Sea (Brazil) Market Value
| S2EA34 Stock | BRL 30.33 1.32 4.55% |
| Symbol | Sea |
Sea '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 Sea'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 Sea.
| 12/18/2024 |
| 03/18/2025 |
If you would invest 0.00 in Sea on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding Sea Limited or generate 0.0% return on investment in Sea over 90 days. Sea is related to or competes with Metalrgica Riosulense, Marfrig Global, Applied Materials,, and Waste Management. More
Sea 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 Sea'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 Sea Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.58 | |||
| Information Ratio | 0.062 | |||
| Maximum Drawdown | 19.81 | |||
| Value At Risk | (4.31) | |||
| Potential Upside | 4.09 |
Sea Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sea's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sea's standard deviation. In reality, there are many statistical measures that can use Sea historical prices to predict the future Sea's volatility.| Risk Adjusted Performance | 0.0317 | |||
| Jensen Alpha | 0.1572 | |||
| Total Risk Alpha | 0.4418 | |||
| Sortino Ratio | 0.0707 | |||
| Treynor Ratio | 0.0956 |
Sea Limited Backtested Returns
At this point, Sea is very steady. Sea Limited owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0573, which indicates the firm had a 0.0573 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Sea Limited, which you can use to evaluate the volatility of the company. Please validate Sea's Semi Deviation of 2.41, coefficient of variation of 3526.23, and Risk Adjusted Performance of 0.0317 to confirm if the risk estimate we provide is consistent with the expected return of 0.18%. Sea has a performance score of 4 on a scale of 0 to 100. The entity has a beta of 0.77, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sea's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sea is expected to be smaller as well. Sea Limited right now has a risk of 3.15%. Please validate Sea coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to decide if Sea will be following its existing price patterns.
Auto-correlation | 0.04 |
Virtually no predictability
Sea Limited has virtually no predictability. Overlapping area represents the amount of predictability between Sea time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th 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 Sea Limited price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current Sea price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.04 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 1.86 |
Sea Limited lagged returns against current returns
Autocorrelation, which is Sea 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 Sea's stock expected returns. We can calculate the autocorrelation of Sea returns to help us make a trade decision. For example, suppose you find that Sea 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 |
Sea 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 Sea stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sea stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sea stock over time.
Current vs Lagged Prices |
| Timeline |
Sea Lagged Returns
When evaluating Sea's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sea stock have on its future price. Sea 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, Sea autocorrelation shows the relationship between Sea stock current value and its past values and can show if there is a momentum factor associated with investing in Sea Limited.
Regressed Prices |
| Timeline |
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Sea financial ratios help investors to determine whether Sea 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 Sea with respect to the benefits of owning Sea security.