Sealed Air (UK) Market Value
| 0L4F Stock | 36.60 0.20 0.55% |
| Symbol | Sealed |
Sealed Air '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 Sealed Air'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 Sealed Air.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in Sealed Air on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding Sealed Air Corp or generate 0.0% return on investment in Sealed Air over 30 days. Sealed Air is related to or competes with Uniper SE, Mulberry Group, London Security, Triad Group, World Chess, SURETRACK MON, and Heavitree Brewery. Sealed Air is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Sealed Air 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 Sealed Air'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 Sealed Air Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.2 | |||
| Information Ratio | 0.0056 | |||
| Maximum Drawdown | 5.61 | |||
| Value At Risk | (1.62) | |||
| Potential Upside | 2.45 |
Sealed Air Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sealed Air's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sealed Air's standard deviation. In reality, there are many statistical measures that can use Sealed Air historical prices to predict the future Sealed Air's volatility.| Risk Adjusted Performance | 0.0853 | |||
| Jensen Alpha | 0.1414 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | 0.0064 | |||
| Treynor Ratio | (2.82) |
Sealed Air Corp Backtested Returns
Currently, Sealed Air Corp is very steady. Sealed Air Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0736, which indicates the firm had a 0.0736% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Sealed Air Corp, which you can use to evaluate the volatility of the company. Please validate Sealed Air's Semi Deviation of 1.04, coefficient of variation of 945.3, and Risk Adjusted Performance of 0.0853 to confirm if the risk estimate we provide is consistent with the expected return of 0.1%. Sealed Air has a performance score of 5 on a scale of 0 to 100. The entity has a beta of -0.0479, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Sealed Air are expected to decrease at a much lower rate. During the bear market, Sealed Air is likely to outperform the market. Sealed Air Corp right now has a risk of 1.37%. Please validate Sealed Air semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to decide if Sealed Air will be following its existing price patterns.
Auto-correlation | -0.64 |
Very good reverse predictability
Sealed Air Corp has very good reverse predictability. Overlapping area represents the amount of predictability between Sealed Air time series from 1st of November 2024 to 16th of November 2024 and 16th of November 2024 to 1st 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 Sealed Air Corp price movement. The serial correlation of -0.64 indicates that roughly 64.0% of current Sealed Air price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.64 | |
| Spearman Rank Test | -0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.33 |
Sealed Air Corp lagged returns against current returns
Autocorrelation, which is Sealed Air 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 Sealed Air's stock expected returns. We can calculate the autocorrelation of Sealed Air returns to help us make a trade decision. For example, suppose you find that Sealed Air 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 |
Sealed Air 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 Sealed Air stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sealed Air stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sealed Air stock over time.
Current vs Lagged Prices |
| Timeline |
Sealed Air Lagged Returns
When evaluating Sealed Air's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sealed Air stock have on its future price. Sealed Air 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, Sealed Air autocorrelation shows the relationship between Sealed Air stock current value and its past values and can show if there is a momentum factor associated with investing in Sealed Air Corp.
Regressed Prices |
| Timeline |
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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 Sealed Stock Analysis
When running Sealed Air's price analysis, check to measure Sealed Air'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 Sealed Air is operating at the current time. Most of Sealed Air's value examination focuses on studying past and present price action to predict the probability of Sealed Air's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sealed Air's price. Additionally, you may evaluate how the addition of Sealed Air to your portfolios can decrease your overall portfolio volatility.