SEVEN+I HLDGS (Germany) Market Value
| S6MA Stock | EUR 12.40 0.00 0.00% |
| Symbol | SEVEN+I |
SEVEN+I 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 SEVEN+I 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 SEVEN+I HLDGS.
| 11/12/2024 |
| 12/12/2024 |
If you would invest 0.00 in SEVEN+I HLDGS on November 12, 2024 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 SEVEN+I HLDGS over 30 days. SEVEN+I HLDGS is related to or competes with GREENX METALS, Astral Foods, Dairy Farm, FIREWEED METALS, Lion One, Marie Brizard, and HF FOODS. Seven i Holdings Co., Ltd. engages in retail, food, financial, and IT businesses More
SEVEN+I 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 SEVEN+I 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.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 9.91 | |||
| Value At Risk | (2.36) | |||
| Potential Upside | 3.25 |
SEVEN+I HLDGS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SEVEN+I HLDGS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SEVEN+I HLDGS's standard deviation. In reality, there are many statistical measures that can use SEVEN+I HLDGS historical prices to predict the future SEVEN+I HLDGS's volatility.| Risk Adjusted Performance | 4.0E-4 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.28) | |||
| Treynor Ratio | 0.1584 |
SEVENI HLDGS UNSPADR12 Backtested Returns
SEVENI HLDGS UNSPADR12 owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0168, which indicates the firm had a -0.0168% return per unit of standard deviation over the last 3 months. SEVENI HLDGS UNSPADR12 exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SEVEN+I HLDGS's risk adjusted performance of 4.0E-4, and Variance of 2.61 to confirm the risk estimate we provide. The entity has a beta of -0.14, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SEVEN+I HLDGS are expected to decrease at a much lower rate. During the bear market, SEVEN+I HLDGS is likely to outperform the market. At this point, SEVENI HLDGS UNSPADR12 has a negative expected return of -0.0261%. Please make sure to validate SEVEN+I HLDGS's market risk adjusted performance, coefficient of variation, variance, as well as 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 | 0.00 |
No correlation between past and present
SEVENI HLDGS UNSPADR12 has no correlation between past and present. Overlapping area represents the amount of predictability between SEVEN+I HLDGS time series from 12th of November 2024 to 27th of November 2024 and 27th of November 2024 to 12th 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 SEVENI HLDGS UNSPADR12 price movement. The serial correlation of 0.0 indicates that just 0.0% of current SEVEN+I HLDGS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
SEVENI HLDGS UNSPADR12 lagged returns against current returns
Autocorrelation, which is SEVEN+I 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 SEVEN+I HLDGS's stock expected returns. We can calculate the autocorrelation of SEVEN+I HLDGS returns to help us make a trade decision. For example, suppose you find that SEVEN+I 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 |
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SEVEN+I 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 SEVEN+I HLDGS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SEVEN+I HLDGS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SEVEN+I HLDGS stock over time.
Current vs Lagged Prices |
| Timeline |
SEVEN+I HLDGS Lagged Returns
When evaluating SEVEN+I HLDGS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SEVEN+I HLDGS stock have on its future price. SEVEN+I 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, SEVEN+I HLDGS autocorrelation shows the relationship between SEVEN+I HLDGS stock current value and its past values and can show if there is a momentum factor associated with investing in SEVENI HLDGS UNSPADR12.
Regressed Prices |
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Currently Active Assets on Macroaxis
Other Information on Investing in SEVEN+I Stock
SEVEN+I HLDGS financial ratios help investors to determine whether SEVEN+I 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 SEVEN+I with respect to the benefits of owning SEVEN+I HLDGS security.