Safestore Holdings (UK) Market Value
| SAFE Stock | 666.50 1.00 0.15% |
| Symbol | Safestore |
Safestore Holdings '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 Safestore Holdings' 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 Safestore Holdings.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Safestore Holdings on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Safestore Holdings Plc or generate 0.0% return on investment in Safestore Holdings over 90 days. Safestore Holdings is related to or competes with Metals Exploration, CNH Industrial, Taiwan Semiconductor, Innovative Industrial, Atalaya Mining, and STMicroelectronics. Safestore Holdings is entity of United Kingdom More
Safestore Holdings 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 Safestore Holdings' 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 Safestore Holdings Plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.33 | |||
| Information Ratio | 0.0792 | |||
| Maximum Drawdown | 9.78 | |||
| Value At Risk | (1.95) | |||
| Potential Upside | 2.36 |
Safestore Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Safestore Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Safestore Holdings' standard deviation. In reality, there are many statistical measures that can use Safestore Holdings historical prices to predict the future Safestore Holdings' volatility.| Risk Adjusted Performance | 0.1609 | |||
| Jensen Alpha | 0.2455 | |||
| Total Risk Alpha | 0.0342 | |||
| Sortino Ratio | 0.0945 | |||
| Treynor Ratio | 3.03 |
Safestore Holdings Plc Backtested Returns
Currently, Safestore Holdings Plc is very steady. Safestore Holdings Plc owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the firm had a 0.11 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Safestore Holdings Plc, which you can use to evaluate the volatility of the company. Please validate Safestore Holdings' Coefficient Of Variation of 595.81, semi deviation of 1.11, and Risk Adjusted Performance of 0.1609 to confirm if the risk estimate we provide is consistent with the expected return of 0.18%. Safestore Holdings has a performance score of 9 on a scale of 0 to 100. The entity has a beta of 0.0846, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Safestore Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Safestore Holdings is expected to be smaller as well. Safestore Holdings Plc right now has a risk of 1.58%. Please validate Safestore Holdings coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if Safestore Holdings will be following its existing price patterns.
Auto-correlation | 0.59 |
Modest predictability
Safestore Holdings Plc has modest predictability. Overlapping area represents the amount of predictability between Safestore Holdings 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 Safestore Holdings Plc price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Safestore Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 558.61 |
Safestore Holdings Plc lagged returns against current returns
Autocorrelation, which is Safestore Holdings 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 Safestore Holdings' stock expected returns. We can calculate the autocorrelation of Safestore Holdings returns to help us make a trade decision. For example, suppose you find that Safestore Holdings 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 |
Safestore Holdings 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 Safestore Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Safestore Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Safestore Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Safestore Holdings Lagged Returns
When evaluating Safestore Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Safestore Holdings stock have on its future price. Safestore Holdings 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, Safestore Holdings autocorrelation shows the relationship between Safestore Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Safestore Holdings Plc.
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 Safestore Stock Analysis
When running Safestore Holdings' price analysis, check to measure Safestore Holdings' 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 Safestore Holdings is operating at the current time. Most of Safestore Holdings' value examination focuses on studying past and present price action to predict the probability of Safestore Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Safestore Holdings' price. Additionally, you may evaluate how the addition of Safestore Holdings to your portfolios can decrease your overall portfolio volatility.