SEB SA (UK) Market Value
| 0MGS Stock | 89.53 2.60 2.99% |
| 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.
| 08/02/2023 |
| 11/24/2024 |
If you would invest 0.00 in SEB SA on August 2, 2023 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 480 days. SEB SA is related to or competes with Edita Food, Skandinaviska Enskilda, Ally Financial, Discover Financial, Associated British, OneSavings Bank, and Premier Foods. SEB SA is entity of United Kingdom. It is traded as Stock on LSE exchange. 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 | (0.08) | |||
| Maximum Drawdown | 10.47 | |||
| Value At Risk | (3.13) | |||
| Potential Upside | 3.88 |
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) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.35) | |||
| Treynor Ratio | 0.7028 |
SEB SA Backtested Returns
SEB SA retains Efficiency (Sharpe Ratio) of -0.0294, which indicates the firm had a -0.0294% return per unit of risk over the last 3 months. SEB SA exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SEB SA's standard deviation of 1.98, and Risk Adjusted Performance of (0) to confirm the risk estimate we provide. The entity owns a Beta (Systematic Risk) of -0.0509, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SEB SA are expected to decrease at a much lower rate. During the bear market, SEB SA is likely to outperform the market. At this point, SEB SA has a negative expected return of -0.059%. Please make sure to validate SEB SA's market risk adjusted performance, coefficient of variation, jensen alpha, as well as the relationship between the mean deviation and standard deviation , to decide if SEB SA performance from the past will be repeated in the future.
Auto-correlation | -0.72 |
Almost perfect reverse predictability
SEB SA has almost perfect reverse predictability. Overlapping area represents the amount of predictability between SEB SA time series from 2nd of August 2023 to 29th of March 2024 and 29th of March 2024 to 24th of November 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 SEB SA price movement. The serial correlation of -0.72 indicates that around 72.0% of current SEB SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.72 | |
| Spearman Rank Test | -0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 66.4 |
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.Additional Tools for SEB Stock Analysis
When running SEB SA's price analysis, check to measure SEB SA'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 SEB SA is operating at the current time. Most of SEB SA's value examination focuses on studying past and present price action to predict the probability of SEB SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SEB SA's price. Additionally, you may evaluate how the addition of SEB SA to your portfolios can decrease your overall portfolio volatility.