Severn Trent Plc Stock Market Value
| SVTRF Stock | USD 31.52 0.00 0.00% |
| 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.
| 03/21/2024 |
| 04/20/2024 |
If you would invest 0.00 in Severn Trent on March 21, 2024 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 30 days. Severn Trent is related to or competes with Artesian Resources, Global Water, Essential Utilities, American Water, American States, California Water, and Consolidated Water. 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 | (0.12) | |||
| Maximum Drawdown | 11.04 | |||
| Value At Risk | (0.77) |
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 | (0.03) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.24) | |||
| Treynor Ratio | 0.5815 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Severn Trent's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Severn Trent PLC Backtested Returns
Severn Trent PLC owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0526, which indicates the firm had a -0.0526% return per unit of risk over the last 3 months. Severn Trent PLC exposes seventeen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Severn Trent's Risk Adjusted Performance of (0.03), coefficient of variation of (1,946), and Variance of 1.7 to confirm the risk estimate we provide. The entity has a beta of -0.13, 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 has an expected return of -0.0702%. Please make sure to validate Severn Trent risk adjusted performance, variance, as well as the relationship between the Variance and skewness , to decide if Severn Trent PLC performance from the past will be repeated at some point in the near future.
Auto-correlation | 1.00 |
Perfect predictability
Severn Trent PLC has perfect predictability. Overlapping area represents the amount of predictability between Severn Trent time series from 21st of March 2024 to 5th of April 2024 and 5th of April 2024 to 20th of April 2024. 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 1.0 indicates that 100.0% of current Severn Trent price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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 |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Severn Trent in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Severn Trent's short interest history, or implied volatility extrapolated from Severn Trent options trading.
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Check out Severn Trent Correlation, Severn Trent Volatility and Severn Trent Alpha and Beta module to complement your research on Severn Trent. You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.
Complementary 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.
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Severn Trent technical pink sheet 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, pink sheet market cycles, or different charting patterns.