StepChange Holdings (Australia) Performance
| STH Stock | 0.13 0.01 7.14% |
The entity has a beta of 0.48, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, StepChange Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding StepChange Holdings is expected to be smaller as well. At this point, StepChange Holdings has a negative expected return of -0.0271%. Please make sure to validate StepChange Holdings' standard deviation, information ratio, total risk alpha, as well as the relationship between the variance and jensen alpha , to decide if StepChange Holdings performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Weakest
Weak | Strong |
Over the last 90 days StepChange Holdings has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable technical indicators, StepChange Holdings is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
StepChange |
StepChange Holdings Relative Risk vs. Return Landscape
If you would invest 14.00 in StepChange Holdings on November 3, 2025 and sell it today you would lose (1.00) from holding StepChange Holdings or give up 7.14% of portfolio value over 90 days. StepChange Holdings is producing return of less than zero assuming 4.3856% volatility of returns over the 90 days investment horizon. Simply put, 39% of all stocks have less volatile historical return distribution than StepChange Holdings, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
StepChange Holdings Target Price Odds to finish over Current Price
The tendency of StepChange Stock price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to move above the current price in 90 days |
| 0.13 | 90 days | 0.13 | about 81.19 |
Based on a normal probability distribution, the odds of StepChange Holdings to move above the current price in 90 days from now is about 81.19 (This StepChange Holdings probability density function shows the probability of StepChange Stock to fall within a particular range of prices over 90 days) .
Assuming the 90 days trading horizon StepChange Holdings has a beta of 0.48. This usually implies as returns on the market go up, StepChange Holdings average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding StepChange Holdings will be expected to be much smaller as well. Additionally StepChange Holdings has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial. StepChange Holdings Price Density |
| Price |
Predictive Modules for StepChange Holdings
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as StepChange Holdings. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.StepChange Holdings Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. StepChange Holdings is not an exception. The market had few large corrections towards the StepChange Holdings' value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold StepChange Holdings, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of StepChange Holdings within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.05 | |
β | Beta against Dow Jones | 0.48 | |
σ | Overall volatility | 0.01 | |
Ir | Information ratio | -0.02 |
StepChange Holdings Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of StepChange Holdings for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for StepChange Holdings can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| StepChange Holdings generated a negative expected return over the last 90 days | |
| StepChange Holdings has some characteristics of a very speculative penny stock | |
| StepChange Holdings has high historical volatility and very poor performance |
StepChange Holdings Price Density Drivers
Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of StepChange Stock often depends not only on the future outlook of the current and potential StepChange Holdings' investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. StepChange Holdings' indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 156.7 M | |
| Short Term Investments | 125.2 K | |
| Cash And Short Term Investments | 367.9 K |
StepChange Holdings Fundamentals Growth
StepChange Stock prices reflect investors' perceptions of the future prospects and financial health of StepChange Holdings, and StepChange Holdings fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on StepChange Stock performance.
| Return On Equity | 235.66 | ||||
| Total Debt | 5.21 M | ||||
| Cash Flow From Operations | 1.19 M | ||||
| Earnings Per Share | 0.02 X | ||||
| Total Asset | 6.6 M | ||||
| Retained Earnings | 1.09 M | ||||
About StepChange Holdings Performance
Assessing StepChange Holdings' fundamental ratios provides investors with valuable insights into StepChange Holdings' financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the StepChange Holdings is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Things to note about StepChange Holdings performance evaluation
Checking the ongoing alerts about StepChange Holdings for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for StepChange Holdings help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| StepChange Holdings generated a negative expected return over the last 90 days | |
| StepChange Holdings has some characteristics of a very speculative penny stock | |
| StepChange Holdings has high historical volatility and very poor performance |
- Analyzing StepChange Holdings' financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether StepChange Holdings' stock is overvalued or undervalued compared to its peers.
- Examining StepChange Holdings' industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating StepChange Holdings' management team can have a significant impact on its success or failure. Reviewing the track record and experience of StepChange Holdings' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of StepChange Holdings' stock. These opinions can provide insight into StepChange Holdings' potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for StepChange Stock Analysis
When running StepChange Holdings' price analysis, check to measure StepChange Holdings' 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 StepChange Holdings is operating at the current time. Most of StepChange Holdings' value examination focuses on studying past and present price action to predict the probability of StepChange Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move StepChange Holdings' price. Additionally, you may evaluate how the addition of StepChange Holdings to your portfolios can decrease your overall portfolio volatility.