Ser Educacional (Brazil) Market Value
| SEER3 Stock | BRL 5.62 0.11 2.00% |
| Symbol | Ser |
Ser Educacional '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 Ser Educacional'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 Ser Educacional.
| 09/12/2024 |
| 12/11/2024 |
If you would invest 0.00 in Ser Educacional on September 12, 2024 and sell it all today you would earn a total of 0.00 from holding Ser Educacional Sa or generate 0.0% return on investment in Ser Educacional over 90 days. Ser Educacional is related to or competes with GAEC Educacao, Yduqs Participaes, Qualicorp Consultoria, MAHLE Metal, and Odontoprev. Ser Educacional S.A. primarily engages in the development and management of on-campus and distance-learning undergraduat... More
Ser Educacional 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 Ser Educacional'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 Ser Educacional Sa upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 19.6 | |||
| Value At Risk | (6.41) | |||
| Potential Upside | 5.96 |
Ser Educacional Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ser Educacional's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ser Educacional's standard deviation. In reality, there are many statistical measures that can use Ser Educacional historical prices to predict the future Ser Educacional's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.70) | |||
| Treynor Ratio | (0.31) |
Ser Educacional Sa Backtested Returns
Ser Educacional Sa owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0343, which indicates the firm had a -0.0343% return per unit of risk over the last 3 months. Ser Educacional Sa exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Ser Educacional's Variance of 15.05, coefficient of variation of (5,052), and Risk Adjusted Performance of (0.01) to confirm the risk estimate we provide. The entity has a beta of 0.28, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Ser Educacional's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ser Educacional is expected to be smaller as well. At this point, Ser Educacional Sa has a negative expected return of -0.13%. Please make sure to validate Ser Educacional's maximum drawdown, skewness, accumulation distribution, as well as the relationship between the potential upside and kurtosis , to decide if Ser Educacional Sa performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.34 |
Below average predictability
Ser Educacional Sa has below average predictability. Overlapping area represents the amount of predictability between Ser Educacional time series from 12th of September 2024 to 27th of October 2024 and 27th of October 2024 to 11th 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 Ser Educacional Sa price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Ser Educacional price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 0.36 |
Ser Educacional Sa lagged returns against current returns
Autocorrelation, which is Ser Educacional 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 Ser Educacional's stock expected returns. We can calculate the autocorrelation of Ser Educacional returns to help us make a trade decision. For example, suppose you find that Ser Educacional 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 |
Ser Educacional 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 Ser Educacional stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ser Educacional stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ser Educacional stock over time.
Current vs Lagged Prices |
| Timeline |
Ser Educacional Lagged Returns
When evaluating Ser Educacional's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ser Educacional stock have on its future price. Ser Educacional 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, Ser Educacional autocorrelation shows the relationship between Ser Educacional stock current value and its past values and can show if there is a momentum factor associated with investing in Ser Educacional Sa.
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 Ser Stock Analysis
When running Ser Educacional's price analysis, check to measure Ser Educacional'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 Ser Educacional is operating at the current time. Most of Ser Educacional's value examination focuses on studying past and present price action to predict the probability of Ser Educacional's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ser Educacional's price. Additionally, you may evaluate how the addition of Ser Educacional to your portfolios can decrease your overall portfolio volatility.