Seto Holdings Stock Market Value
| SETO Stock | USD 0.03 0 8.05% |
| Symbol | Seto |
Seto Holdings '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 Seto Holdings' 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 Seto Holdings.
| 12/28/2024 |
| 03/28/2025 |
If you would invest 0.00 in Seto Holdings on December 28, 2024 and sell it all today you would earn a total of 0.00 from holding Seto Holdings or generate 0.0% return on investment in Seto Holdings over 90 days. Seto Holdings is related to or competes with CryoCell International, and Encompass Health. SETO Holdings, Inc., a development stage company, provides healthcare services More
Seto Holdings 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 Seto Holdings' 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 Seto Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 40.26 | |||
| Information Ratio | 0.2001 | |||
| Maximum Drawdown | 360.39 | |||
| Value At Risk | (8.05) | |||
| Potential Upside | 120.67 |
Seto Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Seto Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Seto Holdings' standard deviation. In reality, there are many statistical measures that can use Seto Holdings historical prices to predict the future Seto Holdings' volatility.| Risk Adjusted Performance | 0.1763 | |||
| Jensen Alpha | 10.6 | |||
| Total Risk Alpha | 12.31 | |||
| Sortino Ratio | 0.2654 | |||
| Treynor Ratio | (4.94) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Seto Holdings' 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.
Seto Holdings Backtested Returns
Seto Holdings is out of control given 3 months investment horizon. Seto Holdings 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 were able to interpolate and analyze data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 6.83% are justified by taking the suggested risk. Use Seto Holdings Coefficient Of Variation of 500.49, semi deviation of 12.52, and Risk Adjusted Performance of 0.1763 to evaluate company specific risk that cannot be diversified away. Seto Holdings holds a performance score of 12 on a scale of zero to a hundred. The entity has a beta of -2.16, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Seto Holdings are expected to decrease by larger amounts. On the other hand, during market turmoil, Seto Holdings is expected to outperform it. Use Seto Holdings downside variance, as well as the relationship between the daily balance of power and period momentum indicator , to analyze future returns on Seto Holdings.
Auto-correlation | 0.20 |
Weak predictability
Seto Holdings has weak predictability. Overlapping area represents the amount of predictability between Seto Holdings time series from 28th of December 2024 to 11th of February 2025 and 11th of February 2025 to 28th 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 Seto Holdings price movement. The serial correlation of 0.2 indicates that over 20.0% of current Seto Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Seto Holdings lagged returns against current returns
Autocorrelation, which is Seto Holdings 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 Seto Holdings' pink sheet expected returns. We can calculate the autocorrelation of Seto Holdings returns to help us make a trade decision. For example, suppose you find that Seto Holdings 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 |
Seto Holdings 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 Seto Holdings pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Seto Holdings pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Seto Holdings pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Seto Holdings Lagged Returns
When evaluating Seto Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Seto Holdings pink sheet have on its future price. Seto Holdings 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, Seto Holdings autocorrelation shows the relationship between Seto Holdings pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Seto Holdings.
Regressed Prices |
| Timeline |
Pair Trading with Seto Holdings
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Seto Holdings position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Seto Holdings will appreciate offsetting losses from the drop in the long position's value.Moving against Seto Pink Sheet
| 0.45 | MSFT | Microsoft | PairCorr |
| 0.4 | AAPL | Apple Inc Aggressive Push | PairCorr |
| 0.32 | AMBR | Amber Road, Symbol Change | PairCorr |
The ability to find closely correlated positions to Seto Holdings could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Seto Holdings when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Seto Holdings - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Seto Holdings to buy it.
The correlation of Seto Holdings is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Seto Holdings moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Seto Holdings moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Seto Holdings can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Seto Pink Sheet
Seto Holdings financial ratios help investors to determine whether Seto 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 Seto with respect to the benefits of owning Seto Holdings security.