Southeastern Banking Corp Stock Market Value
| SEBC Stock | USD 24.85 0.15 0.60% |
| Symbol | Southeastern |
Southeastern Banking '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 Southeastern Banking's pink sheet 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 Southeastern Banking.
| 11/09/2023 |
| 03/03/2025 |
If you would invest 0.00 in Southeastern Banking on November 9, 2023 and sell it all today you would earn a total of 0.00 from holding Southeastern Banking Corp or generate 0.0% return on investment in Southeastern Banking over 480 days. Southeastern Banking is related to or competes with HDFC Bank, China Merchants, China Merchants, Fifth Third, Banco Bradesco, Banco Do, and ICICI Bank. Southeastern Banking Corporation operates as a bank holding company for Southeastern Bank that provides commercial and c... More
Southeastern Banking 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 Southeastern Banking's pink sheet 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 Southeastern Banking Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.16 | |||
| Information Ratio | 0.1743 | |||
| Maximum Drawdown | 13.86 | |||
| Value At Risk | (2.12) | |||
| Potential Upside | 4.42 |
Southeastern Banking Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Southeastern Banking's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Southeastern Banking's standard deviation. In reality, there are many statistical measures that can use Southeastern Banking historical prices to predict the future Southeastern Banking's volatility.| Risk Adjusted Performance | 0.13 | |||
| Jensen Alpha | 0.3316 | |||
| Total Risk Alpha | 0.3939 | |||
| Sortino Ratio | 0.1119 | |||
| Treynor Ratio | 7.38 |
Southeastern Banking Corp Backtested Returns
At this point, Southeastern Banking is very steady. Southeastern Banking Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0433, which indicates the firm had a 0.0433 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Southeastern Banking Corp, which you can use to evaluate the volatility of the company. Please validate Southeastern Banking's Risk Adjusted Performance of 0.13, coefficient of variation of 595.46, and Semi Deviation of 1.19 to confirm if the risk estimate we provide is consistent with the expected return of 0.0771%. Southeastern Banking has a performance score of 3 on a scale of 0 to 100. The entity has a beta of 0.0448, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Southeastern Banking's returns are expected to increase less than the market. However, during the bear market, the loss of holding Southeastern Banking is expected to be smaller as well. Southeastern Banking Corp right now has a risk of 1.78%. Please validate Southeastern Banking value at risk, kurtosis, market facilitation index, as well as the relationship between the semi variance and rate of daily change , to decide if Southeastern Banking will be following its existing price patterns.
Auto-correlation | 0.64 |
Good predictability
Southeastern Banking Corp has good predictability. Overlapping area represents the amount of predictability between Southeastern Banking time series from 9th of November 2023 to 6th of July 2024 and 6th of July 2024 to 3rd of March 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 Southeastern Banking Corp price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current Southeastern Banking price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | 0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 6.74 |
Southeastern Banking Corp lagged returns against current returns
Autocorrelation, which is Southeastern Banking pink sheet'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 Southeastern Banking's pink sheet expected returns. We can calculate the autocorrelation of Southeastern Banking returns to help us make a trade decision. For example, suppose you find that Southeastern Banking has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Southeastern Banking 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 Southeastern Banking pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Southeastern Banking pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Southeastern Banking pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Southeastern Banking Lagged Returns
When evaluating Southeastern Banking's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Southeastern Banking pink sheet have on its future price. Southeastern Banking 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, Southeastern Banking autocorrelation shows the relationship between Southeastern Banking pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Southeastern Banking Corp.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Southeastern Pink Sheet
Southeastern Banking financial ratios help investors to determine whether Southeastern Pink Sheet 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 Southeastern with respect to the benefits of owning Southeastern Banking security.