Soho House Co Stock Market Value
| SHCO Stock | 5.18 0.07 1.33% |
| Symbol | Soho |
Is Soho House's industry 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 Soho House. If investors know Soho 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 Soho House 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 Soho House is measured differently than its book value, which is the value of Soho that is recorded on the company's balance sheet. Investors also form their own opinion of Soho House's value that differs from its market value or its book value, called intrinsic value, which is Soho House'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 Soho House's market value can be influenced by many factors that don't directly affect Soho House'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 Soho House's value and its price as these two are different measures arrived at by different means. Investors typically determine if Soho House is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Soho House'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.
Soho House '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 Soho House'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 Soho House.
| 03/24/2024 |
| 05/23/2024 |
If you would invest 0.00 in Soho House on March 24, 2024 and sell it all today you would earn a total of 0.00 from holding Soho House Co or generate 0.0% return on investment in Soho House over 60 days. Soho House is related to or competes with Aris Water, California Water, UbiSoft Entertainment, NorthWestern, Ubisoft Entertainment, Franklin Wireless, and Black Hills. More
Soho House 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 Soho House'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 Soho House Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 27.89 | |||
| Value At Risk | (5.03) | |||
| Potential Upside | 4.17 |
Soho House Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Soho House's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Soho House's standard deviation. In reality, there are many statistical measures that can use Soho House historical prices to predict the future Soho House's volatility.| Risk Adjusted Performance | 0.0053 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.51) | |||
| Treynor Ratio | 0.3425 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Soho House'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.
Soho House Backtested Returns
Soho House owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0057, which indicates the firm had a -0.0057% return per unit of risk over the last 3 months. Soho House Co exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Soho House's Variance of 16.58, risk adjusted performance of 0.0053, and Coefficient Of Variation of (17,644) to confirm the risk estimate we provide. The entity has a beta of -0.0966, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Soho House are expected to decrease at a much lower rate. During the bear market, Soho House is likely to outperform the market. Soho House has an expected return of -0.0231%. Please make sure to validate Soho House value at risk, as well as the relationship between the daily balance of power and price action indicator , to decide if Soho House performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.11 |
Insignificant predictability
Soho House Co has insignificant predictability. Overlapping area represents the amount of predictability between Soho House time series from 24th of March 2024 to 23rd of April 2024 and 23rd of April 2024 to 23rd of May 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 Soho House price movement. The serial correlation of 0.11 indicates that less than 11.0% of current Soho House price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Soho House lagged returns against current returns
Autocorrelation, which is Soho House 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 Soho House's stock expected returns. We can calculate the autocorrelation of Soho House returns to help us make a trade decision. For example, suppose you find that Soho House 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 |
Soho House 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 Soho House stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Soho House stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Soho House stock over time.
Current vs Lagged Prices |
| Timeline |
Soho House Lagged Returns
When evaluating Soho House's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Soho House stock have on its future price. Soho House 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, Soho House autocorrelation shows the relationship between Soho House stock current value and its past values and can show if there is a momentum factor associated with investing in Soho House Co.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out Soho House Correlation, Soho House Volatility and Soho House Alpha and Beta module to complement your research on Soho House. Note that the Soho House information on this page should be used as a complementary analysis to other Soho House's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
Complementary Tools for Soho Stock analysis
When running Soho House's price analysis, check to measure Soho House'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 Soho House is operating at the current time. Most of Soho House's value examination focuses on studying past and present price action to predict the probability of Soho House's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Soho House's price. Additionally, you may evaluate how the addition of Soho House to your portfolios can decrease your overall portfolio volatility.
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Soho House 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.