Sempra (Germany) Market Value

SE4 Stock  EUR 83.22  0.96  1.17%   
Sempra's market value is the price at which a share of Sempra trades on a public exchange. It measures the collective expectations of Sempra investors about its performance. Sempra is trading at 83.22 as of the 24th of December 2024. This is a 1.17% up since the beginning of the trading day. The stock's lowest day price was 83.22.
With this module, you can estimate the performance of a buy and hold strategy of Sempra and determine expected loss or profit from investing in Sempra over a given investment horizon. Check out Sempra Correlation, Sempra Volatility and Sempra Alpha and Beta module to complement your research on Sempra.
Symbol

Please note, there is a significant difference between Sempra's value and its price as these two are different measures arrived at by different means. Investors typically determine if Sempra is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sempra'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.

Sempra '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 Sempra'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 Sempra.
0.00
11/24/2024
No Change 0.00  0.0 
In 31 days
12/24/2024
0.00
If you would invest  0.00  in Sempra on November 24, 2024 and sell it all today you would earn a total of 0.00 from holding Sempra or generate 0.0% return on investment in Sempra over 30 days. Sempra is related to or competes with Iberdrola, Enel SpA, Enel SpA, National Grid, National Grid, and ENGIE ADR1. Sempra Energy, together with its subsidiaries, invests in, develops, and operates energy infrastructure, as well as prov... More

Sempra 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 Sempra'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 Sempra upside and downside potential and time the market with a certain degree of confidence.

Sempra Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Sempra's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sempra's standard deviation. In reality, there are many statistical measures that can use Sempra historical prices to predict the future Sempra's volatility.
Hype
Prediction
LowEstimatedHigh
81.6083.2284.84
Details
Intrinsic
Valuation
LowRealHigh
74.9097.5699.18
Details

Sempra Backtested Returns

Sempra appears to be very steady, given 3 months investment horizon. Sempra owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the firm had a 0.14% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Sempra, which you can use to evaluate the volatility of the company. Please review Sempra's Semi Deviation of 0.9942, risk adjusted performance of 0.1082, and Coefficient Of Variation of 769.05 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sempra holds a performance score of 10. The entity has a beta of 0.98, which indicates possible diversification benefits within a given portfolio. Sempra returns are very sensitive to returns on the market. As the market goes up or down, Sempra is expected to follow. Please check Sempra's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Sempra's existing price patterns will revert.

Auto-correlation

    
  0.60  

Good predictability

Sempra has good predictability. Overlapping area represents the amount of predictability between Sempra time series from 24th of November 2024 to 9th of December 2024 and 9th of December 2024 to 24th 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 Sempra price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Sempra price fluctuation can be explain by its past prices.
Correlation Coefficient0.6
Spearman Rank Test0.53
Residual Average0.0
Price Variance1.05

Sempra lagged returns against current returns

Autocorrelation, which is Sempra 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 Sempra's stock expected returns. We can calculate the autocorrelation of Sempra returns to help us make a trade decision. For example, suppose you find that Sempra 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  

Sempra 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 Sempra stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sempra stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sempra stock over time.
   Current vs Lagged Prices   
       Timeline  

Sempra Lagged Returns

When evaluating Sempra's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sempra stock have on its future price. Sempra 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, Sempra autocorrelation shows the relationship between Sempra stock current value and its past values and can show if there is a momentum factor associated with investing in Sempra.
   Regressed Prices   
       Timeline  

Currently Active Assets on Macroaxis

Other Information on Investing in Sempra Stock

Sempra financial ratios help investors to determine whether Sempra 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 Sempra with respect to the benefits of owning Sempra security.