Sienna Senior's market value is the price at which a share of Sienna Senior trades on a public exchange. It measures the collective expectations of Sienna Senior Living investors about its performance. Sienna Senior is trading at 9.80 as of the 11th of January 2025. This is a 4.85 percent decrease since the beginning of the trading day. The stock's lowest day price was 9.8. With this module, you can estimate the performance of a buy and hold strategy of Sienna Senior Living and determine expected loss or profit from investing in Sienna Senior over a given investment horizon. Check out Sienna Senior Correlation, Sienna Senior Volatility and Sienna Senior Alpha and Beta module to complement your research on Sienna Senior.
Please note, there is a significant difference between Sienna Senior's value and its price as these two are different measures arrived at by different means. Investors typically determine if Sienna Senior is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sienna Senior's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Sienna Senior '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 Sienna Senior'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 Sienna Senior.
0.00
01/22/2023
No Change 0.00
0.0
In 1 year 11 months and 22 days
01/11/2025
0.00
If you would invest 0.00 in Sienna Senior on January 22, 2023 and sell it all today you would earn a total of 0.00 from holding Sienna Senior Living or generate 0.0% return on investment in Sienna Senior over 720 days. Sienna Senior is related to or competes with Amkor Technology, Hanison Construction, BJs Restaurants, ASPEN TECHINC, Tokyu Construction, Minerals Technologies, and ORMAT TECHNOLOGIES. Sienna Senior Living Inc., through its subsidiaries, provides senior housing and long-term care services in Canada More
Sienna Senior 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 Sienna Senior'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 Sienna Senior Living upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sienna Senior's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sienna Senior's standard deviation. In reality, there are many statistical measures that can use Sienna Senior historical prices to predict the future Sienna Senior's volatility.
Sienna Senior Living owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0303, which indicates the firm had a -0.0303% return per unit of risk over the last 3 months. Sienna Senior Living exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sienna Senior's Variance of 4.69, risk adjusted performance of (0.02), and Coefficient Of Variation of (2,817) to confirm the risk estimate we provide. The entity has a beta of 0.39, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sienna Senior's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sienna Senior is expected to be smaller as well. At this point, Sienna Senior Living has a negative expected return of -0.0678%. Please make sure to validate Sienna Senior's market risk adjusted performance, coefficient of variation, information ratio, as well as the relationship between the mean deviation and standard deviation , to decide if Sienna Senior Living performance from the past will be repeated at some point in the near future.
Auto-correlation
0.19
Very weak predictability
Sienna Senior Living has very weak predictability. Overlapping area represents the amount of predictability between Sienna Senior time series from 22nd of January 2023 to 17th of January 2024 and 17th of January 2024 to 11th of January 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 Sienna Senior Living price movement. The serial correlation of 0.19 indicates that over 19.0% of current Sienna Senior price fluctuation can be explain by its past prices.
Correlation Coefficient
0.19
Spearman Rank Test
0.22
Residual Average
0.0
Price Variance
1.34
Sienna Senior Living lagged returns against current returns
Autocorrelation, which is Sienna Senior 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 Sienna Senior's stock expected returns. We can calculate the autocorrelation of Sienna Senior returns to help us make a trade decision. For example, suppose you find that Sienna Senior 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
Sienna Senior 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 Sienna Senior stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sienna Senior stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sienna Senior stock over time.
Current vs Lagged Prices
Timeline
Sienna Senior Lagged Returns
When evaluating Sienna Senior's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sienna Senior stock have on its future price. Sienna Senior 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, Sienna Senior autocorrelation shows the relationship between Sienna Senior stock current value and its past values and can show if there is a momentum factor associated with investing in Sienna Senior Living.
Sienna Senior financial ratios help investors to determine whether Sienna 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 Sienna with respect to the benefits of owning Sienna Senior security.