Sch Environnement (Germany) Market Value
| SCB Stock | EUR 103.60 1.20 1.17% |
| Symbol | Sch |
Sch Environnement '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 Sch Environnement'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 Sch Environnement.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Sch Environnement on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Sch Environnement SA or generate 0.0% return on investment in Sch Environnement over 90 days. Sch Environnement is related to or competes with CanSino Biologics, DICKS Sporting, Columbia Sportswear, TITANIUM TRANSPORTGROUP, SPORTING, United Natural, and Transport International. Sch Environnement SA engages in the recovery and treatment of waste products for industrial customers and public authori... More
Sch Environnement 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 Sch Environnement'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 Sch Environnement SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.98 | |||
| Information Ratio | 0.1462 | |||
| Maximum Drawdown | 18.91 | |||
| Value At Risk | (2.78) | |||
| Potential Upside | 5.41 |
Sch Environnement Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sch Environnement's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sch Environnement's standard deviation. In reality, there are many statistical measures that can use Sch Environnement historical prices to predict the future Sch Environnement's volatility.| Risk Adjusted Performance | 0.1914 | |||
| Jensen Alpha | 0.5264 | |||
| Total Risk Alpha | 0.1369 | |||
| Sortino Ratio | 0.2071 | |||
| Treynor Ratio | 3.7 |
Sch Environnement Backtested Returns
Sch Environnement appears to be very steady, given 3 months investment horizon. Sch Environnement owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.19, which indicates the firm had a 0.19 % return per unit of risk over the last 3 months. By inspecting Sch Environnement's technical indicators, you can evaluate if the expected return of 0.52% is justified by implied risk. Please review Sch Environnement's Coefficient Of Variation of 504.53, semi deviation of 1.6, and Risk Adjusted Performance of 0.1914 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sch Environnement holds a performance score of 14. The entity has a beta of 0.15, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sch Environnement's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sch Environnement is expected to be smaller as well. Please check Sch Environnement's jensen alpha, sortino ratio, and the relationship between the standard deviation and total risk alpha , to make a quick decision on whether Sch Environnement's existing price patterns will revert.
Auto-correlation | 0.72 |
Good predictability
Sch Environnement SA has good predictability. Overlapping area represents the amount of predictability between Sch Environnement time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Sch Environnement price movement. The serial correlation of 0.72 indicates that around 72.0% of current Sch Environnement price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 20.55 |
Sch Environnement lagged returns against current returns
Autocorrelation, which is Sch Environnement 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 Sch Environnement's stock expected returns. We can calculate the autocorrelation of Sch Environnement returns to help us make a trade decision. For example, suppose you find that Sch Environnement 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 |
Sch Environnement 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 Sch Environnement stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sch Environnement stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sch Environnement stock over time.
Current vs Lagged Prices |
| Timeline |
Sch Environnement Lagged Returns
When evaluating Sch Environnement's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sch Environnement stock have on its future price. Sch Environnement 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, Sch Environnement autocorrelation shows the relationship between Sch Environnement stock current value and its past values and can show if there is a momentum factor associated with investing in Sch Environnement SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Sch Stock
Sch Environnement financial ratios help investors to determine whether Sch 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 Sch with respect to the benefits of owning Sch Environnement security.