SEVEN+I HLDGS (Germany) Market Value
| S6MA Stock | EUR 11.50 0.00 0.00% |
| Symbol | SEVEN+I |
SEVEN+I HLDGS '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 HLDGS'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 HLDGS.
| 12/05/2025 |
| 01/04/2026 |
If you would invest 0.00 in SEVEN+I HLDGS on December 5, 2025 and sell it all today you would earn a total of 0.00 from holding SEVENI HLDGS UNSPADR12 or generate 0.0% return on investment in SEVEN+I HLDGS over 30 days. SEVEN+I HLDGS is related to or competes with Sportsmans Warehouse, Bausch Health, Garofalo Health, SHIP HEALTHCARE, COMM HEALTH, PLAY2CHILL, and Ramsay Health. Seven i Holdings Co., Ltd. engages in retail, food, financial, and IT businesses More
SEVEN+I HLDGS 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 HLDGS'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 SEVENI HLDGS UNSPADR12 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.63 | |||
| Information Ratio | 0.026 | |||
| Maximum Drawdown | 7.7 | |||
| Value At Risk | (2.63) | |||
| Potential Upside | 2.88 |
SEVEN+I HLDGS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SEVEN+I HLDGS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SEVEN+I HLDGS's standard deviation. In reality, there are many statistical measures that can use SEVEN+I HLDGS historical prices to predict the future SEVEN+I HLDGS's volatility.| Risk Adjusted Performance | 0.0528 | |||
| Jensen Alpha | 0.076 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0259 | |||
| Treynor Ratio | 0.2485 |
SEVENI HLDGS UNSPADR12 Backtested Returns
At this point, SEVEN+I HLDGS is not too volatile. SEVENI HLDGS UNSPADR12 owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0715, which indicates the firm had a 0.0715 % return per unit of standard deviation over the last 3 months. We have found twenty-four technical indicators for SEVENI HLDGS UNSPADR12, which you can use to evaluate the volatility of the company. Please validate SEVEN+I HLDGS's risk adjusted performance of 0.0528, and Coefficient Of Variation of 1502.5 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. SEVEN+I HLDGS has a performance score of 5 on a scale of 0 to 100. The entity has a beta of 0.39, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SEVEN+I HLDGS's returns are expected to increase less than the market. However, during the bear market, the loss of holding SEVEN+I HLDGS is expected to be smaller as well. SEVENI HLDGS UNSPADR12 currently has a risk of 1.62%. Please validate SEVEN+I HLDGS maximum drawdown, potential upside, semi variance, as well as the relationship between the value at risk and downside variance , to decide if SEVEN+I HLDGS will be following its existing price patterns.
Auto-correlation | -0.28 |
Weak reverse predictability
SEVENI HLDGS UNSPADR12 has weak reverse predictability. Overlapping area represents the amount of predictability between SEVEN+I HLDGS time series from 5th of December 2025 to 20th of December 2025 and 20th of December 2025 to 4th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of SEVENI HLDGS UNSPADR12 price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current SEVEN+I HLDGS price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.28 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
SEVENI HLDGS UNSPADR12 lagged returns against current returns
Autocorrelation, which is SEVEN+I HLDGS 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 HLDGS's stock expected returns. We can calculate the autocorrelation of SEVEN+I HLDGS returns to help us make a trade decision. For example, suppose you find that SEVEN+I HLDGS 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 |
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SEVEN+I HLDGS 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 HLDGS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SEVEN+I HLDGS 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 HLDGS stock over time.
Current vs Lagged Prices |
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SEVEN+I HLDGS Lagged Returns
When evaluating SEVEN+I HLDGS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SEVEN+I HLDGS stock have on its future price. SEVEN+I HLDGS 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 HLDGS autocorrelation shows the relationship between SEVEN+I HLDGS stock current value and its past values and can show if there is a momentum factor associated with investing in SEVENI HLDGS UNSPADR12.
Regressed Prices |
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Currently Active Assets on Macroaxis
Other Information on Investing in SEVEN+I Stock
SEVEN+I HLDGS financial ratios help investors to determine whether SEVEN+I 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+I with respect to the benefits of owning SEVEN+I HLDGS security.