SEB SA (France) Market Value
| SK Stock | EUR 90.10 2.65 3.03% |
| Symbol | SEB |
SEB SA '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 SEB SA'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 SEB SA.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in SEB SA on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding SEB SA or generate 0.0% return on investment in SEB SA over 90 days. SEB SA is related to or competes with Sodexo SA, Remy Cointreau, Wendel, Socit BIC, and SCOR SE. SEB SA designs, manufactures, and markets small household appliances worldwide More
SEB SA 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 SEB SA'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 SEB SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0202 | |||
| Maximum Drawdown | 11.64 | |||
| Value At Risk | (3.07) | |||
| Potential Upside | 3.03 |
SEB SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SEB SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SEB SA's standard deviation. In reality, there are many statistical measures that can use SEB SA historical prices to predict the future SEB SA's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | 0.1949 | |||
| Treynor Ratio | (0.27) |
SEB SA Backtested Returns
At this point, SEB SA is very steady. SEB SA retains Efficiency (Sharpe Ratio) of 0.0173, which indicates the firm had a 0.0173 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for SEB SA, which you can use to evaluate the volatility of the company. Please validate SEB SA's standard deviation of 2.09, and Risk Adjusted Performance of (0.02) to confirm if the risk estimate we provide is consistent with the expected return of 0.0366%. SEB SA has a performance score of 1 on a scale of 0 to 100. The entity owns a Beta (Systematic Risk) of 0.24, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SEB SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding SEB SA is expected to be smaller as well. SEB SA now owns a risk of 2.11%. Please validate SEB SA standard deviation, maximum drawdown, kurtosis, as well as the relationship between the total risk alpha and potential upside , to decide if SEB SA will be following its current price history.
Auto-correlation | -0.5 |
Modest reverse predictability
SEB SA has modest reverse predictability. Overlapping area represents the amount of predictability between SEB SA 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 SEB SA price movement. The serial correlation of -0.5 indicates that about 50.0% of current SEB SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.5 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 6.11 |
SEB SA lagged returns against current returns
Autocorrelation, which is SEB SA 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 SEB SA's stock expected returns. We can calculate the autocorrelation of SEB SA returns to help us make a trade decision. For example, suppose you find that SEB SA 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 |
SEB SA 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 SEB SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SEB SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SEB SA stock over time.
Current vs Lagged Prices |
| Timeline |
SEB SA Lagged Returns
When evaluating SEB SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SEB SA stock have on its future price. SEB SA 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, SEB SA autocorrelation shows the relationship between SEB SA stock current value and its past values and can show if there is a momentum factor associated with investing in SEB SA.
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.Other Information on Investing in SEB Stock
SEB SA financial ratios help investors to determine whether SEB Stock 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 SEB with respect to the benefits of owning SEB SA security.