Severn Trent Plc Stock Market Value
STRNY Stock | USD 35.59 0.66 1.82% |
Symbol | Severn |
Severn Trent '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 Severn Trent's pink sheet 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 Severn Trent.
04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Severn Trent on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Severn Trent PLC or generate 0.0% return on investment in Severn Trent over 90 days. Severn Trent is related to or competes with United Utilities, Terna Rete, Pennon Group, SSE PLC, and Smiths Group. Severn Trent Plc operates as a water and sewerage company in England and Wales More
Severn Trent 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 Severn Trent's pink sheet 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 Severn Trent PLC upside and downside potential and time the market with a certain degree of confidence.
Downside Deviation | 1.97 | |||
Information Ratio | (0) | |||
Maximum Drawdown | 11.36 | |||
Value At Risk | (3.57) | |||
Potential Upside | 2.78 |
Severn Trent Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Severn Trent's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Severn Trent's standard deviation. In reality, there are many statistical measures that can use Severn Trent historical prices to predict the future Severn Trent's volatility.Risk Adjusted Performance | 0.0744 | |||
Jensen Alpha | 0.1291 | |||
Total Risk Alpha | (0.13) | |||
Sortino Ratio | (0) | |||
Treynor Ratio | (14.38) |
Severn Trent PLC Backtested Returns
At this stage we consider Severn Pink Sheet to be very steady. Severn Trent PLC owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the firm had a close to zero % return per unit of risk over the last 3 months. We have found thirty technical indicators for Severn Trent PLC, which you can use to evaluate the volatility of the company. Please validate Severn Trent's Risk Adjusted Performance of 0.0744, coefficient of variation of 1345.42, and Semi Deviation of 1.8 to confirm if the risk estimate we provide is consistent with the expected return of 0.0123%. The entity has a beta of -0.0089, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Severn Trent are expected to decrease at a much lower rate. During the bear market, Severn Trent is likely to outperform the market. Severn Trent PLC right now has a risk of 1.84%. Please validate Severn Trent treynor ratio, expected short fall, as well as the relationship between the Expected Short fall and day median price , to decide if Severn Trent will be following its existing price patterns.
Auto-correlation | -0.68 |
Very good reverse predictability
Severn Trent PLC has very good reverse predictability. Overlapping area represents the amount of predictability between Severn Trent 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 Severn Trent PLC price movement. The serial correlation of -0.68 indicates that around 68.0% of current Severn Trent price fluctuation can be explain by its past prices.
Correlation Coefficient | -0.68 | |
Spearman Rank Test | 0.19 | |
Residual Average | 0.0 | |
Price Variance | 0.71 |
Severn Trent PLC lagged returns against current returns
Autocorrelation, which is Severn Trent pink sheet'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 Severn Trent's pink sheet expected returns. We can calculate the autocorrelation of Severn Trent returns to help us make a trade decision. For example, suppose you find that Severn Trent has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Severn Trent 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 Severn Trent pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Severn Trent pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Severn Trent pink sheet over time.
Current vs Lagged Prices |
Timeline |
Severn Trent Lagged Returns
When evaluating Severn Trent's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Severn Trent pink sheet have on its future price. Severn Trent 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, Severn Trent autocorrelation shows the relationship between Severn Trent pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Severn Trent PLC.
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.Additional Tools for Severn Pink Sheet Analysis
When running Severn Trent's price analysis, check to measure Severn Trent's 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 Severn Trent is operating at the current time. Most of Severn Trent's value examination focuses on studying past and present price action to predict the probability of Severn Trent's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Severn Trent's price. Additionally, you may evaluate how the addition of Severn Trent to your portfolios can decrease your overall portfolio volatility.