Seaboard (Germany) Market Value
| S0V Stock | EUR 2,520 40.00 1.61% |
| Symbol | Seaboard |
Seaboard '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 Seaboard'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 Seaboard.
| 08/29/2024 |
| 11/27/2024 |
If you would invest 0.00 in Seaboard on August 29, 2024 and sell it all today you would earn a total of 0.00 from holding Seaboard or generate 0.0% return on investment in Seaboard over 90 days. Seaboard is related to or competes with Honeywell International, Mitsubishi, Superior Plus, NMI Holdings, Origin Agritech, SIVERS SEMICONDUCTORS, and Talanx AG. Seaboard Corporation operates as a diverse agribusiness and transportation company worldwide More
Seaboard 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 Seaboard'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 Seaboard upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 7.69 | |||
| Value At Risk | (2.16) | |||
| Potential Upside | 2.42 |
Seaboard Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Seaboard's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Seaboard's standard deviation. In reality, there are many statistical measures that can use Seaboard historical prices to predict the future Seaboard's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.32) | |||
| Treynor Ratio | (1.87) |
Seaboard Backtested Returns
Seaboard owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.11, which indicates the firm had a -0.11% return per unit of risk over the last 3 months. Seaboard exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Seaboard's Coefficient Of Variation of (1,463), variance of 1.88, and Risk Adjusted Performance of (0.05) to confirm the risk estimate we provide. The entity has a beta of 0.0556, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Seaboard's returns are expected to increase less than the market. However, during the bear market, the loss of holding Seaboard is expected to be smaller as well. At this point, Seaboard has a negative expected return of -0.14%. Please make sure to validate Seaboard's treynor ratio, kurtosis, and the relationship between the jensen alpha and potential upside , to decide if Seaboard performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.36 |
Poor reverse predictability
Seaboard has poor reverse predictability. Overlapping area represents the amount of predictability between Seaboard time series from 29th of August 2024 to 13th of October 2024 and 13th of October 2024 to 27th 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 Seaboard price movement. The serial correlation of -0.36 indicates that just about 36.0% of current Seaboard price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.36 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 16.2 K |
Seaboard lagged returns against current returns
Autocorrelation, which is Seaboard 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 Seaboard's stock expected returns. We can calculate the autocorrelation of Seaboard returns to help us make a trade decision. For example, suppose you find that Seaboard 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 |
Seaboard 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 Seaboard stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Seaboard stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Seaboard stock over time.
Current vs Lagged Prices |
| Timeline |
Seaboard Lagged Returns
When evaluating Seaboard's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Seaboard stock have on its future price. Seaboard 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, Seaboard autocorrelation shows the relationship between Seaboard stock current value and its past values and can show if there is a momentum factor associated with investing in Seaboard.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Seaboard Stock
When determining whether Seaboard offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Seaboard's 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 Seaboard Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Seaboard Stock:Check out Seaboard Correlation, Seaboard Volatility and Seaboard Alpha and Beta module to complement your research on Seaboard. For more detail on how to invest in Seaboard Stock please use our How to Invest in Seaboard guide.You can also try the Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
Seaboard 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.