Sebata Holdings (South Africa) Market Value
| SEB Stock | 98.00 7.00 6.67% |
| Symbol | Sebata |
Sebata Holdings '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 Sebata Holdings' 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 Sebata Holdings.
| 06/28/2024 |
| 12/25/2024 |
If you would invest 0.00 in Sebata Holdings on June 28, 2024 and sell it all today you would earn a total of 0.00 from holding Sebata Holdings or generate 0.0% return on investment in Sebata Holdings over 180 days. Sebata Holdings is related to or competes with Advtech, AfroCentric Investment, Trematon Capital, RCL Foods, and Harmony Gold. More
Sebata Holdings 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 Sebata Holdings' 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 Sebata Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 29.26 | |||
| Value At Risk | (6.67) | |||
| Potential Upside | 3.96 |
Sebata Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sebata Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sebata Holdings' standard deviation. In reality, there are many statistical measures that can use Sebata Holdings historical prices to predict the future Sebata Holdings' volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.28) | |||
| Treynor Ratio | 0.7554 |
Sebata Holdings Backtested Returns
Sebata Holdings owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0299, which indicates the firm had a -0.0299% return per unit of risk over the last 3 months. Sebata Holdings exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sebata Holdings' Risk Adjusted Performance of (0.01), coefficient of variation of (3,549), and Variance of 13.96 to confirm the risk estimate we provide. The entity has a beta of -0.15, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Sebata Holdings are expected to decrease at a much lower rate. During the bear market, Sebata Holdings is likely to outperform the market. At this point, Sebata Holdings has a negative expected return of -0.11%. Please make sure to validate Sebata Holdings' treynor ratio, kurtosis, and the relationship between the jensen alpha and potential upside , to decide if Sebata Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.28 |
Weak reverse predictability
Sebata Holdings has weak reverse predictability. Overlapping area represents the amount of predictability between Sebata Holdings time series from 28th of June 2024 to 26th of September 2024 and 26th of September 2024 to 25th 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 Sebata Holdings price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current Sebata Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.28 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 38.86 |
Sebata Holdings lagged returns against current returns
Autocorrelation, which is Sebata Holdings 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 Sebata Holdings' stock expected returns. We can calculate the autocorrelation of Sebata Holdings returns to help us make a trade decision. For example, suppose you find that Sebata Holdings 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 |
Sebata Holdings 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 Sebata Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sebata Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sebata Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Sebata Holdings Lagged Returns
When evaluating Sebata Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sebata Holdings stock have on its future price. Sebata Holdings 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, Sebata Holdings autocorrelation shows the relationship between Sebata Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Sebata Holdings.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Sebata Stock
Sebata Holdings financial ratios help investors to determine whether Sebata 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 Sebata with respect to the benefits of owning Sebata Holdings security.