MC Saatchi (UK) Market Value
| SAA Stock | 185.00 5.50 2.89% |
| Symbol | SAA |
MC Saatchi '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 MC Saatchi'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 MC Saatchi.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in MC Saatchi on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding MC Saatchi or generate 0.0% return on investment in MC Saatchi over 90 days. MC Saatchi is related to or competes with Tyson Foods, Cairo Communication, National Beverage, Associated British, Roebuck Food, Compagnie Plastic, and Aeorema Communications. MC Saatchi is entity of United Kingdom. It is traded as Stock on LSE exchange. More
MC Saatchi 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 MC Saatchi'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 MC Saatchi upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.33 | |||
| Information Ratio | 0.0721 | |||
| Maximum Drawdown | 5.99 | |||
| Value At Risk | (2.48) | |||
| Potential Upside | 2.23 |
MC Saatchi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MC Saatchi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MC Saatchi's standard deviation. In reality, there are many statistical measures that can use MC Saatchi historical prices to predict the future MC Saatchi's volatility.| Risk Adjusted Performance | 0.1674 | |||
| Jensen Alpha | 0.2217 | |||
| Total Risk Alpha | 0.0386 | |||
| Sortino Ratio | 0.0733 | |||
| Treynor Ratio | 4.33 |
MC Saatchi Backtested Returns
MC Saatchi appears to be very steady, given 3 months investment horizon. MC Saatchi retains Efficiency (Sharpe Ratio) of 0.2, which conveys that the company had a 0.2 % return per unit of price deviation over the last 3 months. We have found thirty technical indicators for MC Saatchi, which you can use to evaluate the volatility of the entity. Please exercise MC Saatchi's Market Risk Adjusted Performance of 4.34, standard deviation of 1.36, and Mean Deviation of 1.06 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, MC Saatchi holds a performance score of 15. The firm owns a Beta (Systematic Risk) of 0.0528, which conveys not very significant fluctuations relative to the market. As returns on the market increase, MC Saatchi's returns are expected to increase less than the market. However, during the bear market, the loss of holding MC Saatchi is expected to be smaller as well. Please check MC Saatchi's mean deviation, standard deviation, treynor ratio, as well as the relationship between the downside deviation and total risk alpha , to make a quick decision on whether MC Saatchi's current price history will revert.
Auto-correlation | 0.37 |
Below average predictability
MC Saatchi has below average predictability. Overlapping area represents the amount of predictability between MC Saatchi time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 MC Saatchi price movement. The serial correlation of 0.37 indicates that just about 37.0% of current MC Saatchi price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 32.66 |
MC Saatchi lagged returns against current returns
Autocorrelation, which is MC Saatchi 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 MC Saatchi's stock expected returns. We can calculate the autocorrelation of MC Saatchi returns to help us make a trade decision. For example, suppose you find that MC Saatchi 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 |
MC Saatchi 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 MC Saatchi stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MC Saatchi stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MC Saatchi stock over time.
Current vs Lagged Prices |
| Timeline |
MC Saatchi Lagged Returns
When evaluating MC Saatchi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MC Saatchi stock have on its future price. MC Saatchi 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, MC Saatchi autocorrelation shows the relationship between MC Saatchi stock current value and its past values and can show if there is a momentum factor associated with investing in MC Saatchi.
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 SAA Stock
MC Saatchi financial ratios help investors to determine whether SAA 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 SAA with respect to the benefits of owning MC Saatchi security.