Stagwell Stock Market Value
| STGW Stock | USD 7.86 0.05 0.63% |
| Symbol | Stagwell |
Stagwell Price To Book Ratio
Is Movies & Entertainment 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 Stagwell. If investors know Stagwell 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 Stagwell listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 10.592 | Revenue Per Share 24.226 | Quarterly Revenue Growth 0.152 | Return On Assets 0.0201 | Return On Equity 0.0728 |
The market value of Stagwell is measured differently than its book value, which is the value of Stagwell that is recorded on the company's balance sheet. Investors also form their own opinion of Stagwell's value that differs from its market value or its book value, called intrinsic value, which is Stagwell'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 Stagwell's market value can be influenced by many factors that don't directly affect Stagwell'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 Stagwell's value and its price as these two are different measures arrived at by different means. Investors typically determine if Stagwell is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Stagwell'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.
Stagwell '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 Stagwell'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 Stagwell.
| 06/03/2024 |
| 11/30/2024 |
If you would invest 0.00 in Stagwell on June 3, 2024 and sell it all today you would earn a total of 0.00 from holding Stagwell or generate 0.0% return on investment in Stagwell over 180 days. Stagwell is related to or competes with ADTRAN, Belden, ADC Therapeutics, Comtech Telecommunicatio, and CTS. Stagwell Inc. provides digital transformation, performance media and data, consumer insights and strategy, and creativit... More
Stagwell 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 Stagwell'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 Stagwell upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.36 | |||
| Information Ratio | 0.0151 | |||
| Maximum Drawdown | 9.83 | |||
| Value At Risk | (3.72) | |||
| Potential Upside | 3.42 |
Stagwell Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Stagwell's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Stagwell's standard deviation. In reality, there are many statistical measures that can use Stagwell historical prices to predict the future Stagwell's volatility.| Risk Adjusted Performance | 0.0623 | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.24) | |||
| Sortino Ratio | 0.0153 | |||
| Treynor Ratio | 0.0881 |
Stagwell Backtested Returns
Stagwell appears to be somewhat reliable, given 3 months investment horizon. Stagwell owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.095, which indicates the firm had a 0.095% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Stagwell, which you can use to evaluate the volatility of the company. Please review Stagwell's Semi Deviation of 2.17, coefficient of variation of 1376.57, and Risk Adjusted Performance of 0.0623 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Stagwell holds a performance score of 7. The entity has a beta of 1.86, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Stagwell will likely underperform. Please check Stagwell's downside variance, and the relationship between the total risk alpha and daily balance of power , to make a quick decision on whether Stagwell's existing price patterns will revert.
Auto-correlation | 0.19 |
Very weak predictability
Stagwell has very weak predictability. Overlapping area represents the amount of predictability between Stagwell time series from 3rd of June 2024 to 1st of September 2024 and 1st of September 2024 to 30th 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 Stagwell price movement. The serial correlation of 0.19 indicates that over 19.0% of current Stagwell price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.19 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.22 |
Stagwell lagged returns against current returns
Autocorrelation, which is Stagwell 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 Stagwell's stock expected returns. We can calculate the autocorrelation of Stagwell returns to help us make a trade decision. For example, suppose you find that Stagwell 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 |
Stagwell 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 Stagwell stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Stagwell stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Stagwell stock over time.
Current vs Lagged Prices |
| Timeline |
Stagwell Lagged Returns
When evaluating Stagwell's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Stagwell stock have on its future price. Stagwell 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, Stagwell autocorrelation shows the relationship between Stagwell stock current value and its past values and can show if there is a momentum factor associated with investing in Stagwell.
Regressed Prices |
| Timeline |
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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.Additional Tools for Stagwell Stock Analysis
When running Stagwell's price analysis, check to measure Stagwell's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Stagwell is operating at the current time. Most of Stagwell's value examination focuses on studying past and present price action to predict the probability of Stagwell's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Stagwell's price. Additionally, you may evaluate how the addition of Stagwell to your portfolios can decrease your overall portfolio volatility.