SEED (Zimbabwe) Market Value
| SEED Stock | 270.03 0.27 0.1% |
| Symbol | SEED |
SEED '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 SEED'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 SEED.
| 11/26/2024 |
| 12/26/2024 |
If you would invest 0.00 in SEED on November 26, 2024 and sell it all today you would earn a total of 0.00 from holding SEED LIMITED or generate 0.0% return on investment in SEED over 30 days.
SEED 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 SEED'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 SEED LIMITED upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 29.99 | |||
| Value At Risk | (14.32) | |||
| Potential Upside | 1.24 |
SEED Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SEED's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SEED's standard deviation. In reality, there are many statistical measures that can use SEED historical prices to predict the future SEED's volatility.| Risk Adjusted Performance | (0.18) | |||
| Jensen Alpha | (1.05) | |||
| Total Risk Alpha | (1.22) | |||
| Treynor Ratio | (2.02) |
SEED LIMITED Backtested Returns
SEED LIMITED owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.24, which indicates the firm had a -0.24% return per unit of volatility over the last 3 months. SEED LIMITED exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SEED's risk adjusted performance of (0.18), and Variance of 18.92 to confirm the risk estimate we provide. The entity has a beta of 0.51, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SEED's returns are expected to increase less than the market. However, during the bear market, the loss of holding SEED is expected to be smaller as well. At this point, SEED LIMITED has a negative expected return of -1.06%. Please make sure to validate SEED's total risk alpha, maximum drawdown, and the relationship between the jensen alpha and treynor ratio , to decide if SEED LIMITED performance from the past will be repeated in the future.
Auto-correlation | -0.9 |
Excellent reverse predictability
SEED LIMITED has excellent reverse predictability. Overlapping area represents the amount of predictability between SEED time series from 26th of November 2024 to 11th of December 2024 and 11th of December 2024 to 26th 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 SEED LIMITED price movement. The serial correlation of -0.9 indicates that approximately 90.0% of current SEED price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.9 | |
| Spearman Rank Test | -0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 5.85 |
SEED LIMITED lagged returns against current returns
Autocorrelation, which is SEED 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 SEED's stock expected returns. We can calculate the autocorrelation of SEED returns to help us make a trade decision. For example, suppose you find that SEED 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 |
SEED 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 SEED stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SEED stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SEED stock over time.
Current vs Lagged Prices |
| Timeline |
SEED Lagged Returns
When evaluating SEED's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SEED stock have on its future price. SEED 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, SEED autocorrelation shows the relationship between SEED stock current value and its past values and can show if there is a momentum factor associated with investing in SEED LIMITED.
Regressed Prices |
| Timeline |
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When running SEED's price analysis, check to measure SEED'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 SEED is operating at the current time. Most of SEED's value examination focuses on studying past and present price action to predict the probability of SEED's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SEED's price. Additionally, you may evaluate how the addition of SEED to your portfolios can decrease your overall portfolio volatility.