SEALED AIR (Germany) Market Value
| SDA Stock | EUR 34.20 0.20 0.59% |
| 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.
| 12/12/2022 |
| 12/01/2024 |
If you would invest 0.00 in SEALED AIR on December 12, 2022 and sell it all today you would earn a total of 0.00 from holding SEALED AIR or generate 0.0% return on investment in SEALED AIR over 720 days. SEALED AIR is related to or competes with CANON MARKETING, CARSALES, Haverty Furniture, Trade Desk, and MARKET VECTR. 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 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.92 | |||
| Information Ratio | 0.0212 | |||
| Maximum Drawdown | 9.03 | |||
| Value At Risk | (2.56) | |||
| Potential Upside | 2.67 |
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 | 0.0849 | |||
| Jensen Alpha | 0.0709 | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | 0.0184 | |||
| Treynor Ratio | 0.2259 |
SEALED AIR Backtested Returns
Currently, SEALED AIR is very steady. SEALED AIR retains Efficiency (Sharpe Ratio) of 0.0981, which indicates the firm had a 0.0981% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for SEALED AIR, which you can use to evaluate the volatility of the company. Please validate SEALED AIR's downside deviation of 1.92, and Risk Adjusted Performance of 0.0849 to confirm if the risk estimate we provide is consistent with the expected return of 0.16%. SEALED AIR has a performance score of 7 on a scale of 0 to 100. The entity owns a Beta (Systematic Risk) of 0.72, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SEALED AIR's returns are expected to increase less than the market. However, during the bear market, the loss of holding SEALED AIR is expected to be smaller as well. SEALED AIR now owns a risk of 1.66%. Please validate SEALED AIR coefficient of variation, jensen alpha, and the relationship between the downside deviation and information ratio , to decide if SEALED AIR will be following its current price history.
Auto-correlation | -0.08 |
Very weak reverse predictability
SEALED AIR has very weak reverse predictability. Overlapping area represents the amount of predictability between SEALED AIR time series from 12th of December 2022 to 7th of December 2023 and 7th of December 2023 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 price movement. The serial correlation of -0.08 indicates that barely 8.0% of current SEALED AIR price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.08 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 2.54 |
SEALED AIR 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 .
Regressed Prices |
| Timeline |
Thematic Opportunities
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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.