorrelation, which is STRAYER EDUCATION 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 STRAYER EDUCATION's stock expected returns. We can calculate the autocorrelation of STRAYER EDUCATION returns to help us make a trade decision. For example, suppose you find that STRAYER EDUCATION 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 |
STRAYER EDUCATION 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 STRAYER EDUCATION stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if STRAYER EDUCATION stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in STRAYER EDUCATION stock over time.
Current vs Lagged Prices |
| Timeline |
STRAYER EDUCATION Lagged Returns
When evaluating STRAYER EDUCATION's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of STRAYER EDUCATION stock have on its future price. STRAYER EDUCATION 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, STRAYER EDUCATION autocorrelation shows the relationship between STRAYER EDUCATION stock current value and its past values and can show if there is a momentum factor associated with investing in STRAYER EDUCATION.
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 STRAYER Stock
STRAYER EDUCATION financial ratios help investors to determine whether STRAYER 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 STRAYER with respect to the benefits of owning STRAYER EDUCATION security.