Seven West (Australia) Market Value
| SWM Stock | 0.14 0.01 6.67% |
| Symbol | Seven |
Seven West '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 Seven West'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 Seven West.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Seven West on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Seven West Media or generate 0.0% return on investment in Seven West over 90 days. Seven West is related to or competes with Ironbark Capital, Aussie Broadband, Computershare, and TPG Telecom. Seven West is entity of Australia. It is traded as Stock on AU exchange. More
Seven West 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 Seven West'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 Seven West Media upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.83 | |||
| Information Ratio | 0.0229 | |||
| Maximum Drawdown | 26.05 | |||
| Value At Risk | (6.67) | |||
| Potential Upside | 7.14 |
Seven West Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Seven West's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Seven West's standard deviation. In reality, there are many statistical measures that can use Seven West historical prices to predict the future Seven West's volatility.| Risk Adjusted Performance | 0.0106 | |||
| Jensen Alpha | 0.0619 | |||
| Total Risk Alpha | 0.6195 | |||
| Sortino Ratio | 0.0165 | |||
| Treynor Ratio | 0.0064 |
Seven West Media Backtested Returns
Currently, Seven West Media is out of control. Seven West Media owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0236, which indicates the firm had a 0.0236 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Seven West Media, which you can use to evaluate the volatility of the company. Please validate Seven West's Risk Adjusted Performance of 0.0106, coefficient of variation of 36651.33, and Semi Deviation of 3.7 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. Seven West has a performance score of 1 on a scale of 0 to 100. The entity has a beta of 0.54, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Seven West's returns are expected to increase less than the market. However, during the bear market, the loss of holding Seven West is expected to be smaller as well. Seven West Media right now has a risk of 4.85%. Please validate Seven West potential upside, semi variance, and the relationship between the value at risk and downside variance , to decide if Seven West will be following its existing price patterns.
Auto-correlation | -0.04 |
Very weak reverse predictability
Seven West Media has very weak reverse predictability. Overlapping area represents the amount of predictability between Seven West time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Seven West Media price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current Seven West price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Seven West Media lagged returns against current returns
Autocorrelation, which is Seven West 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 Seven West's stock expected returns. We can calculate the autocorrelation of Seven West returns to help us make a trade decision. For example, suppose you find that Seven West 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 |
Seven West 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 Seven West stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Seven West stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Seven West stock over time.
Current vs Lagged Prices |
| Timeline |
Seven West Lagged Returns
When evaluating Seven West's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Seven West stock have on its future price. Seven West 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, Seven West autocorrelation shows the relationship between Seven West stock current value and its past values and can show if there is a momentum factor associated with investing in Seven West Media.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Seven Stock Analysis
When running Seven West's price analysis, check to measure Seven West'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 Seven West is operating at the current time. Most of Seven West's value examination focuses on studying past and present price action to predict the probability of Seven West's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Seven West's price. Additionally, you may evaluate how the addition of Seven West to your portfolios can decrease your overall portfolio volatility.