Seres Therapeutics (Germany) Market Value
| 1S9 Stock | EUR 0.83 0.05 5.68% |
| Symbol | Seres |
Seres Therapeutics '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 Seres Therapeutics' 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 Seres Therapeutics.
| 09/12/2024 |
| 12/11/2024 |
If you would invest 0.00 in Seres Therapeutics on September 12, 2024 and sell it all today you would earn a total of 0.00 from holding Seres Therapeutics or generate 0.0% return on investment in Seres Therapeutics over 90 days. Seres Therapeutics is related to or competes with GUARDANT HEALTH, FEMALE HEALTH, ALEFARM BREWING, Penta Ocean, SHIP HEALTHCARE, DAIRY FARM, and Ramsay Health. Seres Therapeutics, Inc., a microbiome therapeutics platform company, engages in developing bacterial consortia that are... More
Seres Therapeutics 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 Seres Therapeutics' 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 Seres Therapeutics upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.2 | |||
| Information Ratio | 0.0243 | |||
| Maximum Drawdown | 42.86 | |||
| Value At Risk | (12.50) | |||
| Potential Upside | 10.61 |
Seres Therapeutics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Seres Therapeutics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Seres Therapeutics' standard deviation. In reality, there are many statistical measures that can use Seres Therapeutics historical prices to predict the future Seres Therapeutics' volatility.| Risk Adjusted Performance | 0.0379 | |||
| Jensen Alpha | 0.345 | |||
| Total Risk Alpha | (0.96) | |||
| Sortino Ratio | 0.0271 | |||
| Treynor Ratio | (1.00) |
Seres Therapeutics Backtested Returns
Seres Therapeutics appears to be out of control, given 3 months investment horizon. Seres Therapeutics owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0325, which indicates the firm had a 0.0325% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Seres Therapeutics, which you can use to evaluate the volatility of the company. Please review Seres Therapeutics' Semi Deviation of 6.35, risk adjusted performance of 0.0379, and Coefficient Of Variation of 2509.89 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Seres Therapeutics holds a performance score of 2. The entity has a beta of -0.31, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Seres Therapeutics are expected to decrease at a much lower rate. During the bear market, Seres Therapeutics is likely to outperform the market. Please check Seres Therapeutics' jensen alpha, sortino ratio, and the relationship between the standard deviation and total risk alpha , to make a quick decision on whether Seres Therapeutics' existing price patterns will revert.
Auto-correlation | -0.33 |
Poor reverse predictability
Seres Therapeutics has poor reverse predictability. Overlapping area represents the amount of predictability between Seres Therapeutics time series from 12th of September 2024 to 27th of October 2024 and 27th of October 2024 to 11th 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 Seres Therapeutics price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Seres Therapeutics price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Seres Therapeutics lagged returns against current returns
Autocorrelation, which is Seres Therapeutics 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 Seres Therapeutics' stock expected returns. We can calculate the autocorrelation of Seres Therapeutics returns to help us make a trade decision. For example, suppose you find that Seres Therapeutics 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 |
Seres Therapeutics 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 Seres Therapeutics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Seres Therapeutics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Seres Therapeutics stock over time.
Current vs Lagged Prices |
| Timeline |
Seres Therapeutics Lagged Returns
When evaluating Seres Therapeutics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Seres Therapeutics stock have on its future price. Seres Therapeutics 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, Seres Therapeutics autocorrelation shows the relationship between Seres Therapeutics stock current value and its past values and can show if there is a momentum factor associated with investing in Seres Therapeutics.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Seres Stock
When determining whether Seres Therapeutics offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Seres Therapeutics' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Seres Therapeutics Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Seres Therapeutics Stock:Check out Seres Therapeutics Correlation, Seres Therapeutics Volatility and Seres Therapeutics Alpha and Beta module to complement your research on Seres Therapeutics. For more detail on how to invest in Seres Stock please use our How to Invest in Seres Therapeutics guide.You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
Seres Therapeutics technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.