STANLEY BLACK DECKER Market Value
| 854502AH4 | 95.22 3.49 3.54% |
| Symbol | STANLEY |
STANLEY '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 STANLEY's bond 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 STANLEY.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in STANLEY on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding STANLEY BLACK DECKER or generate 0.0% return on investment in STANLEY over 90 days. STANLEY is related to or competes with 00108WAF7, Biomarin Pharmaceutical, Philip Morris, Laureate Education, Laboratory, RaySearch Laboratories, and Orkla ASA. More
STANLEY 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 STANLEY's bond 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 STANLEY BLACK DECKER upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0611 | |||
| Maximum Drawdown | 5.93 | |||
| Value At Risk | (1.08) | |||
| Potential Upside | 1.28 |
STANLEY Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for STANLEY's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as STANLEY's standard deviation. In reality, there are many statistical measures that can use STANLEY historical prices to predict the future STANLEY's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | 0.0451 | |||
| Treynor Ratio | (0.25) |
STANLEY BLACK DECKER Backtested Returns
At this point, STANLEY is very steady. STANLEY BLACK DECKER retains Efficiency (Sharpe Ratio) of 0.0113, which indicates the bond had a 0.0113 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for STANLEY, which you can use to evaluate the volatility of the bond. Please validate STANLEY's standard deviation of 0.8273, and Risk Adjusted Performance of (0.05) to confirm if the risk estimate we provide is consistent with the expected return of 0.0098%. The entity owns a Beta (Systematic Risk) of 0.23, which indicates not very significant fluctuations relative to the market. As returns on the market increase, STANLEY's returns are expected to increase less than the market. However, during the bear market, the loss of holding STANLEY is expected to be smaller as well.
Auto-correlation | 0.05 |
Virtually no predictability
STANLEY BLACK DECKER has virtually no predictability. Overlapping area represents the amount of predictability between STANLEY time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th of March 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 STANLEY BLACK DECKER price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current STANLEY price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
STANLEY BLACK DECKER lagged returns against current returns
Autocorrelation, which is STANLEY bond'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 STANLEY's bond expected returns. We can calculate the autocorrelation of STANLEY returns to help us make a trade decision. For example, suppose you find that STANLEY has exhibited high autocorrelation historically, and you observe that the bond 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 |
STANLEY 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 STANLEY bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if STANLEY bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in STANLEY bond over time.
Current vs Lagged Prices |
| Timeline |
STANLEY Lagged Returns
When evaluating STANLEY's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of STANLEY bond have on its future price. STANLEY 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, STANLEY autocorrelation shows the relationship between STANLEY bond current value and its past values and can show if there is a momentum factor associated with investing in STANLEY BLACK DECKER.
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 STANLEY Bond
STANLEY financial ratios help investors to determine whether STANLEY Bond 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 STANLEY with respect to the benefits of owning STANLEY security.