Scout24 SE (Germany) Market Value
| G24 Stock | EUR 116.40 0.90 0.78% |
| Symbol | Scout24 |
Scout24 SE '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 Scout24 SE'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 Scout24 SE.
| 06/07/2025 |
| 07/07/2025 |
If you would invest 0.00 in Scout24 SE on June 7, 2025 and sell it all today you would earn a total of 0.00 from holding Scout24 SE or generate 0.0% return on investment in Scout24 SE over 30 days. Scout24 SE is related to or competes with Alphabet, Alphabet, Alphabet, Meta Platforms, Tencent Holdings, Meta Platforms, and Tencent Holdings. Scout24 AG operates digital marketplaces specializing in the real estate and automotive sectors in Germany and other Eur... More
Scout24 SE 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 Scout24 SE'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 Scout24 SE upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.5 | |||
| Information Ratio | 0.122 | |||
| Maximum Drawdown | 7.77 | |||
| Value At Risk | (1.36) | |||
| Potential Upside | 2.13 |
Scout24 SE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Scout24 SE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Scout24 SE's standard deviation. In reality, there are many statistical measures that can use Scout24 SE historical prices to predict the future Scout24 SE's volatility.| Risk Adjusted Performance | 0.3184 | |||
| Jensen Alpha | 0.2384 | |||
| Total Risk Alpha | 0.1921 | |||
| Sortino Ratio | 0.1236 | |||
| Treynor Ratio | 0.6032 |
Scout24 SE Backtested Returns
Scout24 SE appears to be very steady, given 3 months investment horizon. Scout24 SE owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.3, which indicates the firm had a 0.3 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Scout24 SE, which you can use to evaluate the volatility of the company. Please review Scout24 SE's Semi Deviation of 1.11, coefficient of variation of 511.01, and Risk Adjusted Performance of 0.3184 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Scout24 SE holds a performance score of 23. The entity has a beta of 0.48, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Scout24 SE's returns are expected to increase less than the market. However, during the bear market, the loss of holding Scout24 SE is expected to be smaller as well. Please check Scout24 SE's jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Scout24 SE's existing price patterns will revert.
Auto-correlation | 0.25 |
Poor predictability
Scout24 SE has poor predictability. Overlapping area represents the amount of predictability between Scout24 SE time series from 7th of June 2025 to 22nd of June 2025 and 22nd of June 2025 to 7th of July 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 Scout24 SE price movement. The serial correlation of 0.25 indicates that over 25.0% of current Scout24 SE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.58 |
Scout24 SE lagged returns against current returns
Autocorrelation, which is Scout24 SE 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 Scout24 SE's stock expected returns. We can calculate the autocorrelation of Scout24 SE returns to help us make a trade decision. For example, suppose you find that Scout24 SE 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 |
Scout24 SE 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 Scout24 SE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Scout24 SE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Scout24 SE stock over time.
Current vs Lagged Prices |
| Timeline |
Scout24 SE Lagged Returns
When evaluating Scout24 SE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Scout24 SE stock have on its future price. Scout24 SE 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, Scout24 SE autocorrelation shows the relationship between Scout24 SE stock current value and its past values and can show if there is a momentum factor associated with investing in Scout24 SE.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Scout24 Stock
Scout24 SE financial ratios help investors to determine whether Scout24 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 Scout24 with respect to the benefits of owning Scout24 SE security.