Seche Environnement (UK) Market Value
| 0OG6 Stock | 76.80 1.20 1.59% |
| Symbol | Seche |
Seche Environnement '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 Seche Environnement'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 Seche Environnement.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Seche Environnement on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Seche Environnement SA or generate 0.0% return on investment in Seche Environnement over 90 days. Seche Environnement is related to or competes with BW Offshore, Hecla Mining, IShares Physical, Westlake Chemical, InterContinental, Scandic Hotels, and SBM Offshore. Seche Environnement is entity of United Kingdom More
Seche Environnement 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 Seche Environnement'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 Seche Environnement SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0253 | |||
| Maximum Drawdown | 15.37 | |||
| Value At Risk | (5.48) | |||
| Potential Upside | 3.39 |
Seche Environnement Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Seche Environnement's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Seche Environnement's standard deviation. In reality, there are many statistical measures that can use Seche Environnement historical prices to predict the future Seche Environnement's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | 0.0488 | |||
| Total Risk Alpha | 0.2748 | |||
| Treynor Ratio | (0.05) |
Seche Environnement Backtested Returns
Currently, Seche Environnement SA is very steady. Seche Environnement owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0134, which indicates the firm had a 0.0134 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Seche Environnement SA, which you can use to evaluate the volatility of the company. Please validate Seche Environnement's Risk Adjusted Performance of (0.01), variance of 6.5, and Coefficient Of Variation of (7,374) to confirm if the risk estimate we provide is consistent with the expected return of 0.0333%. Seche Environnement has a performance score of 1 on a scale of 0 to 100. The entity has a beta of 0.86, which indicates possible diversification benefits within a given portfolio. Seche Environnement returns are very sensitive to returns on the market. As the market goes up or down, Seche Environnement is expected to follow. Seche Environnement right now has a risk of 2.48%. Please validate Seche Environnement standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if Seche Environnement will be following its existing price patterns.
Auto-correlation | -0.6 |
Good reverse predictability
Seche Environnement SA has good reverse predictability. Overlapping area represents the amount of predictability between Seche Environnement 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 Seche Environnement price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current Seche Environnement price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 14.64 |
Seche Environnement lagged returns against current returns
Autocorrelation, which is Seche Environnement 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 Seche Environnement's stock expected returns. We can calculate the autocorrelation of Seche Environnement returns to help us make a trade decision. For example, suppose you find that Seche Environnement 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 |
Seche Environnement 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 Seche Environnement stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Seche Environnement stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Seche Environnement stock over time.
Current vs Lagged Prices |
| Timeline |
Seche Environnement Lagged Returns
When evaluating Seche Environnement's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Seche Environnement stock have on its future price. Seche Environnement 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, Seche Environnement autocorrelation shows the relationship between Seche Environnement stock current value and its past values and can show if there is a momentum factor associated with investing in Seche Environnement 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 Seche Stock Analysis
When running Seche Environnement's price analysis, check to measure Seche Environnement'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 Seche Environnement is operating at the current time. Most of Seche Environnement's value examination focuses on studying past and present price action to predict the probability of Seche Environnement's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Seche Environnement's price. Additionally, you may evaluate how the addition of Seche Environnement to your portfolios can decrease your overall portfolio volatility.