Schroder Oriental (UK) Market Value
| SOI Stock | 272.00 1.50 0.55% |
| Symbol | Schroder |
Schroder Oriental '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 Schroder Oriental'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 Schroder Oriental.
| 12/18/2023 |
| 12/12/2024 |
If you would invest 0.00 in Schroder Oriental on December 18, 2023 and sell it all today you would earn a total of 0.00 from holding Schroder Oriental Income or generate 0.0% return on investment in Schroder Oriental over 360 days. Schroder Oriental is related to or competes with Vienna Insurance, Thor Mining, AfriTin Mining, Griffin Mining, Bankers Investment, and Invesco Physical. Schroder Oriental is entity of United Kingdom More
Schroder Oriental 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 Schroder Oriental'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 Schroder Oriental Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8819 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 4.84 | |||
| Value At Risk | (0.91) | |||
| Potential Upside | 1.3 |
Schroder Oriental Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Schroder Oriental's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Schroder Oriental's standard deviation. In reality, there are many statistical measures that can use Schroder Oriental historical prices to predict the future Schroder Oriental's volatility.| Risk Adjusted Performance | 0.0879 | |||
| Jensen Alpha | 0.0641 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.4054 |
Schroder Oriental Income Backtested Returns
At this point, Schroder Oriental is very steady. Schroder Oriental Income owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0281, which indicates the firm had a 0.0281% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Schroder Oriental Income, which you can use to evaluate the volatility of the company. Please validate Schroder Oriental's Risk Adjusted Performance of 0.0879, semi deviation of 0.6618, and Coefficient Of Variation of 833.61 to confirm if the risk estimate we provide is consistent with the expected return of 0.0243%. Schroder Oriental has a performance score of 2 on a scale of 0 to 100. The entity has a beta of 0.22, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Schroder Oriental's returns are expected to increase less than the market. However, during the bear market, the loss of holding Schroder Oriental is expected to be smaller as well. Schroder Oriental Income right now has a risk of 0.86%. Please validate Schroder Oriental standard deviation, treynor ratio, downside variance, as well as the relationship between the total risk alpha and value at risk , to decide if Schroder Oriental will be following its existing price patterns.
Auto-correlation | -0.27 |
Weak reverse predictability
Schroder Oriental Income has weak reverse predictability. Overlapping area represents the amount of predictability between Schroder Oriental time series from 18th of December 2023 to 15th of June 2024 and 15th of June 2024 to 12th 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 Schroder Oriental Income price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Schroder Oriental price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | -0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 24.04 |
Schroder Oriental Income lagged returns against current returns
Autocorrelation, which is Schroder Oriental 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 Schroder Oriental's stock expected returns. We can calculate the autocorrelation of Schroder Oriental returns to help us make a trade decision. For example, suppose you find that Schroder Oriental 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 |
Schroder Oriental 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 Schroder Oriental stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Schroder Oriental stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Schroder Oriental stock over time.
Current vs Lagged Prices |
| Timeline |
Schroder Oriental Lagged Returns
When evaluating Schroder Oriental's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Schroder Oriental stock have on its future price. Schroder Oriental 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, Schroder Oriental autocorrelation shows the relationship between Schroder Oriental stock current value and its past values and can show if there is a momentum factor associated with investing in Schroder Oriental Income.
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 Schroder Stock
Schroder Oriental financial ratios help investors to determine whether Schroder 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 Schroder with respect to the benefits of owning Schroder Oriental security.