Strategic Education (Germany) Market Value
| SQE Stock | EUR 94.50 3.00 3.28% |
| Symbol | Strategic |
Strategic 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 Strategic 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 Strategic Education.
| 09/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Strategic Education on September 29, 2024 and sell it all today you would earn a total of 0.00 from holding Strategic Education or generate 0.0% return on investment in Strategic Education over 60 days. Strategic Education is related to or competes with Sunny Optical, AECOM TECHNOLOGY, Iridium Communications, Casio Computer, Highlight Communications, and INTERSHOP Communications. Strategic Education, Inc., through its subsidiaries, provides a range of post-secondary education and non-degree program... More
Strategic 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 Strategic 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 Strategic Education upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.7 | |||
| Information Ratio | 0.0191 | |||
| Maximum Drawdown | 17.99 | |||
| Value At Risk | (2.38) | |||
| Potential Upside | 1.92 |
Strategic Education Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Strategic Education's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Strategic Education's standard deviation. In reality, there are many statistical measures that can use Strategic Education historical prices to predict the future Strategic Education's volatility.| Risk Adjusted Performance | 0.0633 | |||
| Jensen Alpha | 0.1779 | |||
| Total Risk Alpha | (0.19) | |||
| Sortino Ratio | 0.0257 | |||
| Treynor Ratio | (0.97) |
Strategic Education Backtested Returns
At this point, Strategic Education is very steady. Strategic Education owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0751, which indicates the firm had a 0.0751% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Strategic Education, which you can use to evaluate the volatility of the company. Please validate Strategic Education's Semi Deviation of 1.16, coefficient of variation of 1353.21, and Risk Adjusted Performance of 0.0633 to confirm if the risk estimate we provide is consistent with the expected return of 0.17%. Strategic Education has a performance score of 5 on a scale of 0 to 100. The entity has a beta of -0.16, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Strategic Education are expected to decrease at a much lower rate. During the bear market, Strategic Education is likely to outperform the market. Strategic Education right now has a risk of 2.32%. Please validate Strategic Education downside variance, kurtosis, and the relationship between the value at risk and expected short fall , to decide if Strategic Education will be following its existing price patterns.
Auto-correlation | -0.53 |
Good reverse predictability
Strategic Education has good reverse predictability. Overlapping area represents the amount of predictability between Strategic Education time series from 29th of September 2024 to 29th of October 2024 and 29th of October 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 Strategic Education price movement. The serial correlation of -0.53 indicates that about 53.0% of current Strategic Education price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.53 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 32.2 |
Strategic Education lagged returns against current returns
Autocorrelation, which is Strategic 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 Strategic Education's stock expected returns. We can calculate the autocorrelation of Strategic Education returns to help us make a trade decision. For example, suppose you find that Strategic 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 |
Strategic 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 Strategic Education stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Strategic Education stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Strategic Education stock over time.
Current vs Lagged Prices |
| Timeline |
Strategic Education Lagged Returns
When evaluating Strategic Education's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Strategic Education stock have on its future price. Strategic 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, Strategic Education autocorrelation shows the relationship between Strategic Education stock current value and its past values and can show if there is a momentum factor associated with investing in Strategic Education.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Strategic Stock
When determining whether Strategic Education offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Strategic Education'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 Strategic Education Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Strategic Education Stock:Check out Strategic Education Correlation, Strategic Education Volatility and Strategic Education Alpha and Beta module to complement your research on Strategic Education. For more detail on how to invest in Strategic Stock please use our How to Invest in Strategic Education guide.You can also try the Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.
Strategic Education 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.