Sejong Telecom (Korea) Market Value
| 036630 Stock | KRW 425.00 3.00 0.70% |
| Symbol | Sejong |
Sejong Telecom '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 Sejong Telecom'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 Sejong Telecom.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Sejong Telecom on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Sejong Telecom or generate 0.0% return on investment in Sejong Telecom over 90 days. Sejong Telecom is related to or competes with Sam Chun, SAMRYOONG CoLtd, and Sangsangin. Sejong Telecom, Inc. provides integrated telecommunication services in South Korea More
Sejong Telecom 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 Sejong Telecom'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 Sejong Telecom upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0627 | |||
| Maximum Drawdown | 8.23 | |||
| Value At Risk | (2.09) | |||
| Potential Upside | 1.45 |
Sejong Telecom Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sejong Telecom's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sejong Telecom's standard deviation. In reality, there are many statistical measures that can use Sejong Telecom historical prices to predict the future Sejong Telecom's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | 0.1526 | |||
| Treynor Ratio | 0.4879 |
Sejong Telecom Backtested Returns
At this point, Sejong Telecom is very steady. Sejong Telecom owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0658, which indicates the firm had a 0.0658 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Sejong Telecom, which you can use to evaluate the volatility of the company. Please validate Sejong Telecom's Variance of 1.94, insignificant risk adjusted performance, and Coefficient Of Variation of (11,838) to confirm if the risk estimate we provide is consistent with the expected return of 0.0855%. Sejong Telecom has a performance score of 5 on a scale of 0 to 100. The entity has a beta of -0.0446, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Sejong Telecom are expected to decrease at a much lower rate. During the bear market, Sejong Telecom is likely to outperform the market. Sejong Telecom right now has a risk of 1.3%. Please validate Sejong Telecom standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if Sejong Telecom will be following its existing price patterns.
Auto-correlation | 0.52 |
Modest predictability
Sejong Telecom has modest predictability. Overlapping area represents the amount of predictability between Sejong Telecom time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Sejong Telecom price movement. The serial correlation of 0.52 indicates that about 52.0% of current Sejong Telecom price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 44.25 |
Sejong Telecom lagged returns against current returns
Autocorrelation, which is Sejong Telecom 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 Sejong Telecom's stock expected returns. We can calculate the autocorrelation of Sejong Telecom returns to help us make a trade decision. For example, suppose you find that Sejong Telecom 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 |
Sejong Telecom 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 Sejong Telecom stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sejong Telecom stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sejong Telecom stock over time.
Current vs Lagged Prices |
| Timeline |
Sejong Telecom Lagged Returns
When evaluating Sejong Telecom's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sejong Telecom stock have on its future price. Sejong Telecom 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, Sejong Telecom autocorrelation shows the relationship between Sejong Telecom stock current value and its past values and can show if there is a momentum factor associated with investing in Sejong Telecom.
Regressed Prices |
| Timeline |
Other Information on Investing in Sejong Stock
Sejong Telecom financial ratios help investors to determine whether Sejong 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 Sejong with respect to the benefits of owning Sejong Telecom security.