SENKO GROUP (Germany) Market Value
| 7WE Stock | EUR 9.20 0.15 1.60% |
| Symbol | SENKO |
SENKO GROUP '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 SENKO GROUP'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 SENKO GROUP.
| 06/25/2024 |
| 12/22/2024 |
If you would invest 0.00 in SENKO GROUP on June 25, 2024 and sell it all today you would earn a total of 0.00 from holding SENKO GROUP HOLDINGS or generate 0.0% return on investment in SENKO GROUP over 180 days. SENKO GROUP is related to or competes with Kuehne Nagel, ZTO EXPRESS, NIKKON HOLDINGS, NTG Nordic, SINGAPORE POST, and SUPER GROUP. SENKO Group Holdings Co., Ltd., together with its subsidiaries, operates as a logistics company worldwide More
SENKO GROUP 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 SENKO GROUP'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 SENKO GROUP HOLDINGS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.24 | |||
| Information Ratio | 0.2101 | |||
| Maximum Drawdown | 6.74 | |||
| Value At Risk | (1.32) | |||
| Potential Upside | 2.67 |
SENKO GROUP Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SENKO GROUP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SENKO GROUP's standard deviation. In reality, there are many statistical measures that can use SENKO GROUP historical prices to predict the future SENKO GROUP's volatility.| Risk Adjusted Performance | 0.1904 | |||
| Jensen Alpha | 0.2808 | |||
| Total Risk Alpha | 0.2523 | |||
| Sortino Ratio | 0.2148 | |||
| Treynor Ratio | 0.9265 |
SENKO GROUP HOLDINGS Backtested Returns
SENKO GROUP appears to be not too volatile, given 3 months investment horizon. SENKO GROUP HOLDINGS owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.25, which indicates the firm had a 0.25% return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for SENKO GROUP HOLDINGS, which you can use to evaluate the volatility of the company. Please review SENKO GROUP's coefficient of variation of 424.44, and Risk Adjusted Performance of 0.1904 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, SENKO GROUP holds a performance score of 20. The entity has a beta of 0.31, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SENKO GROUP's returns are expected to increase less than the market. However, during the bear market, the loss of holding SENKO GROUP is expected to be smaller as well. Please check SENKO GROUP'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 SENKO GROUP's existing price patterns will revert.
Auto-correlation | 0.92 |
Excellent predictability
SENKO GROUP HOLDINGS has excellent predictability. Overlapping area represents the amount of predictability between SENKO GROUP time series from 25th of June 2024 to 23rd of September 2024 and 23rd of September 2024 to 22nd 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 SENKO GROUP HOLDINGS price movement. The serial correlation of 0.92 indicates that approximately 92.0% of current SENKO GROUP price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.92 | |
| Spearman Rank Test | 0.92 | |
| Residual Average | 0.0 | |
| Price Variance | 0.4 |
SENKO GROUP HOLDINGS lagged returns against current returns
Autocorrelation, which is SENKO GROUP 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 SENKO GROUP's stock expected returns. We can calculate the autocorrelation of SENKO GROUP returns to help us make a trade decision. For example, suppose you find that SENKO GROUP 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 |
SENKO GROUP 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 SENKO GROUP stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SENKO GROUP stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SENKO GROUP stock over time.
Current vs Lagged Prices |
| Timeline |
SENKO GROUP Lagged Returns
When evaluating SENKO GROUP's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SENKO GROUP stock have on its future price. SENKO GROUP 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, SENKO GROUP autocorrelation shows the relationship between SENKO GROUP stock current value and its past values and can show if there is a momentum factor associated with investing in SENKO GROUP HOLDINGS.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in SENKO Stock
SENKO GROUP financial ratios help investors to determine whether SENKO 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 SENKO with respect to the benefits of owning SENKO GROUP security.