SRP Groupe's market value is the price at which a share of SRP Groupe trades on a public exchange. It measures the collective expectations of SRP Groupe SA investors about its performance. SRP Groupe is trading at 0.74 as of the 13th of January 2025, a 1.33% down since the beginning of the trading day. The stock's open price was 0.75. With this module, you can estimate the performance of a buy and hold strategy of SRP Groupe SA and determine expected loss or profit from investing in SRP Groupe over a given investment horizon. Check out SRP Groupe Correlation, SRP Groupe Volatility and SRP Groupe Alpha and Beta module to complement your research on SRP Groupe.
Please note, there is a significant difference between SRP Groupe's value and its price as these two are different measures arrived at by different means. Investors typically determine if SRP Groupe is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SRP Groupe's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
SRP Groupe '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 SRP Groupe'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 SRP Groupe.
0.00
10/15/2024
No Change 0.00
0.0
In 3 months and 1 day
01/13/2025
0.00
If you would invest 0.00 in SRP Groupe on October 15, 2024 and sell it all today you would earn a total of 0.00 from holding SRP Groupe SA or generate 0.0% return on investment in SRP Groupe over 90 days. SRP Groupe is related to or competes with Maisons Du, Claranova, Smcp SAS, Solocal Group, and Blockchain Group. SRP Groupe S.A. engages in the e-commerce business in France, Belgium, Spain, Italy, Portugal, Poland, the Netherlands, ... More
SRP Groupe 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 SRP Groupe'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 SRP Groupe SA upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for SRP Groupe's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SRP Groupe's standard deviation. In reality, there are many statistical measures that can use SRP Groupe historical prices to predict the future SRP Groupe's volatility.
SRP Groupe SA owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.3, which indicates the firm had a -0.3% return per unit of standard deviation over the last 3 months. SRP Groupe SA exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SRP Groupe's risk adjusted performance of (0.17), and Variance of 5.69 to confirm the risk estimate we provide. The entity has a beta of -0.0616, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SRP Groupe are expected to decrease at a much lower rate. During the bear market, SRP Groupe is likely to outperform the market. At this point, SRP Groupe SA has a negative expected return of -0.67%. Please make sure to validate SRP Groupe's potential upside, as well as the relationship between the accumulation distribution and day median price , to decide if SRP Groupe SA performance from the past will be repeated at some future point.
Auto-correlation
0.74
Good predictability
SRP Groupe SA has good predictability. Overlapping area represents the amount of predictability between SRP Groupe time series from 15th of October 2024 to 29th of November 2024 and 29th of November 2024 to 13th 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 SRP Groupe SA price movement. The serial correlation of 0.74 indicates that around 74.0% of current SRP Groupe price fluctuation can be explain by its past prices.
Correlation Coefficient
0.74
Spearman Rank Test
0.73
Residual Average
0.0
Price Variance
0.01
SRP Groupe SA lagged returns against current returns
Autocorrelation, which is SRP Groupe 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 SRP Groupe's stock expected returns. We can calculate the autocorrelation of SRP Groupe returns to help us make a trade decision. For example, suppose you find that SRP Groupe 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
SRP Groupe 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 SRP Groupe stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SRP Groupe stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SRP Groupe stock over time.
Current vs Lagged Prices
Timeline
SRP Groupe Lagged Returns
When evaluating SRP Groupe's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SRP Groupe stock have on its future price. SRP Groupe 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, SRP Groupe autocorrelation shows the relationship between SRP Groupe stock current value and its past values and can show if there is a momentum factor associated with investing in SRP Groupe SA.
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.
SRP Groupe financial ratios help investors to determine whether SRP 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 SRP with respect to the benefits of owning SRP Groupe security.