Severn Trent Plc Stock Market Value
| SVTRF Stock | USD 35.47 2.42 6.39% |
| 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.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Severn Trent on April 23, 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 Severn Trent, Companhia, United Utilities, Pennon Group, United Utilities, and Terna Rete. 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.
| Information Ratio | 0.005 | |||
| Maximum Drawdown | 19.79 | |||
| Potential Upside | 0.4812 |
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 | 0.0791 | |||
| Jensen Alpha | 0.1438 | |||
| Total Risk Alpha | (0.14) | |||
| Treynor Ratio | 9.92 |
Severn Trent PLC Backtested Returns
At this point, Severn Trent is very steady. Severn Trent PLC owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0824, which indicates the firm had a 0.0824 % return per unit of risk over the last 3 months. We have found twenty 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 0.0791, variance of 3.86, and Coefficient Of Variation of 1262.05 to confirm if the risk estimate we provide is consistent with the expected return of 0.17%. Severn Trent has a performance score of 6 on a scale of 0 to 100. The entity has a beta of 0.0147, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Severn Trent's returns are expected to increase less than the market. However, during the bear market, the loss of holding Severn Trent is expected to be smaller as well. Severn Trent PLC right now has a risk of 2.05%. Please validate Severn Trent variance, as well as the relationship between the skewness and day typical price , to decide if Severn Trent will be following its existing price patterns.
Auto-correlation | -0.28 |
Weak reverse predictability
Severn Trent PLC has weak reverse predictability. Overlapping area represents the amount of predictability between Severn Trent 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 Severn Trent PLC price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current Severn Trent price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.28 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 1.23 |
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 |
Currently Active Assets on Macroaxis
Other Information on Investing in Severn Pink Sheet
Severn Trent financial ratios help investors to determine whether Severn Pink Sheet 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 Severn with respect to the benefits of owning Severn Trent security.