SCOR SE (Germany) Market Value
| SDRC Stock | EUR 28.20 0.54 1.88% |
| Symbol | SCOR |
SCOR SE '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 SCOR SE'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 SCOR SE.
| 11/14/2025 |
| 02/12/2026 |
If you would invest 0.00 in SCOR SE on November 14, 2025 and sell it all today you would earn a total of 0.00 from holding SCOR SE or generate 0.0% return on investment in SCOR SE over 90 days. SCOR SE is related to or competes with Samsung Electronics, Samsung Electronics, Samsung Electronics, Samsung Electronics, PT Bank, BANK CENTRAL, and BANK CENTRAL. SCOR SE provides life and non-life reinsurance products worldwide More
SCOR SE 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 SCOR SE'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 SCOR SE upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.12 | |||
| Information Ratio | 0.0293 | |||
| Maximum Drawdown | 7.27 | |||
| Value At Risk | (1.80) | |||
| Potential Upside | 2.95 |
SCOR SE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SCOR SE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SCOR SE's standard deviation. In reality, there are many statistical measures that can use SCOR SE historical prices to predict the future SCOR SE's volatility.| Risk Adjusted Performance | 0.0862 | |||
| Jensen Alpha | 0.1478 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0365 | |||
| Treynor Ratio | (0.93) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of SCOR SE'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.
SCOR SE February 12, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0862 | |||
| Market Risk Adjusted Performance | (0.92) | |||
| Mean Deviation | 1.04 | |||
| Semi Deviation | 0.9876 | |||
| Downside Deviation | 1.12 | |||
| Coefficient Of Variation | 967.77 | |||
| Standard Deviation | 1.4 | |||
| Variance | 1.95 | |||
| Information Ratio | 0.0293 | |||
| Jensen Alpha | 0.1478 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0365 | |||
| Treynor Ratio | (0.93) | |||
| Maximum Drawdown | 7.27 | |||
| Value At Risk | (1.80) | |||
| Potential Upside | 2.95 | |||
| Downside Variance | 1.26 | |||
| Semi Variance | 0.9753 | |||
| Expected Short fall | (1.29) | |||
| Skewness | 0.9338 | |||
| Kurtosis | 1.68 |
SCOR SE Backtested Returns
At this point, SCOR SE is very steady. SCOR SE owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0367, which indicates the company had a 0.0367 % return per unit of standard deviation over the last 3 months. We have found twenty-six technical indicators for SCOR SE, which you can use to evaluate the volatility of the entity. Please validate SCOR SE's Risk Adjusted Performance of 0.0862, downside deviation of 1.12, and Market Risk Adjusted Performance of (0.92) to confirm if the risk estimate we provide is consistent with the expected return of 0.0459%. SCOR SE has a performance score of 2 on a scale of 0 to 100. The firm has a beta of -0.14, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SCOR SE are expected to decrease at a much lower rate. During the bear market, SCOR SE is likely to outperform the market. SCOR SE currently has a risk of 1.25%. Please validate SCOR SE treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to decide if SCOR SE will be following its existing price patterns.
Auto-correlation | 0.58 |
Modest predictability
SCOR SE has modest predictability. Overlapping area represents the amount of predictability between SCOR SE time series from 14th of November 2025 to 29th of December 2025 and 29th of December 2025 to 12th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of SCOR SE price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current SCOR SE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.43 |
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Other Information on Investing in SCOR Stock
SCOR SE financial ratios help investors to determine whether SCOR Stock 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 SCOR with respect to the benefits of owning SCOR SE security.