S E (Germany) Market Value
| SEBA Stock | EUR 12.25 0.08 0.65% |
| Symbol | SEBA |
S E '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 S E'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 S E.
| 05/01/2022 |
| 04/20/2024 |
If you would invest 0.00 in S E on May 1, 2022 and sell it all today you would earn a total of 0.00 from holding S E BANKEN A or generate 0.0% return on investment in S E over 720 days. S E is related to or competes with Sekisui Chemical, WESTLAKE CHEMICAL, INDO-RAMA SYNTHETIC, Silicon Motion, MI Homes, and TRI CHEMICAL. More
S E 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 S E'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 S E BANKEN A upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.11 | |||
| Information Ratio | 0.1268 | |||
| Maximum Drawdown | 24.06 | |||
| Value At Risk | (1.77) | |||
| Potential Upside | 2.67 |
S E Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for S E's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as S E's standard deviation. In reality, there are many statistical measures that can use S E historical prices to predict the future S E's volatility.| Risk Adjusted Performance | 0.1032 | |||
| Jensen Alpha | 0.4274 | |||
| Total Risk Alpha | 0.0862 | |||
| Sortino Ratio | 0.3374 | |||
| Treynor Ratio | 1.46 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of S E'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.
S E BANKEN Backtested Returns
S E appears to be not too volatile, given 3 months investment horizon. S E BANKEN owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.15, which indicates the company had a 0.15% return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for S E BANKEN A , which you can use to evaluate the volatility of the entity. Please review S E's Risk Adjusted Performance of 0.1032, market risk adjusted performance of 1.47, and Downside Deviation of 1.11 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, S E holds a performance score of 12. The firm has a beta of 0.31, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, S E's returns are expected to increase less than the market. However, during the bear market, the loss of holding S E is expected to be smaller as well. Please check S E's downside deviation, information ratio, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether S E's existing price patterns will revert.
Auto-correlation | 0.12 |
Insignificant predictability
S E BANKEN A has insignificant predictability. Overlapping area represents the amount of predictability between S E time series from 1st of May 2022 to 26th of April 2023 and 26th of April 2023 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 S E BANKEN price movement. The serial correlation of 0.12 indicates that less than 12.0% of current S E price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.12 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 1.97 |
S E BANKEN lagged returns against current returns
Autocorrelation, which is S E 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 S E's stock expected returns. We can calculate the autocorrelation of S E returns to help us make a trade decision. For example, suppose you find that S E 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 |
S E 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 S E stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if S E stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in S E stock over time.
Current vs Lagged Prices |
| Timeline |
S E Lagged Returns
When evaluating S E's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of S E stock have on its future price. S E 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, S E autocorrelation shows the relationship between S E stock current value and its past values and can show if there is a momentum factor associated with investing in S E BANKEN A .
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Check out S E Correlation, S E Volatility and S E Alpha and Beta module to complement your research on S E. You can also try the Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.
Complementary Tools for SEBA Stock analysis
When running S E's price analysis, check to measure S E'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 S E is operating at the current time. Most of S E's value examination focuses on studying past and present price action to predict the probability of S E's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move S E's price. Additionally, you may evaluate how the addition of S E to your portfolios can decrease your overall portfolio volatility.
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S E 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.