SENECA FOODS-A (Germany) Market Value
| XSFA Stock | EUR 76.00 2.00 2.56% |
| Symbol | SENECA |
SENECA FOODS-A '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 SENECA FOODS-A'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 SENECA FOODS-A.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in SENECA FOODS-A on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding SENECA FOODS A or generate 0.0% return on investment in SENECA FOODS-A over 90 days. SENECA FOODS-A is related to or competes with Tradegate, LG Display, ARISTOCRAT LEISURE, PLAYTECH, Globe Trade, USWE SPORTS, and CANON MARKETING. More
SENECA FOODS-A 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 SENECA FOODS-A'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 SENECA FOODS A upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.95 | |||
| Information Ratio | 0.1594 | |||
| Maximum Drawdown | 12.99 | |||
| Value At Risk | (2.56) | |||
| Potential Upside | 3.5 |
SENECA FOODS-A Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SENECA FOODS-A's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SENECA FOODS-A's standard deviation. In reality, there are many statistical measures that can use SENECA FOODS-A historical prices to predict the future SENECA FOODS-A's volatility.| Risk Adjusted Performance | 0.1017 | |||
| Jensen Alpha | 0.1917 | |||
| Total Risk Alpha | 0.4647 | |||
| Sortino Ratio | 0.165 | |||
| Treynor Ratio | (1.13) |
SENECA FOODS A Backtested Returns
At this point, SENECA FOODS-A is very steady. SENECA FOODS A owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0329, which indicates the firm had a 0.0329 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for SENECA FOODS A, which you can use to evaluate the volatility of the company. Please validate SENECA FOODS-A's coefficient of variation of 907.15, and Risk Adjusted Performance of 0.1017 to confirm if the risk estimate we provide is consistent with the expected return of 0.0601%. SENECA FOODS-A has a performance score of 2 on a scale of 0 to 100. The entity has a beta of -0.19, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SENECA FOODS-A are expected to decrease at a much lower rate. During the bear market, SENECA FOODS-A is likely to outperform the market. SENECA FOODS A currently has a risk of 1.83%. Please validate SENECA FOODS-A treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to decide if SENECA FOODS-A will be following its existing price patterns.
Auto-correlation | -0.75 |
Almost perfect reverse predictability
SENECA FOODS A has almost perfect reverse predictability. Overlapping area represents the amount of predictability between SENECA FOODS-A 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 SENECA FOODS A price movement. The serial correlation of -0.75 indicates that around 75.0% of current SENECA FOODS-A price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.75 | |
| Spearman Rank Test | -0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 14.7 |
SENECA FOODS A lagged returns against current returns
Autocorrelation, which is SENECA FOODS-A 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 SENECA FOODS-A's stock expected returns. We can calculate the autocorrelation of SENECA FOODS-A returns to help us make a trade decision. For example, suppose you find that SENECA FOODS-A 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 |
SENECA FOODS-A 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 SENECA FOODS-A stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SENECA FOODS-A stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SENECA FOODS-A stock over time.
Current vs Lagged Prices |
| Timeline |
SENECA FOODS-A Lagged Returns
When evaluating SENECA FOODS-A's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SENECA FOODS-A stock have on its future price. SENECA FOODS-A 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, SENECA FOODS-A autocorrelation shows the relationship between SENECA FOODS-A stock current value and its past values and can show if there is a momentum factor associated with investing in SENECA FOODS A.
Regressed Prices |
| Timeline |
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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 SENECA Stock
SENECA FOODS-A financial ratios help investors to determine whether SENECA 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 SENECA with respect to the benefits of owning SENECA FOODS-A security.