Semapa (Portugal) Market Value
| SEM Stock | EUR 15.08 0.08 0.53% |
| Symbol | Semapa |
Semapa '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 Semapa'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 Semapa.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Semapa on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Semapa or generate 0.0% return on investment in Semapa over 90 days. Semapa is related to or competes with Altri SGPS, Navigator, Sonae SGPS, Mota Engil, and Galp Energia. More
Semapa 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 Semapa'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 Semapa upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.906 | |||
| Information Ratio | 0.2288 | |||
| Maximum Drawdown | 6.85 | |||
| Value At Risk | (1.32) | |||
| Potential Upside | 1.64 |
Semapa Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Semapa's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Semapa's standard deviation. In reality, there are many statistical measures that can use Semapa historical prices to predict the future Semapa's volatility.| Risk Adjusted Performance | 0.1194 | |||
| Jensen Alpha | 0.1645 | |||
| Total Risk Alpha | 0.2653 | |||
| Sortino Ratio | 0.267 | |||
| Treynor Ratio | 0.4593 |
Semapa Backtested Returns
Currently, Semapa is very steady. Semapa owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.16, which indicates the firm had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Semapa, which you can use to evaluate the volatility of the company. Please validate Semapa's Coefficient Of Variation of 739.81, semi deviation of 0.7415, and Risk Adjusted Performance of 0.1194 to confirm if the risk estimate we provide is consistent with the expected return of 0.17%. Semapa has a performance score of 12 on a scale of 0 to 100. The entity has a beta of 0.29, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Semapa's returns are expected to increase less than the market. However, during the bear market, the loss of holding Semapa is expected to be smaller as well. Semapa right now has a risk of 1.09%. Please validate Semapa total risk alpha, value at risk, expected short fall, as well as the relationship between the treynor ratio and downside variance , to decide if Semapa will be following its existing price patterns.
Auto-correlation | -0.24 |
Weak reverse predictability
Semapa has weak reverse predictability. Overlapping area represents the amount of predictability between Semapa time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Semapa price movement. The serial correlation of -0.24 indicates that over 24.0% of current Semapa price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | -0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
Semapa lagged returns against current returns
Autocorrelation, which is Semapa 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 Semapa's stock expected returns. We can calculate the autocorrelation of Semapa returns to help us make a trade decision. For example, suppose you find that Semapa 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 |
Semapa 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 Semapa stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Semapa stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Semapa stock over time.
Current vs Lagged Prices |
| Timeline |
Semapa Lagged Returns
When evaluating Semapa's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Semapa stock have on its future price. Semapa 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, Semapa autocorrelation shows the relationship between Semapa stock current value and its past values and can show if there is a momentum factor associated with investing in Semapa.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Semapa Stock Analysis
When running Semapa's price analysis, check to measure Semapa's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Semapa is operating at the current time. Most of Semapa's value examination focuses on studying past and present price action to predict the probability of Semapa's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Semapa's price. Additionally, you may evaluate how the addition of Semapa to your portfolios can decrease your overall portfolio volatility.