Spectra7 Microsystems Stock Market Value
| SEV Stock | 0.03 0 7.14% |
| Symbol | Spectra7 |
Spectra7 Microsystems Price To Book Ratio
Spectra7 Microsystems '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 Spectra7 Microsystems' 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 Spectra7 Microsystems.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Spectra7 Microsystems on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Spectra7 Microsystems or generate 0.0% return on investment in Spectra7 Microsystems over 90 days. Spectra7 Microsystems Inc. operates as an analog semiconductor company in Canada. More
Spectra7 Microsystems 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 Spectra7 Microsystems' 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 Spectra7 Microsystems upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 78.33 | |||
| Value At Risk | (16.67) | |||
| Potential Upside | 16.67 |
Spectra7 Microsystems Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Spectra7 Microsystems' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Spectra7 Microsystems' standard deviation. In reality, there are many statistical measures that can use Spectra7 Microsystems historical prices to predict the future Spectra7 Microsystems' volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (1.58) | |||
| Total Risk Alpha | (0) | |||
| Treynor Ratio | 1.16 |
Spectra7 Microsystems Backtested Returns
Spectra7 Microsystems owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.15, which indicates the firm had a -0.15 % return per unit of risk over the last 3 months. Spectra7 Microsystems exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Spectra7 Microsystems' Variance of 131.88, coefficient of variation of (802.10), and Risk Adjusted Performance of (0.1) to confirm the risk estimate we provide. The entity has a beta of -1.24, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Spectra7 Microsystems are expected to decrease by larger amounts. On the other hand, during market turmoil, Spectra7 Microsystems is expected to outperform it. At this point, Spectra7 Microsystems has a negative expected return of -1.71%. Please make sure to validate Spectra7 Microsystems' total risk alpha and the relationship between the skewness and relative strength index , to decide if Spectra7 Microsystems performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.42 |
Average predictability
Spectra7 Microsystems has average predictability. Overlapping area represents the amount of predictability between Spectra7 Microsystems 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 Spectra7 Microsystems price movement. The serial correlation of 0.42 indicates that just about 42.0% of current Spectra7 Microsystems price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Spectra7 Microsystems lagged returns against current returns
Autocorrelation, which is Spectra7 Microsystems 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 Spectra7 Microsystems' stock expected returns. We can calculate the autocorrelation of Spectra7 Microsystems returns to help us make a trade decision. For example, suppose you find that Spectra7 Microsystems 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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Spectra7 Microsystems 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 Spectra7 Microsystems stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Spectra7 Microsystems stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Spectra7 Microsystems stock over time.
Current vs Lagged Prices |
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Spectra7 Microsystems Lagged Returns
When evaluating Spectra7 Microsystems' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Spectra7 Microsystems stock have on its future price. Spectra7 Microsystems 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, Spectra7 Microsystems autocorrelation shows the relationship between Spectra7 Microsystems stock current value and its past values and can show if there is a momentum factor associated with investing in Spectra7 Microsystems.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Spectra7 Stock Analysis
When running Spectra7 Microsystems' price analysis, check to measure Spectra7 Microsystems' 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 Spectra7 Microsystems is operating at the current time. Most of Spectra7 Microsystems' value examination focuses on studying past and present price action to predict the probability of Spectra7 Microsystems' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Spectra7 Microsystems' price. Additionally, you may evaluate how the addition of Spectra7 Microsystems to your portfolios can decrease your overall portfolio volatility.