SEPC's market value is the price at which a share of SEPC trades on a public exchange. It measures the collective expectations of SEPC Limited investors about its performance. SEPC is selling for under 20.28 as of the 7th of January 2025; that is 7.9 percent decrease since the beginning of the trading day. The stock's lowest day price was 20.15. With this module, you can estimate the performance of a buy and hold strategy of SEPC Limited and determine expected loss or profit from investing in SEPC over a given investment horizon. Check out SEPC Correlation, SEPC Volatility and SEPC Alpha and Beta module to complement your research on SEPC.
Please note, there is a significant difference between SEPC's value and its price as these two are different measures arrived at by different means. Investors typically determine if SEPC is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SEPC's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
SEPC '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 SEPC'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 SEPC.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure SEPC'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 SEPC Limited upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for SEPC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SEPC's standard deviation. In reality, there are many statistical measures that can use SEPC historical prices to predict the future SEPC's volatility.
SEPC Limited owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.18, which indicates the firm had a -0.18% return per unit of standard deviation over the last 3 months. SEPC Limited exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SEPC's risk adjusted performance of (0.09), and Variance of 8.83 to confirm the risk estimate we provide. The entity has a beta of 0.13, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SEPC's returns are expected to increase less than the market. However, during the bear market, the loss of holding SEPC is expected to be smaller as well. At this point, SEPC Limited has a negative expected return of -0.49%. Please make sure to validate SEPC's potential upside, kurtosis, and the relationship between the maximum drawdown and skewness , to decide if SEPC Limited performance from the past will be repeated at future time.
Auto-correlation
-0.02
Very weak reverse predictability
SEPC Limited has very weak reverse predictability. Overlapping area represents the amount of predictability between SEPC time series from 8th of November 2024 to 8th of December 2024 and 8th of December 2024 to 7th 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 SEPC Limited price movement. The serial correlation of -0.02 indicates that only 2.0% of current SEPC price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.02
Spearman Rank Test
0.05
Residual Average
0.0
Price Variance
1.75
SEPC Limited lagged returns against current returns
Autocorrelation, which is SEPC 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 SEPC's stock expected returns. We can calculate the autocorrelation of SEPC returns to help us make a trade decision. For example, suppose you find that SEPC 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
SEPC 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 SEPC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SEPC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SEPC stock over time.
Current vs Lagged Prices
Timeline
SEPC Lagged Returns
When evaluating SEPC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SEPC stock have on its future price. SEPC 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, SEPC autocorrelation shows the relationship between SEPC stock current value and its past values and can show if there is a momentum factor associated with investing in SEPC Limited.
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.
When running SEPC's price analysis, check to measure SEPC'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 SEPC is operating at the current time. Most of SEPC's value examination focuses on studying past and present price action to predict the probability of SEPC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SEPC's price. Additionally, you may evaluate how the addition of SEPC to your portfolios can decrease your overall portfolio volatility.