Seach Medical (Israel) Market Value
| SEMG Stock | ILA 314.30 3.50 1.13% |
| Symbol | Seach |
Seach Medical '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 Seach Medical'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 Seach Medical.
| 01/04/2023 |
| 12/24/2024 |
If you would invest 0.00 in Seach Medical on January 4, 2023 and sell it all today you would earn a total of 0.00 from holding Seach Medical Group or generate 0.0% return on investment in Seach Medical over 720 days. Seach Medical is related to or competes with B Yair, Amir Marketing, Terminal X, Suny Cellular, Petrochemical, Bio Meat, and Hiron Trade. Seach Medical Group Ltd. cultivates, processes, produces, and manufactures medicinal and cannabis products More
Seach Medical 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 Seach Medical'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 Seach Medical Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.75 | |||
| Information Ratio | 0.36 | |||
| Maximum Drawdown | 22.84 | |||
| Value At Risk | (1.68) | |||
| Potential Upside | 6.03 |
Seach Medical Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Seach Medical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Seach Medical's standard deviation. In reality, there are many statistical measures that can use Seach Medical historical prices to predict the future Seach Medical's volatility.| Risk Adjusted Performance | 0.3011 | |||
| Jensen Alpha | 1.18 | |||
| Total Risk Alpha | 1.07 | |||
| Sortino Ratio | 0.6532 | |||
| Treynor Ratio | (2.00) |
Seach Medical Group Backtested Returns
Seach Medical is very steady given 3 months investment horizon. Seach Medical Group owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.41, which indicates the firm had a 0.41% return per unit of risk over the last 3 months. We were able to analyze twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.06% are justified by taking the suggested risk. Use Seach Medical Group Risk Adjusted Performance of 0.3011, coefficient of variation of 269.91, and Semi Deviation of 0.4285 to evaluate company specific risk that cannot be diversified away. Seach Medical holds a performance score of 32 on a scale of zero to a hundred. The entity has a beta of -0.58, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Seach Medical are expected to decrease at a much lower rate. During the bear market, Seach Medical is likely to outperform the market. Use Seach Medical Group coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to analyze future returns on Seach Medical Group.
Auto-correlation | -0.23 |
Weak reverse predictability
Seach Medical Group has weak reverse predictability. Overlapping area represents the amount of predictability between Seach Medical time series from 4th of January 2023 to 30th of December 2023 and 30th of December 2023 to 24th 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 Seach Medical Group price movement. The serial correlation of -0.23 indicates that over 23.0% of current Seach Medical price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.23 | |
| Spearman Rank Test | -0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 2161.13 |
Seach Medical Group lagged returns against current returns
Autocorrelation, which is Seach Medical 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 Seach Medical's stock expected returns. We can calculate the autocorrelation of Seach Medical returns to help us make a trade decision. For example, suppose you find that Seach Medical 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 |
Seach Medical 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 Seach Medical stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Seach Medical stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Seach Medical stock over time.
Current vs Lagged Prices |
| Timeline |
Seach Medical Lagged Returns
When evaluating Seach Medical's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Seach Medical stock have on its future price. Seach Medical 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, Seach Medical autocorrelation shows the relationship between Seach Medical stock current value and its past values and can show if there is a momentum factor associated with investing in Seach Medical Group.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in Seach Stock
Seach Medical financial ratios help investors to determine whether Seach 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 Seach with respect to the benefits of owning Seach Medical security.