Stewart Information Services Stock Market Value
| STC Stock | USD 76.37 1.28 1.70% |
| Symbol | Stewart |
Is Property & Casualty Insurance space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Stewart Information. If investors know Stewart will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Stewart Information listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Stewart Information is measured differently than its book value, which is the value of Stewart that is recorded on the company's balance sheet. Investors also form their own opinion of Stewart Information's value that differs from its market value or its book value, called intrinsic value, which is Stewart Information's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Stewart Information's market value can be influenced by many factors that don't directly affect Stewart Information's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Stewart Information's value and its price as these two are different measures arrived at by different means. Investors typically determine if Stewart Information is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Stewart Information'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.
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.
| 12/09/2023 |
| 12/03/2024 |
If you would invest 0.00 in Stewart Information on December 9, 2023 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 360 days. Stewart Information is related to or competes with Selective Insurance, Kemper, Donegal Group, Argo Group, Global Indemnity, Horace Mann, and RLI Corp. 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.
| Downside Deviation | 1.43 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 10.03 | |||
| Value At Risk | (2.66) | |||
| Potential Upside | 2.93 |
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 | 0.0407 | |||
| Jensen Alpha | 0.0791 | |||
| Total Risk Alpha | (0.20) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | (1.27) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Stewart Information's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Stewart Information Backtested Returns
At this point, Stewart Information is very steady. Stewart Information owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0457, which indicates the firm had a 0.0457% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Stewart Information Services, which you can use to evaluate the volatility of the company. Please validate Stewart Information's Risk Adjusted Performance of 0.0407, semi deviation of 1.36, and Coefficient Of Variation of 2190.3 to confirm if the risk estimate we provide is consistent with the expected return of 0.0826%. Stewart Information has a performance score of 3 on a scale of 0 to 100. The entity has a beta of -0.057, 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. Stewart Information right now has a risk of 1.81%. Please validate Stewart Information potential upside, and the relationship between the total risk alpha and kurtosis , to decide if Stewart Information will be following its existing price patterns.
Auto-correlation | 0.78 |
Good predictability
Stewart Information Services has good predictability. Overlapping area represents the amount of predictability between Stewart Information time series from 9th of December 2023 to 6th of June 2024 and 6th of June 2024 to 3rd of December 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 Stewart Information price movement. The serial correlation of 0.78 indicates that around 78.0% of current Stewart Information price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 20.44 |
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 |
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.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 Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.
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.