SE Education (Thailand) Market Value
| SE-ED Stock | THB 2.06 0.02 0.98% |
| Symbol | SE-ED |
SE Education '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 SE Education'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 SE Education.
| 11/04/2024 |
| 12/04/2024 |
If you would invest 0.00 in SE Education on November 4, 2024 and sell it all today you would earn a total of 0.00 from holding SE Education Public or generate 0.0% return on investment in SE Education over 30 days. SE Education is related to or competes with SRI TRANG, AEON Thana, Asian Alliance, Sikarin Public, Chin Huay, and RB FOOD. SE-Education Public Company Limited, together with its subsidiaries, operates bookstores in Thailand More
SE Education 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 SE Education'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 SE Education Public upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.6 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 10.47 | |||
| Value At Risk | (3.57) | |||
| Potential Upside | 2.94 |
SE Education Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SE Education's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SE Education's standard deviation. In reality, there are many statistical measures that can use SE Education historical prices to predict the future SE Education's volatility.| Risk Adjusted Performance | 0.0068 | |||
| Jensen Alpha | 9.0E-4 | |||
| Total Risk Alpha | (0.26) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0921 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of SE Education's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
SE Education Public Backtested Returns
SE Education Public retains Efficiency (Sharpe Ratio) of -0.007, which indicates the firm had a -0.007% return per unit of price deviation over the last 3 months. SE Education exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SE Education's Risk Adjusted Performance of 0.0068, mean deviation of 1.04, and Downside Deviation of 2.6 to confirm the risk estimate we provide. The entity owns a Beta (Systematic Risk) of -0.0836, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SE Education are expected to decrease at a much lower rate. During the bear market, SE Education is likely to outperform the market. At this point, SE Education Public has a negative expected return of -0.0134%. Please make sure to validate SE Education's information ratio, treynor ratio, and the relationship between the downside deviation and total risk alpha , to decide if SE Education Public performance from the past will be repeated sooner or later.
Auto-correlation | -0.22 |
Weak reverse predictability
SE Education Public has weak reverse predictability. Overlapping area represents the amount of predictability between SE Education time series from 4th of November 2024 to 19th of November 2024 and 19th of November 2024 to 4th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of SE Education Public price movement. The serial correlation of -0.22 indicates that over 22.0% of current SE Education price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
SE Education Public lagged returns against current returns
Autocorrelation, which is SE Education 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 SE Education's stock expected returns. We can calculate the autocorrelation of SE Education returns to help us make a trade decision. For example, suppose you find that SE Education 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 |
SE Education 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 SE Education stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SE Education stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SE Education stock over time.
Current vs Lagged Prices |
| Timeline |
SE Education Lagged Returns
When evaluating SE Education's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SE Education stock have on its future price. SE Education 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, SE Education autocorrelation shows the relationship between SE Education stock current value and its past values and can show if there is a momentum factor associated with investing in SE Education Public.
Regressed Prices |
| Timeline |
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SE Education financial ratios help investors to determine whether SE-ED 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 SE-ED with respect to the benefits of owning SE Education security.