Seven I (Germany) Market Value
| S6M Stock | EUR 16.18 0.01 0.06% |
| Symbol | Seven |
Seven I '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 Seven I'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 Seven I.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in Seven I on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding Seven i Holdings or generate 0.0% return on investment in Seven I over 30 days. Seven I is related to or competes with TESCO PLC, Superior Plus, NMI Holdings, Origin Agritech, SIVERS SEMICONDUCTORS, NorAm Drilling, and Identiv. Seven i Holdings Co., Ltd. engages in retail, food, financial, and IT businesses More
Seven I 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 Seven I'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 Seven i Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.56 | |||
| Information Ratio | 0.097 | |||
| Maximum Drawdown | 12.75 | |||
| Value At Risk | (2.40) | |||
| Potential Upside | 4.71 |
Seven I Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Seven I's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Seven I's standard deviation. In reality, there are many statistical measures that can use Seven I historical prices to predict the future Seven I's volatility.| Risk Adjusted Performance | 0.1264 | |||
| Jensen Alpha | 0.4217 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.1437 | |||
| Treynor Ratio | (0.63) |
Seven i Holdings Backtested Returns
Seven I appears to be not too volatile, given 3 months investment horizon. Seven i Holdings owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.15, which indicates the firm had a 0.15% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Seven i Holdings, which you can use to evaluate the volatility of the company. Please review Seven I's Coefficient Of Variation of 638.36, risk adjusted performance of 0.1264, and Semi Deviation of 1.29 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Seven I holds a performance score of 11. The entity has a beta of -0.55, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Seven I are expected to decrease at a much lower rate. During the bear market, Seven I is likely to outperform the market. Please check Seven I's maximum drawdown, potential upside, semi variance, as well as the relationship between the value at risk and downside variance , to make a quick decision on whether Seven I's existing price patterns will revert.
Auto-correlation | 0.73 |
Good predictability
Seven i Holdings has good predictability. Overlapping area represents the amount of predictability between Seven I time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th 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 Seven i Holdings price movement. The serial correlation of 0.73 indicates that around 73.0% of current Seven I price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 0.23 |
Seven i Holdings lagged returns against current returns
Autocorrelation, which is Seven I 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 Seven I's stock expected returns. We can calculate the autocorrelation of Seven I returns to help us make a trade decision. For example, suppose you find that Seven I 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 |
Seven I 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 Seven I stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Seven I stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Seven I stock over time.
Current vs Lagged Prices |
| Timeline |
Seven I Lagged Returns
When evaluating Seven I's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Seven I stock have on its future price. Seven I 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, Seven I autocorrelation shows the relationship between Seven I stock current value and its past values and can show if there is a momentum factor associated with investing in Seven i Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Seven Stock
Seven I financial ratios help investors to determine whether Seven 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 Seven with respect to the benefits of owning Seven I security.