Stak Ordinary Shares Stock Market Value
| STAK Stock | USD 1.73 0.07 3.89% |
| Symbol | STAK |
Is Oil & Gas Equipment & Services space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of STAK Ordinary. If investors know STAK will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about STAK Ordinary listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of STAK Ordinary Shares is measured differently than its book value, which is the value of STAK that is recorded on the company's balance sheet. Investors also form their own opinion of STAK Ordinary's value that differs from its market value or its book value, called intrinsic value, which is STAK Ordinary's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because STAK Ordinary's market value can be influenced by many factors that don't directly affect STAK Ordinary's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between STAK Ordinary's value and its price as these two are different measures arrived at by different means. Investors typically determine if STAK Ordinary is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, STAK Ordinary's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
STAK Ordinary '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 STAK Ordinary'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 STAK Ordinary.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in STAK Ordinary on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding STAK Ordinary Shares or generate 0.0% return on investment in STAK Ordinary over 90 days. STAK Ordinary is related to or competes with HNI Corp, Indigo Acquisition, Dave Busters, Allegion PLC, BCE, and Reservoir Media. More
STAK Ordinary 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 STAK Ordinary'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 STAK Ordinary Shares upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.51 | |||
| Information Ratio | 0.0085 | |||
| Maximum Drawdown | 39.69 | |||
| Value At Risk | (9.05) | |||
| Potential Upside | 13.86 |
STAK Ordinary Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for STAK Ordinary's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as STAK Ordinary's standard deviation. In reality, there are many statistical measures that can use STAK Ordinary historical prices to predict the future STAK Ordinary's volatility.| Risk Adjusted Performance | 0.0336 | |||
| Jensen Alpha | 0.3852 | |||
| Total Risk Alpha | (0.89) | |||
| Sortino Ratio | 0.0102 | |||
| Treynor Ratio | (0.14) |
STAK Ordinary Shares Backtested Returns
STAK Ordinary appears to be extremely dangerous, given 3 months investment horizon. STAK Ordinary Shares retains Efficiency (Sharpe Ratio) of 0.0266, which indicates the firm had a 0.0266 % return per unit of risk over the last 3 months. We have found thirty technical indicators for STAK Ordinary, which you can use to evaluate the volatility of the company. Please review STAK Ordinary's downside deviation of 6.51, and Risk Adjusted Performance of 0.0336 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, STAK Ordinary holds a performance score of 2. The entity owns a Beta (Systematic Risk) of -1.44, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning STAK Ordinary are expected to decrease by larger amounts. On the other hand, during market turmoil, STAK Ordinary is expected to outperform it. Please check STAK Ordinary's downside variance, day median price, and the relationship between the treynor ratio and kurtosis , to make a quick decision on whether STAK Ordinary's current price history will revert.
Auto-correlation | 0.50 |
Modest predictability
STAK Ordinary Shares has modest predictability. Overlapping area represents the amount of predictability between STAK Ordinary 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 STAK Ordinary Shares price movement. The serial correlation of 0.5 indicates that about 50.0% of current STAK Ordinary price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
STAK Ordinary Shares lagged returns against current returns
Autocorrelation, which is STAK Ordinary 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 STAK Ordinary's stock expected returns. We can calculate the autocorrelation of STAK Ordinary returns to help us make a trade decision. For example, suppose you find that STAK Ordinary 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 |
STAK Ordinary 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 STAK Ordinary stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if STAK Ordinary stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in STAK Ordinary stock over time.
Current vs Lagged Prices |
| Timeline |
STAK Ordinary Lagged Returns
When evaluating STAK Ordinary's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of STAK Ordinary stock have on its future price. STAK Ordinary 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, STAK Ordinary autocorrelation shows the relationship between STAK Ordinary stock current value and its past values and can show if there is a momentum factor associated with investing in STAK Ordinary Shares.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out STAK Ordinary Correlation, STAK Ordinary Volatility and STAK Ordinary Alpha and Beta module to complement your research on STAK Ordinary. You can also try the Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.
STAK Ordinary technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.