SEVENI HLDGS's market value is the price at which a share of SEVENI HLDGS trades on a public exchange. It measures the collective expectations of SEVENI HLDGS UNSPADR12 investors about its performance. SEVENI HLDGS is trading at 10.90 as of the 27th of July 2025. This is a 0.91% down since the beginning of the trading day. The stock's lowest day price was 10.9. With this module, you can estimate the performance of a buy and hold strategy of SEVENI HLDGS UNSPADR12 and determine expected loss or profit from investing in SEVENI HLDGS over a given investment horizon. Check out SEVENI HLDGS Correlation, SEVENI HLDGS Volatility and SEVENI HLDGS Alpha and Beta module to complement your research on SEVENI HLDGS.
Please note, there is a significant difference between SEVENI HLDGS's value and its price as these two are different measures arrived at by different means. Investors typically determine if SEVENI HLDGS is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SEVENI HLDGS'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.
SEVENI HLDGS '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 SEVENI HLDGS'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 SEVENI HLDGS.
0.00
04/28/2025
No Change 0.00
0.0
In 3 months and 1 day
07/27/2025
0.00
If you would invest 0.00 in SEVENI HLDGS on April 28, 2025 and sell it all today you would earn a total of 0.00 from holding SEVENI HLDGS UNSPADR12 or generate 0.0% return on investment in SEVENI HLDGS over 90 days. SEVENI HLDGS is related to or competes with Bet At, Addus HomeCare, Carsales, Retail Estates, LEONS FURNITURE, H2O Retailing, and Focus Home. Seven i Holdings Co., Ltd. engages in retail, food, financial, and IT businesses More
SEVENI HLDGS 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 SEVENI HLDGS'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 SEVENI HLDGS UNSPADR12 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 SEVENI HLDGS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SEVENI HLDGS's standard deviation. In reality, there are many statistical measures that can use SEVENI HLDGS historical prices to predict the future SEVENI HLDGS's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as SEVENI HLDGS. Your research has to be compared to or analyzed against SEVENI HLDGS's peers to derive any actionable benefits. When done correctly, SEVENI HLDGS's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in SEVENI HLDGS UNSPADR12.
SEVENI HLDGS UNSPADR12 Backtested Returns
SEVENI HLDGS UNSPADR12 owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0831, which indicates the firm had a -0.0831 % return per unit of standard deviation over the last 3 months. SEVENI HLDGS UNSPADR12 exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SEVENI HLDGS's variance of 3.98, and Risk Adjusted Performance of (0.05) to confirm the risk estimate we provide. The entity has a beta of 0.0612, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SEVENI HLDGS's returns are expected to increase less than the market. However, during the bear market, the loss of holding SEVENI HLDGS is expected to be smaller as well. At this point, SEVENI HLDGS UNSPADR12 has a negative expected return of -0.17%. Please make sure to validate SEVENI HLDGS's coefficient of variation, variance, and the relationship between the mean deviation and standard deviation , to decide if SEVENI HLDGS UNSPADR12 performance from the past will be repeated at future time.
Auto-correlation
0.20
Weak predictability
SEVENI HLDGS UNSPADR12 has weak predictability. Overlapping area represents the amount of predictability between SEVENI HLDGS time series from 28th of April 2025 to 12th of June 2025 and 12th of June 2025 to 27th 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 SEVENI HLDGS UNSPADR12 price movement. The serial correlation of 0.2 indicates that over 20.0% of current SEVENI HLDGS price fluctuation can be explain by its past prices.
Correlation Coefficient
0.2
Spearman Rank Test
0.08
Residual Average
0.0
Price Variance
0.55
SEVENI HLDGS UNSPADR12 lagged returns against current returns
Autocorrelation, which is SEVENI HLDGS 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 SEVENI HLDGS's stock expected returns. We can calculate the autocorrelation of SEVENI HLDGS returns to help us make a trade decision. For example, suppose you find that SEVENI HLDGS 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
SEVENI HLDGS 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 SEVENI HLDGS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SEVENI HLDGS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SEVENI HLDGS stock over time.
Current vs Lagged Prices
Timeline
SEVENI HLDGS Lagged Returns
When evaluating SEVENI HLDGS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SEVENI HLDGS stock have on its future price. SEVENI HLDGS 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, SEVENI HLDGS autocorrelation shows the relationship between SEVENI HLDGS stock current value and its past values and can show if there is a momentum factor associated with investing in SEVENI HLDGS UNSPADR12.
SEVENI HLDGS financial ratios help investors to determine whether SEVENI 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 SEVENI with respect to the benefits of owning SEVENI HLDGS security.