Schroder (UK) Market Value
| SCP Stock | 684.00 4.00 0.59% |
| Symbol | Schroder |
Schroder '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'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.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Schroder on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Schroder UK Mid or generate 0.0% return on investment in Schroder over 90 days. Schroder is related to or competes with Fiinu PLC, RELIEF THERAPEUTICS, AFC Energy, and Argo Blockchain. Schroder is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Schroder 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'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 UK Mid upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8237 | |||
| Information Ratio | 0.2138 | |||
| Maximum Drawdown | 3.65 | |||
| Value At Risk | (1.19) | |||
| Potential Upside | 2.0 |
Schroder Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Schroder's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Schroder's standard deviation. In reality, there are many statistical measures that can use Schroder historical prices to predict the future Schroder's volatility.| Risk Adjusted Performance | 0.3382 | |||
| Jensen Alpha | 0.3038 | |||
| Total Risk Alpha | 0.2009 | |||
| Sortino Ratio | 0.2467 | |||
| Treynor Ratio | 1.45 |
Schroder UK Mid Backtested Returns
Schroder appears to be very steady, given 3 months investment horizon. Schroder UK Mid owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.35, which indicates the firm had a 0.35 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Schroder UK Mid, which you can use to evaluate the volatility of the company. Please review Schroder's Risk Adjusted Performance of 0.3382, semi deviation of 0.317, and Coefficient Of Variation of 276.29 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Schroder holds a performance score of 27. The entity has a beta of 0.23, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Schroder's returns are expected to increase less than the market. However, during the bear market, the loss of holding Schroder is expected to be smaller as well. Please check Schroder's standard deviation, treynor ratio, downside variance, as well as the relationship between the total risk alpha and value at risk , to make a quick decision on whether Schroder's existing price patterns will revert.
Auto-correlation | 0.73 |
Good predictability
Schroder UK Mid has good predictability. Overlapping area represents the amount of predictability between Schroder time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 Schroder UK Mid price movement. The serial correlation of 0.73 indicates that around 73.0% of current Schroder price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 148.99 |
Schroder UK Mid lagged returns against current returns
Autocorrelation, which is Schroder 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's stock expected returns. We can calculate the autocorrelation of Schroder returns to help us make a trade decision. For example, suppose you find that Schroder 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 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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Schroder stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Schroder stock over time.
Current vs Lagged Prices |
| Timeline |
Schroder Lagged Returns
When evaluating Schroder's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Schroder stock have on its future price. Schroder 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 autocorrelation shows the relationship between Schroder stock current value and its past values and can show if there is a momentum factor associated with investing in Schroder UK Mid.
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.Other Information on Investing in Schroder Stock
Schroder financial ratios help investors to determine whether Schroder 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 Schroder with respect to the benefits of owning Schroder security.