SEVEN+I HLDGS's market value is the price at which a share of SEVEN+I HLDGS trades on a public exchange. It measures the collective expectations of SEVENI HLDGS UNSPADR12 investors about its performance. SEVEN+I HLDGS is trading at 12.40 as of the 8th of January 2025. This is a No Change since the beginning of the trading day. The stock's lowest day price was 12.4. With this module, you can estimate the performance of a buy and hold strategy of SEVENI HLDGS UNSPADR12 and determine expected loss or profit from investing in SEVEN+I HLDGS over a given investment horizon. Check out SEVEN+I HLDGS Correlation, SEVEN+I HLDGS Volatility and SEVEN+I HLDGS Alpha and Beta module to complement your research on SEVEN+I HLDGS.
Please note, there is a significant difference between SEVEN+I HLDGS's value and its price as these two are different measures arrived at by different means. Investors typically determine if SEVEN+I HLDGS is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SEVEN+I HLDGS'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.
SEVEN+I HLDGS '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 SEVEN+I HLDGS'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 SEVEN+I HLDGS.
0.00
01/19/2023
No Change 0.00
0.0
In 1 year 11 months and 22 days
01/08/2025
0.00
If you would invest 0.00 in SEVEN+I HLDGS on January 19, 2023 and sell it all today you would earn a total of 0.00 from holding SEVENI HLDGS UNSPADR12 or generate 0.0% return on investment in SEVEN+I HLDGS over 720 days. SEVEN+I HLDGS is related to or competes with INDO RAMA, Siamgas, BRIT AMER, Gold Road, NAGOYA RAILROAD, TRAINLINE PLC, and Yuexiu Transport. Seven i Holdings Co., Ltd. engages in retail, food, financial, and IT businesses More
SEVEN+I HLDGS 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 SEVEN+I HLDGS'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 SEVENI HLDGS UNSPADR12 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 SEVEN+I HLDGS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SEVEN+I HLDGS's standard deviation. In reality, there are many statistical measures that can use SEVEN+I HLDGS historical prices to predict the future SEVEN+I HLDGS's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as SEVEN+I HLDGS. Your research has to be compared to or analyzed against SEVEN+I HLDGS's peers to derive any actionable benefits. When done correctly, SEVEN+I HLDGS's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in SEVENI HLDGS UNSPADR12.
SEVENI HLDGS UNSPADR12 Backtested Returns
SEVENI HLDGS UNSPADR12 owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0567, which indicates the firm had a -0.0567% return per unit of standard deviation over the last 3 months. SEVENI HLDGS UNSPADR12 exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SEVEN+I HLDGS's variance of 1.21, and Risk Adjusted Performance of (0.04) to confirm the risk estimate we provide. The entity has a beta of -0.26, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SEVEN+I HLDGS are expected to decrease at a much lower rate. During the bear market, SEVEN+I HLDGS is likely to outperform the market. At this point, SEVENI HLDGS UNSPADR12 has a negative expected return of -0.0622%. Please make sure to validate SEVEN+I HLDGS's market risk adjusted performance, coefficient of variation, variance, as well as the relationship between the mean deviation and standard deviation , to decide if SEVENI HLDGS UNSPADR12 performance from the past will be repeated at future time.
Auto-correlation
-0.33
Poor reverse predictability
SEVENI HLDGS UNSPADR12 has poor reverse predictability. Overlapping area represents the amount of predictability between SEVEN+I HLDGS time series from 19th of January 2023 to 14th of January 2024 and 14th of January 2024 to 8th 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 SEVENI HLDGS UNSPADR12 price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current SEVEN+I HLDGS price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.33
Spearman Rank Test
-0.09
Residual Average
0.0
Price Variance
2.47
SEVENI HLDGS UNSPADR12 lagged returns against current returns
Autocorrelation, which is SEVEN+I HLDGS 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 SEVEN+I HLDGS's stock expected returns. We can calculate the autocorrelation of SEVEN+I HLDGS returns to help us make a trade decision. For example, suppose you find that SEVEN+I HLDGS 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
SEVEN+I HLDGS 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 SEVEN+I HLDGS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SEVEN+I HLDGS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SEVEN+I HLDGS stock over time.
Current vs Lagged Prices
Timeline
SEVEN+I HLDGS Lagged Returns
When evaluating SEVEN+I HLDGS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SEVEN+I HLDGS stock have on its future price. SEVEN+I HLDGS 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, SEVEN+I HLDGS autocorrelation shows the relationship between SEVEN+I HLDGS stock current value and its past values and can show if there is a momentum factor associated with investing in SEVENI HLDGS UNSPADR12.
SEVEN+I HLDGS financial ratios help investors to determine whether SEVEN+I 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 SEVEN+I with respect to the benefits of owning SEVEN+I HLDGS security.