Sekisui House (Germany) Market Value
| SPH1 Stock | EUR 22.00 0.20 0.92% |
| Symbol | Sekisui |
Sekisui House '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 Sekisui House'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 Sekisui House.
| 11/23/2024 |
| 12/23/2024 |
If you would invest 0.00 in Sekisui House on November 23, 2024 and sell it all today you would earn a total of 0.00 from holding Sekisui House or generate 0.0% return on investment in Sekisui House over 30 days. Sekisui House is related to or competes with Diamyd Medical, Apollo Medical, XTANT MEDICAL, PennyMac Mortgage, SAFETY MEDICAL, Clearside Biomedical, and WisdomTree Investments. Sekisui House, Ltd. designs, constructs, and contracts built-to-order detached houses in Japan and internationally More
Sekisui House 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 Sekisui House'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 Sekisui House upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 7.38 | |||
| Value At Risk | (2.63) | |||
| Potential Upside | 1.89 |
Sekisui House Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sekisui House's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sekisui House's standard deviation. In reality, there are many statistical measures that can use Sekisui House historical prices to predict the future Sekisui House's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | (1.84) |
Sekisui House Backtested Returns
Sekisui House owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.14, which indicates the firm had a -0.14% return per unit of risk over the last 3 months. Sekisui House exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sekisui House's Coefficient Of Variation of (852.13), risk adjusted performance of (0.09), and Variance of 2.12 to confirm the risk estimate we provide. The entity has a beta of 0.0982, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sekisui House's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sekisui House is expected to be smaller as well. At this point, Sekisui House has a negative expected return of -0.2%. Please make sure to validate Sekisui House's treynor ratio, skewness, and the relationship between the total risk alpha and potential upside , to decide if Sekisui House performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.45 |
Modest reverse predictability
Sekisui House has modest reverse predictability. Overlapping area represents the amount of predictability between Sekisui House time series from 23rd of November 2024 to 8th of December 2024 and 8th of December 2024 to 23rd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Sekisui House price movement. The serial correlation of -0.45 indicates that just about 45.0% of current Sekisui House price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.45 | |
| Spearman Rank Test | -0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Sekisui House lagged returns against current returns
Autocorrelation, which is Sekisui House 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 Sekisui House's stock expected returns. We can calculate the autocorrelation of Sekisui House returns to help us make a trade decision. For example, suppose you find that Sekisui House 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 |
Sekisui House 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 Sekisui House stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sekisui House stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sekisui House stock over time.
Current vs Lagged Prices |
| Timeline |
Sekisui House Lagged Returns
When evaluating Sekisui House's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sekisui House stock have on its future price. Sekisui House 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, Sekisui House autocorrelation shows the relationship between Sekisui House stock current value and its past values and can show if there is a momentum factor associated with investing in Sekisui House.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Sekisui Stock
Sekisui House financial ratios help investors to determine whether Sekisui 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 Sekisui with respect to the benefits of owning Sekisui House security.