Sequoia Financial (Australia) Market Value
| SEQ Stock | 0.41 0.01 2.50% |
| Symbol | Sequoia |
Sequoia Financial '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 Sequoia Financial'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 Sequoia Financial.
| 12/19/2024 |
| 01/18/2025 |
If you would invest 0.00 in Sequoia Financial on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Sequoia Financial Group or generate 0.0% return on investment in Sequoia Financial over 30 days. Sequoia Financial is related to or competes with Australian Unity, Gold Road, Perseus Mining, Home Consortium, Duxton Broadacre, and Charter Hall. More
Sequoia Financial 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 Sequoia Financial'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 Sequoia Financial Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.44 | |||
| Information Ratio | 0.0694 | |||
| Maximum Drawdown | 11.15 | |||
| Value At Risk | (2.94) | |||
| Potential Upside | 3.03 |
Sequoia Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sequoia Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sequoia Financial's standard deviation. In reality, there are many statistical measures that can use Sequoia Financial historical prices to predict the future Sequoia Financial's volatility.| Risk Adjusted Performance | 0.075 | |||
| Jensen Alpha | 0.1915 | |||
| Total Risk Alpha | 0.1274 | |||
| Sortino Ratio | 0.0474 | |||
| Treynor Ratio | (0.41) |
Sequoia Financial Backtested Returns
Currently, Sequoia Financial Group is abnormally volatile. Sequoia Financial owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.082, which indicates the firm had a 0.082% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Sequoia Financial Group, which you can use to evaluate the volatility of the company. Please validate Sequoia Financial's Risk Adjusted Performance of 0.075, semi deviation of 1.72, and Coefficient Of Variation of 1219.64 to confirm if the risk estimate we provide is consistent with the expected return of 0.19%. Sequoia Financial has a performance score of 6 on a scale of 0 to 100. The entity has a beta of -0.44, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Sequoia Financial are expected to decrease at a much lower rate. During the bear market, Sequoia Financial is likely to outperform the market. Sequoia Financial right now has a risk of 2.35%. Please validate Sequoia Financial maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if Sequoia Financial will be following its existing price patterns.
Auto-correlation | 0.74 |
Good predictability
Sequoia Financial Group has good predictability. Overlapping area represents the amount of predictability between Sequoia Financial time series from 19th of December 2024 to 3rd of January 2025 and 3rd of January 2025 to 18th 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 Sequoia Financial price movement. The serial correlation of 0.74 indicates that around 74.0% of current Sequoia Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.74 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Sequoia Financial lagged returns against current returns
Autocorrelation, which is Sequoia Financial 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 Sequoia Financial's stock expected returns. We can calculate the autocorrelation of Sequoia Financial returns to help us make a trade decision. For example, suppose you find that Sequoia Financial 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 |
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Sequoia Financial 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 Sequoia Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sequoia Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sequoia Financial stock over time.
Current vs Lagged Prices |
| Timeline |
Sequoia Financial Lagged Returns
When evaluating Sequoia Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sequoia Financial stock have on its future price. Sequoia Financial 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, Sequoia Financial autocorrelation shows the relationship between Sequoia Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Sequoia Financial Group.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Sequoia Stock Analysis
When running Sequoia Financial's price analysis, check to measure Sequoia Financial'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 Sequoia Financial is operating at the current time. Most of Sequoia Financial's value examination focuses on studying past and present price action to predict the probability of Sequoia Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sequoia Financial's price. Additionally, you may evaluate how the addition of Sequoia Financial to your portfolios can decrease your overall portfolio volatility.