Seiko Epson (Germany) Market Value
| SE7 Stock | EUR 17.40 0.00 0.00% |
| Symbol | Seiko |
Seiko Epson '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 Seiko Epson'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 Seiko Epson.
| 11/30/2024 |
| 12/30/2024 |
If you would invest 0.00 in Seiko Epson on November 30, 2024 and sell it all today you would earn a total of 0.00 from holding Seiko Epson or generate 0.0% return on investment in Seiko Epson over 30 days. Seiko Epson is related to or competes with Sims Metal, Penta Ocean, AGF Management, Waste Management, Brockhaus Capital, Daito Trust, and WIMFARM SA. Seiko Epson Corporation, together with its subsidiaries, develops, manufactures, sells, and provides services for produc... More
Seiko Epson 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 Seiko Epson'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 Seiko Epson upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.05 | |||
| Information Ratio | 0.0372 | |||
| Maximum Drawdown | 8.24 | |||
| Value At Risk | (2.38) | |||
| Potential Upside | 3.07 |
Seiko Epson Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Seiko Epson's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Seiko Epson's standard deviation. In reality, there are many statistical measures that can use Seiko Epson historical prices to predict the future Seiko Epson's volatility.| Risk Adjusted Performance | 0.0503 | |||
| Jensen Alpha | 0.0887 | |||
| Total Risk Alpha | 0.0378 | |||
| Sortino Ratio | 0.0303 | |||
| Treynor Ratio | (0.41) |
Seiko Epson Backtested Returns
At this point, Seiko Epson is not too volatile. Seiko Epson owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0829, which indicates the firm had a 0.0829% return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Seiko Epson, which you can use to evaluate the volatility of the company. Please validate Seiko Epson's Risk Adjusted Performance of 0.0503, coefficient of variation of 1766.81, and Semi Deviation of 1.43 to confirm if the risk estimate we provide is consistent with the expected return of 0.13%. Seiko Epson has a performance score of 6 on a scale of 0 to 100. The entity has a beta of -0.2, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Seiko Epson are expected to decrease at a much lower rate. During the bear market, Seiko Epson is likely to outperform the market. Seiko Epson right now has a risk of 1.53%. Please validate Seiko Epson total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to decide if Seiko Epson will be following its existing price patterns.
Auto-correlation | 0.21 |
Weak predictability
Seiko Epson has weak predictability. Overlapping area represents the amount of predictability between Seiko Epson time series from 30th of November 2024 to 15th of December 2024 and 15th of December 2024 to 30th 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 Seiko Epson price movement. The serial correlation of 0.21 indicates that over 21.0% of current Seiko Epson price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.21 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Seiko Epson lagged returns against current returns
Autocorrelation, which is Seiko Epson 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 Seiko Epson's stock expected returns. We can calculate the autocorrelation of Seiko Epson returns to help us make a trade decision. For example, suppose you find that Seiko Epson 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 |
Seiko Epson 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 Seiko Epson stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Seiko Epson stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Seiko Epson stock over time.
Current vs Lagged Prices |
| Timeline |
Seiko Epson Lagged Returns
When evaluating Seiko Epson's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Seiko Epson stock have on its future price. Seiko Epson 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, Seiko Epson autocorrelation shows the relationship between Seiko Epson stock current value and its past values and can show if there is a momentum factor associated with investing in Seiko Epson.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Seiko Stock
Seiko Epson financial ratios help investors to determine whether Seiko 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 Seiko with respect to the benefits of owning Seiko Epson security.