Seino Holdings (Germany) Market Value
XSE Stock | EUR 14.40 0.10 0.69% |
Symbol | Seino |
Seino Holdings '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 Seino Holdings' 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 Seino Holdings.
10/26/2024 |
| 12/25/2024 |
If you would invest 0.00 in Seino Holdings on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Seino Holdings Co or generate 0.0% return on investment in Seino Holdings over 60 days. Seino Holdings is related to or competes with Old Dominion, YAMATO HOLDINGS, SCHNEIDER NATLINC, Werner Enterprises, Heartland Express, and Fukuyama Transporting. Seino Holdings Co., Ltd. provides transportation services for individuals and business owners in Japan and international... More
Seino Holdings 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 Seino Holdings' 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 Seino Holdings Co upside and downside potential and time the market with a certain degree of confidence.
Information Ratio | (0.07) | |||
Maximum Drawdown | 5.48 | |||
Value At Risk | (2.03) | |||
Potential Upside | 2.03 |
Seino Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Seino Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Seino Holdings' standard deviation. In reality, there are many statistical measures that can use Seino Holdings historical prices to predict the future Seino Holdings' volatility.Risk Adjusted Performance | (0.02) | |||
Jensen Alpha | (0.04) | |||
Total Risk Alpha | (0.09) | |||
Treynor Ratio | 2.08 |
Seino Holdings Backtested Returns
Seino Holdings owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0311, which indicates the firm had a -0.0311% return per unit of risk over the last 3 months. Seino Holdings Co exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Seino Holdings' Coefficient Of Variation of (3,268), risk adjusted performance of (0.02), and Variance of 1.31 to confirm the risk estimate we provide. The entity has a beta of -0.0217, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Seino Holdings are expected to decrease at a much lower rate. During the bear market, Seino Holdings is likely to outperform the market. At this point, Seino Holdings has a negative expected return of -0.0361%. Please make sure to validate Seino Holdings' total risk alpha, skewness, day median price, as well as the relationship between the maximum drawdown and daily balance of power , to decide if Seino Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.8 |
Almost perfect reverse predictability
Seino Holdings Co has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Seino Holdings time series from 26th of October 2024 to 25th of November 2024 and 25th of November 2024 to 25th 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 Seino Holdings price movement. The serial correlation of -0.8 indicates that around 80.0% of current Seino Holdings price fluctuation can be explain by its past prices.
Correlation Coefficient | -0.8 | |
Spearman Rank Test | -0.45 | |
Residual Average | 0.0 | |
Price Variance | 0.09 |
Seino Holdings lagged returns against current returns
Autocorrelation, which is Seino Holdings 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 Seino Holdings' stock expected returns. We can calculate the autocorrelation of Seino Holdings returns to help us make a trade decision. For example, suppose you find that Seino Holdings 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 |
Seino Holdings 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 Seino Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Seino Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Seino Holdings stock over time.
Current vs Lagged Prices |
Timeline |
Seino Holdings Lagged Returns
When evaluating Seino Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Seino Holdings stock have on its future price. Seino Holdings 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, Seino Holdings autocorrelation shows the relationship between Seino Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Seino Holdings Co.
Regressed Prices |
Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Seino Stock
Seino Holdings financial ratios help investors to determine whether Seino 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 Seino with respect to the benefits of owning Seino Holdings security.