STRAITS TRADG's market value is the price at which a share of STRAITS TRADG trades on a public exchange. It measures the collective expectations of STRAITS TRADG SD investors about its performance. STRAITS TRADG is trading at 1.13 as of the 24th of July 2025. This is a 1.74% down since the beginning of the trading day. The stock's lowest day price was 1.13. With this module, you can estimate the performance of a buy and hold strategy of STRAITS TRADG SD and determine expected loss or profit from investing in STRAITS TRADG over a given investment horizon. Check out STRAITS TRADG Correlation, STRAITS TRADG Volatility and STRAITS TRADG Alpha and Beta module to complement your research on STRAITS TRADG.
Please note, there is a significant difference between STRAITS TRADG's value and its price as these two are different measures arrived at by different means. Investors typically determine if STRAITS TRADG is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, STRAITS TRADG'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.
STRAITS TRADG '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 STRAITS TRADG'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 STRAITS TRADG.
0.00
04/25/2025
No Change 0.00
0.0
In 3 months and 1 day
07/24/2025
0.00
If you would invest 0.00 in STRAITS TRADG on April 25, 2025 and sell it all today you would earn a total of 0.00 from holding STRAITS TRADG SD or generate 0.0% return on investment in STRAITS TRADG over 90 days. STRAITS TRADG is related to or competes with FAST RETAIL, BJs Wholesale, Trade Desk, RETAIL FOOD, Fast Retailing, Burlington Stores, and Globe Trade. The Straits Trading Company Limited, an investment company, has stakes in real estate, hospitality, and resources busine... More
STRAITS TRADG 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 STRAITS TRADG'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 STRAITS TRADG SD upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for STRAITS TRADG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as STRAITS TRADG's standard deviation. In reality, there are many statistical measures that can use STRAITS TRADG historical prices to predict the future STRAITS TRADG's volatility.
STRAITS TRADG appears to be very risky, given 3 months investment horizon. STRAITS TRADG SD owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.24, which indicates the firm had a 0.24 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for STRAITS TRADG SD, which you can use to evaluate the volatility of the company. Please review STRAITS TRADG's coefficient of variation of 414.87, and Risk Adjusted Performance of 0.2062 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, STRAITS TRADG holds a performance score of 18. The entity has a beta of 0.11, which indicates not very significant fluctuations relative to the market. As returns on the market increase, STRAITS TRADG's returns are expected to increase less than the market. However, during the bear market, the loss of holding STRAITS TRADG is expected to be smaller as well. Please check STRAITS TRADG's treynor ratio, value at risk, downside variance, as well as the relationship between the maximum drawdown and potential upside , to make a quick decision on whether STRAITS TRADG's existing price patterns will revert.
Auto-correlation
0.46
Average predictability
STRAITS TRADG SD has average predictability. Overlapping area represents the amount of predictability between STRAITS TRADG time series from 25th of April 2025 to 9th of June 2025 and 9th of June 2025 to 24th 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 STRAITS TRADG SD price movement. The serial correlation of 0.46 indicates that about 46.0% of current STRAITS TRADG price fluctuation can be explain by its past prices.
Correlation Coefficient
0.46
Spearman Rank Test
0.56
Residual Average
0.0
Price Variance
0.0
STRAITS TRADG SD lagged returns against current returns
Autocorrelation, which is STRAITS TRADG 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 STRAITS TRADG's stock expected returns. We can calculate the autocorrelation of STRAITS TRADG returns to help us make a trade decision. For example, suppose you find that STRAITS TRADG 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
STRAITS TRADG 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 STRAITS TRADG stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if STRAITS TRADG stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in STRAITS TRADG stock over time.
Current vs Lagged Prices
Timeline
STRAITS TRADG Lagged Returns
When evaluating STRAITS TRADG's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of STRAITS TRADG stock have on its future price. STRAITS TRADG 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, STRAITS TRADG autocorrelation shows the relationship between STRAITS TRADG stock current value and its past values and can show if there is a momentum factor associated with investing in STRAITS TRADG SD.
STRAITS TRADG financial ratios help investors to determine whether STRAITS 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 STRAITS with respect to the benefits of owning STRAITS TRADG security.