Seino Holdings (Germany) Market Value
| XSE Stock | EUR 15.30 0.10 0.66% |
| Symbol | Seino |
Seino 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 Seino Holdings' 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 Seino Holdings.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in Seino Holdings on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding Seino Holdings Co or generate 0.0% return on investment in Seino Holdings over 720 days. Seino Holdings is related to or competes with BLUESCOPE STEEL, CECO ENVIRONMENTAL, Tianjin Capital, Sims Metal, EHEALTH, and Brockhaus Capital. Seino Holdings Co., Ltd. provides transportation services for individuals and business owners in Japan and international... More
Seino 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 Seino Holdings' 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 Seino Holdings Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.4 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 8.32 | |||
| Value At Risk | (2.03) | |||
| Potential Upside | 2.13 |
Seino Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Seino Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Seino Holdings' standard deviation. In reality, there are many statistical measures that can use Seino Holdings historical prices to predict the future Seino Holdings' volatility.| Risk Adjusted Performance | 0.0832 | |||
| Jensen Alpha | 0.1131 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 1.46 |
Seino Holdings Backtested Returns
At this point, Seino Holdings is very steady. Seino Holdings owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.1, which indicates the firm had a 0.1% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Seino Holdings Co, which you can use to evaluate the volatility of the company. Please validate Seino Holdings' Semi Deviation of 0.7798, risk adjusted performance of 0.0832, and Coefficient Of Variation of 966.19 to confirm if the risk estimate we provide is consistent with the expected return of 0.13%. Seino Holdings has a performance score of 8 on a scale of 0 to 100. The entity has a beta of 0.0849, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Seino Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Seino Holdings is expected to be smaller as well. Seino Holdings right now has a risk of 1.29%. Please validate Seino Holdings maximum drawdown, semi variance, and the relationship between the sortino ratio and potential upside , to decide if Seino Holdings will be following its existing price patterns.
Auto-correlation | 0.50 |
Modest predictability
Seino Holdings Co has modest predictability. Overlapping area represents the amount of predictability between Seino Holdings time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 to 2nd 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 Seino Holdings price movement. The serial correlation of 0.5 indicates that about 50.0% of current Seino Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 1.01 |
Seino Holdings lagged returns against current returns
Autocorrelation, which is Seino Holdings 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 Seino Holdings' stock expected returns. We can calculate the autocorrelation of Seino Holdings returns to help us make a trade decision. For example, suppose you find that Seino Holdings 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 |
Seino 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 Seino Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Seino Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Seino Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Seino Holdings Lagged Returns
When evaluating Seino Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Seino Holdings stock have on its future price. Seino 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, Seino Holdings autocorrelation shows the relationship between Seino Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Seino Holdings Co.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Seino Stock
Seino Holdings financial ratios help investors to determine whether Seino 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 Seino with respect to the benefits of owning Seino Holdings security.