Seven Arts Entertainment Stock Market Value
| SAPX Stock | USD 0.0003 0.0001 25.00% |
| Symbol | Seven |
Seven Arts '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 Seven Arts' pink sheet 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 Seven Arts.
| 12/03/2023 |
| 12/27/2024 |
If you would invest 0.00 in Seven Arts on December 3, 2023 and sell it all today you would earn a total of 0.00 from holding Seven Arts Entertainment or generate 0.0% return on investment in Seven Arts over 390 days. Seven Arts is related to or competes with 01 Communique, LifeSpeak, RenoWorks Software, Morningstar Unconstrained, Thrivent High, Via Renewables, and T Rowe. Seven Arts Entertainment, Inc. operates as an independent motion picture production and distribution company More
Seven Arts 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 Seven Arts' pink sheet 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 Seven Arts Entertainment upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 25.98 | |||
| Information Ratio | 0.0512 | |||
| Maximum Drawdown | 83.33 | |||
| Value At Risk | (25.00) | |||
| Potential Upside | 33.33 |
Seven Arts Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Seven Arts' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Seven Arts' standard deviation. In reality, there are many statistical measures that can use Seven Arts historical prices to predict the future Seven Arts' volatility.| Risk Adjusted Performance | 0.0524 | |||
| Jensen Alpha | 1.08 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0388 | |||
| Treynor Ratio | (1.53) |
Seven Arts Entertainment Backtested Returns
Seven Arts appears to be out of control, given 3 months investment horizon. Seven Arts Entertainment owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0497, which indicates the firm had a 0.0497% return per unit of risk over the last 3 months. By inspecting Seven Arts' technical indicators, you can evaluate if the expected return of 0.97% is justified by implied risk. Please review Seven Arts' Risk Adjusted Performance of 0.0524, semi deviation of 13.44, and Coefficient Of Variation of 1854.15 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Seven Arts holds a performance score of 3. The entity has a beta of -0.69, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Seven Arts are expected to decrease at a much lower rate. During the bear market, Seven Arts is likely to outperform the market. Please check Seven Arts' treynor ratio, expected short fall, as well as the relationship between the Expected Short fall and day typical price , to make a quick decision on whether Seven Arts' existing price patterns will revert.
Auto-correlation | -0.72 |
Almost perfect reverse predictability
Seven Arts Entertainment has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Seven Arts time series from 3rd of December 2023 to 15th of June 2024 and 15th of June 2024 to 27th of December 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 Seven Arts Entertainment price movement. The serial correlation of -0.72 indicates that around 72.0% of current Seven Arts price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.72 | |
| Spearman Rank Test | -0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Seven Arts Entertainment lagged returns against current returns
Autocorrelation, which is Seven Arts pink sheet'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 Seven Arts' pink sheet expected returns. We can calculate the autocorrelation of Seven Arts returns to help us make a trade decision. For example, suppose you find that Seven Arts has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Seven Arts 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 Seven Arts pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Seven Arts pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Seven Arts pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Seven Arts Lagged Returns
When evaluating Seven Arts' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Seven Arts pink sheet have on its future price. Seven Arts 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, Seven Arts autocorrelation shows the relationship between Seven Arts pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Seven Arts Entertainment.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Seven Pink Sheet Analysis
When running Seven Arts' price analysis, check to measure Seven Arts' 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 Seven Arts is operating at the current time. Most of Seven Arts' value examination focuses on studying past and present price action to predict the probability of Seven Arts' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Seven Arts' price. Additionally, you may evaluate how the addition of Seven Arts to your portfolios can decrease your overall portfolio volatility.