Skandinaviska Enskilda (Germany) Market Value
| SEBC Stock | EUR 13.90 0.62 4.67% |
| Symbol | Skandinaviska |
Skandinaviska Enskilda '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 Skandinaviska Enskilda'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 Skandinaviska Enskilda.
| 01/19/2023 |
| 01/08/2025 |
If you would invest 0.00 in Skandinaviska Enskilda on January 19, 2023 and sell it all today you would earn a total of 0.00 from holding Skandinaviska Enskilda Banken or generate 0.0% return on investment in Skandinaviska Enskilda over 720 days. Skandinaviska Enskilda is related to or competes with BNP Paribas, BNP PARIBAS, Intesa Sanpaolo, Lloyds Banking, and UniCredit SpA. Skandinaviska Enskilda Banken AB provides corporate, retail, investment, and private banking services in Sweden and inte... More
Skandinaviska Enskilda 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 Skandinaviska Enskilda'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 Skandinaviska Enskilda Banken upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.61 | |||
| Information Ratio | 0.0103 | |||
| Maximum Drawdown | 7.59 | |||
| Value At Risk | (2.23) | |||
| Potential Upside | 2.77 |
Skandinaviska Enskilda Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Skandinaviska Enskilda's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Skandinaviska Enskilda's standard deviation. In reality, there are many statistical measures that can use Skandinaviska Enskilda historical prices to predict the future Skandinaviska Enskilda's volatility.| Risk Adjusted Performance | 0.018 | |||
| Jensen Alpha | 0.0159 | |||
| Total Risk Alpha | 0.0172 | |||
| Sortino Ratio | 0.0104 | |||
| Treynor Ratio | (0.07) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Skandinaviska Enskilda'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.
Skandinaviska Enskilda Backtested Returns
At this point, Skandinaviska Enskilda is not too volatile. Skandinaviska Enskilda owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0719, which indicates the firm had a 0.0719% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Skandinaviska Enskilda Banken, which you can use to evaluate the volatility of the company. Please validate Skandinaviska Enskilda's Risk Adjusted Performance of 0.018, semi deviation of 1.55, and Coefficient Of Variation of 6215.35 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. Skandinaviska Enskilda has a performance score of 5 on a scale of 0 to 100. The entity has a beta of -0.23, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Skandinaviska Enskilda are expected to decrease at a much lower rate. During the bear market, Skandinaviska Enskilda is likely to outperform the market. Skandinaviska Enskilda right now has a risk of 1.63%. Please validate Skandinaviska Enskilda coefficient of variation, jensen alpha, and the relationship between the downside deviation and information ratio , to decide if Skandinaviska Enskilda will be following its existing price patterns.
Auto-correlation | 0.78 |
Good predictability
Skandinaviska Enskilda Banken has good predictability. Overlapping area represents the amount of predictability between Skandinaviska Enskilda 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 Skandinaviska Enskilda price movement. The serial correlation of 0.78 indicates that around 78.0% of current Skandinaviska Enskilda price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 1.25 |
Skandinaviska Enskilda lagged returns against current returns
Autocorrelation, which is Skandinaviska Enskilda 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 Skandinaviska Enskilda's stock expected returns. We can calculate the autocorrelation of Skandinaviska Enskilda returns to help us make a trade decision. For example, suppose you find that Skandinaviska Enskilda 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 |
Skandinaviska Enskilda 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 Skandinaviska Enskilda stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Skandinaviska Enskilda stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Skandinaviska Enskilda stock over time.
Current vs Lagged Prices |
| Timeline |
Skandinaviska Enskilda Lagged Returns
When evaluating Skandinaviska Enskilda's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Skandinaviska Enskilda stock have on its future price. Skandinaviska Enskilda 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, Skandinaviska Enskilda autocorrelation shows the relationship between Skandinaviska Enskilda stock current value and its past values and can show if there is a momentum factor associated with investing in Skandinaviska Enskilda Banken.
Regressed Prices |
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Other Information on Investing in Skandinaviska Stock
Skandinaviska Enskilda financial ratios help investors to determine whether Skandinaviska 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 Skandinaviska with respect to the benefits of owning Skandinaviska Enskilda security.