Sembcorp Marine (Germany) Market Value
| S8N Stock | EUR 13.10 0.10 0.76% |
| Symbol | Sembcorp |
Sembcorp Marine '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 Sembcorp Marine'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 Sembcorp Marine.
| 02/08/2025 |
| 03/10/2025 |
If you would invest 0.00 in Sembcorp Marine on February 8, 2025 and sell it all today you would earn a total of 0.00 from holding Sembcorp Marine or generate 0.0% return on investment in Sembcorp Marine over 30 days. Sembcorp Marine is related to or competes with TRAVEL +, ANTA Sports, CHINA EDUCATION, Eidesvik Offshore, Universal Display, ARISTOCRAT LEISURE, and SBM OFFSHORE. Sembcorp Marine Ltd, an investment holding company, provides offshore and marine engineering solutions worldwide More
Sembcorp Marine 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 Sembcorp Marine'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 Sembcorp Marine upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.24) | |||
| Maximum Drawdown | 10.2 | |||
| Value At Risk | (3.42) |
Sembcorp Marine Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sembcorp Marine's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sembcorp Marine's standard deviation. In reality, there are many statistical measures that can use Sembcorp Marine historical prices to predict the future Sembcorp Marine's volatility.| Risk Adjusted Performance | (0.22) | |||
| Jensen Alpha | (0.46) | |||
| Total Risk Alpha | (0.32) | |||
| Treynor Ratio | (1.57) |
Sembcorp Marine Backtested Returns
Sembcorp Marine owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.3, which indicates the firm had a -0.3 % return per unit of risk over the last 3 months. Sembcorp Marine exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sembcorp Marine's Risk Adjusted Performance of (0.22), coefficient of variation of (352.39), and Variance of 2.74 to confirm the risk estimate we provide. The entity has a beta of 0.31, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sembcorp Marine's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sembcorp Marine is expected to be smaller as well. At this point, Sembcorp Marine has a negative expected return of -0.52%. Please make sure to validate Sembcorp Marine's total risk alpha, maximum drawdown, kurtosis, as well as the relationship between the treynor ratio and skewness , to decide if Sembcorp Marine performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.87 |
Very good predictability
Sembcorp Marine has very good predictability. Overlapping area represents the amount of predictability between Sembcorp Marine time series from 8th of February 2025 to 23rd of February 2025 and 23rd of February 2025 to 10th of March 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 Sembcorp Marine price movement. The serial correlation of 0.87 indicates that approximately 87.0% of current Sembcorp Marine price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.87 | |
| Spearman Rank Test | 0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 0.33 |
Sembcorp Marine lagged returns against current returns
Autocorrelation, which is Sembcorp Marine 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 Sembcorp Marine's stock expected returns. We can calculate the autocorrelation of Sembcorp Marine returns to help us make a trade decision. For example, suppose you find that Sembcorp Marine 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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Sembcorp Marine 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 Sembcorp Marine stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sembcorp Marine stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sembcorp Marine stock over time.
Current vs Lagged Prices |
| Timeline |
Sembcorp Marine Lagged Returns
When evaluating Sembcorp Marine's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sembcorp Marine stock have on its future price. Sembcorp Marine 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, Sembcorp Marine autocorrelation shows the relationship between Sembcorp Marine stock current value and its past values and can show if there is a momentum factor associated with investing in Sembcorp Marine.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Sembcorp Stock
Sembcorp Marine financial ratios help investors to determine whether Sembcorp 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 Sembcorp with respect to the benefits of owning Sembcorp Marine security.