Schroder Real (UK) Market Value
| SREI Stock | 49.90 0.70 1.38% |
| Symbol | Schroder |
Schroder Real '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 Real'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 Real.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in Schroder Real on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding Schroder Real Estate or generate 0.0% return on investment in Schroder Real over 30 days. Schroder Real is related to or competes with Litigation Capital, Zegona Communications, Tatton Asset, MoneysupermarketCom, Spirent Communications, Coor Service, and Monster Beverage. Schroder Real is entity of United Kingdom More
Schroder Real 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 Real'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 Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.28 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 5.74 | |||
| Value At Risk | (1.53) | |||
| Potential Upside | 1.92 |
Schroder Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Schroder Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Schroder Real's standard deviation. In reality, there are many statistical measures that can use Schroder Real historical prices to predict the future Schroder Real's volatility.| Risk Adjusted Performance | 0.0333 | |||
| Jensen Alpha | 0.0291 | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.5722 |
Schroder Real Estate Backtested Returns
Currently, Schroder Real Estate is very steady. Schroder Real Estate owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0412, which indicates the firm had a 0.0412% return per unit of risk over the last 3 months. We have found thirty technical indicators for Schroder Real Estate, which you can use to evaluate the volatility of the company. Please validate Schroder Real's Semi Deviation of 1.11, coefficient of variation of 2587.53, and Risk Adjusted Performance of 0.0333 to confirm if the risk estimate we provide is consistent with the expected return of 0.0505%. Schroder Real has a performance score of 3 on a scale of 0 to 100. The entity has a beta of 0.0654, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Schroder Real's returns are expected to increase less than the market. However, during the bear market, the loss of holding Schroder Real is expected to be smaller as well. Schroder Real Estate right now has a risk of 1.23%. Please validate Schroder Real coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if Schroder Real will be following its existing price patterns.
Auto-correlation | -0.62 |
Very good reverse predictability
Schroder Real Estate has very good reverse predictability. Overlapping area represents the amount of predictability between Schroder Real time series from 1st of November 2024 to 16th of November 2024 and 16th of November 2024 to 1st 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 Real Estate price movement. The serial correlation of -0.62 indicates that roughly 62.0% of current Schroder Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.62 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.33 |
Schroder Real Estate lagged returns against current returns
Autocorrelation, which is Schroder Real 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 Real's stock expected returns. We can calculate the autocorrelation of Schroder Real returns to help us make a trade decision. For example, suppose you find that Schroder Real 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 Real 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 Real stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Schroder Real stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Schroder Real stock over time.
Current vs Lagged Prices |
| Timeline |
Schroder Real Lagged Returns
When evaluating Schroder Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Schroder Real stock have on its future price. Schroder Real 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 Real autocorrelation shows the relationship between Schroder Real stock current value and its past values and can show if there is a momentum factor associated with investing in Schroder Real Estate.
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 Schroder Stock Analysis
When running Schroder Real's price analysis, check to measure Schroder Real'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 Schroder Real is operating at the current time. Most of Schroder Real's value examination focuses on studying past and present price action to predict the probability of Schroder Real's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Schroder Real's price. Additionally, you may evaluate how the addition of Schroder Real to your portfolios can decrease your overall portfolio volatility.