SENKO GROUP's market value is the price at which a share of SENKO GROUP trades on a public exchange. It measures the collective expectations of SENKO GROUP HOLDINGS investors about its performance. SENKO GROUP is trading at 8.85 as of the 11th of January 2025. This is a 0.57 percent up since the beginning of the trading day. The stock's lowest day price was 8.85. With this module, you can estimate the performance of a buy and hold strategy of SENKO GROUP HOLDINGS and determine expected loss or profit from investing in SENKO GROUP over a given investment horizon. Check out SENKO GROUP Correlation, SENKO GROUP Volatility and SENKO GROUP Alpha and Beta module to complement your research on SENKO GROUP.
Please note, there is a significant difference between SENKO GROUP's value and its price as these two are different measures arrived at by different means. Investors typically determine if SENKO GROUP is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SENKO GROUP's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
SENKO GROUP '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 SENKO GROUP'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 SENKO GROUP.
0.00
12/12/2024
No Change 0.00
0.0
In 31 days
01/11/2025
0.00
If you would invest 0.00 in SENKO GROUP on December 12, 2024 and sell it all today you would earn a total of 0.00 from holding SENKO GROUP HOLDINGS or generate 0.0% return on investment in SENKO GROUP over 30 days. SENKO GROUP is related to or competes with RYANAIR HLDGS, SEALED AIR, MCEWEN MINING, Monument Mining, and Westinghouse Air. SENKO Group Holdings Co., Ltd., together with its subsidiaries, operates as a logistics company worldwide More
SENKO GROUP 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 SENKO GROUP'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 SENKO GROUP HOLDINGS upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for SENKO GROUP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SENKO GROUP's standard deviation. In reality, there are many statistical measures that can use SENKO GROUP historical prices to predict the future SENKO GROUP's volatility.
At this point, SENKO GROUP is not too volatile. SENKO GROUP HOLDINGS owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the firm had a 0.12% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for SENKO GROUP HOLDINGS, which you can use to evaluate the volatility of the company. Please validate SENKO GROUP's coefficient of variation of 719.22, and Risk Adjusted Performance of 0.1146 to confirm if the risk estimate we provide is consistent with the expected return of 0.17%. SENKO GROUP has a performance score of 9 on a scale of 0 to 100. The entity has a beta of 0.0302, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SENKO GROUP's returns are expected to increase less than the market. However, during the bear market, the loss of holding SENKO GROUP is expected to be smaller as well. SENKO GROUP HOLDINGS currently has a risk of 1.34%. Please validate SENKO GROUP information ratio, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if SENKO GROUP will be following its existing price patterns.
Auto-correlation
0.51
Modest predictability
SENKO GROUP HOLDINGS has modest predictability. Overlapping area represents the amount of predictability between SENKO GROUP time series from 12th of December 2024 to 27th of December 2024 and 27th of December 2024 to 11th of January 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 SENKO GROUP HOLDINGS price movement. The serial correlation of 0.51 indicates that about 51.0% of current SENKO GROUP price fluctuation can be explain by its past prices.
Correlation Coefficient
0.51
Spearman Rank Test
0.22
Residual Average
0.0
Price Variance
0.02
SENKO GROUP HOLDINGS lagged returns against current returns
Autocorrelation, which is SENKO GROUP 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 SENKO GROUP's stock expected returns. We can calculate the autocorrelation of SENKO GROUP returns to help us make a trade decision. For example, suppose you find that SENKO GROUP 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
SENKO GROUP 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 SENKO GROUP stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SENKO GROUP stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SENKO GROUP stock over time.
Current vs Lagged Prices
Timeline
SENKO GROUP Lagged Returns
When evaluating SENKO GROUP's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SENKO GROUP stock have on its future price. SENKO GROUP 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, SENKO GROUP autocorrelation shows the relationship between SENKO GROUP stock current value and its past values and can show if there is a momentum factor associated with investing in SENKO GROUP HOLDINGS.
SENKO GROUP financial ratios help investors to determine whether SENKO 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 SENKO with respect to the benefits of owning SENKO GROUP security.