Seven Arts' market value is the price at which a share of Seven Arts trades on a public exchange. It measures the collective expectations of Seven Arts Entertainment investors about its performance. Seven Arts is trading at 2.0E-4 as of the 18th of January 2025; that is 33.33 percent decrease since the beginning of the trading day. The stock's open price was 3.0E-4. With this module, you can estimate the performance of a buy and hold strategy of Seven Arts Entertainment and determine expected loss or profit from investing in Seven Arts over a given investment horizon. Check out Seven Arts Correlation, Seven Arts Volatility and Seven Arts Alpha and Beta module to complement your research on Seven Arts.
Please note, there is a significant difference between Seven Arts' value and its price as these two are different measures arrived at by different means. Investors typically determine if Seven Arts is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Seven Arts' 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.
Seven Arts '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 Arts' pink sheet 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 Arts.
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12/19/2024
No Change 0.00
0.0
In 31 days
01/18/2025
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If you would invest 0.00 in Seven Arts on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Seven Arts Entertainment or generate 0.0% return on investment in Seven Arts over 30 days. Seven Arts Entertainment, Inc. operates as an independent motion picture production and distribution company More
Seven Arts 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 Arts' pink sheet 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 Arts Entertainment 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 Seven Arts' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Seven Arts' standard deviation. In reality, there are many statistical measures that can use Seven Arts historical prices to predict the future Seven Arts' volatility.
Seven Arts is out of control given 3 months investment horizon. Seven Arts Entertainment owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0742, which indicates the firm had a 0.0742% return per unit of risk over the last 3 months. We were able to interpolate data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.64% are justified by taking the suggested risk. Use Seven Arts Entertainment Risk Adjusted Performance of 0.056, coefficient of variation of 1801.61, and Semi Deviation of 14.88 to evaluate company specific risk that cannot be diversified away. Seven Arts holds a performance score of 5 on a scale of zero to a hundred. The entity has a beta of 0.44, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Seven Arts' returns are expected to increase less than the market. However, during the bear market, the loss of holding Seven Arts is expected to be smaller as well. Use Seven Arts Entertainment treynor ratio, expected short fall, as well as the relationship between the Expected Short fall and day median price , to analyze future returns on Seven Arts Entertainment.
Auto-correlation
-0.4
Poor reverse predictability
Seven Arts Entertainment has poor reverse predictability. Overlapping area represents the amount of predictability between Seven Arts time series from 19th of December 2024 to 3rd of January 2025 and 3rd of January 2025 to 18th 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 Seven Arts Entertainment price movement. The serial correlation of -0.4 indicates that just about 40.0% of current Seven Arts price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.4
Spearman Rank Test
0.12
Residual Average
0.0
Price Variance
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Seven Arts Entertainment lagged returns against current returns
Autocorrelation, which is Seven Arts pink sheet'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 Arts' pink sheet expected returns. We can calculate the autocorrelation of Seven Arts returns to help us make a trade decision. For example, suppose you find that Seven Arts has exhibited high autocorrelation historically, and you observe that the pink sheet 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 Arts 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 Arts pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Seven Arts pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Seven Arts pink sheet over time.
Current vs Lagged Prices
Timeline
Seven Arts Lagged Returns
When evaluating Seven Arts' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Seven Arts pink sheet have on its future price. Seven Arts 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 Arts autocorrelation shows the relationship between Seven Arts pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Seven Arts Entertainment.
Regressed Prices
Timeline
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
When running Seven Arts' price analysis, check to measure Seven Arts' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Seven Arts is operating at the current time. Most of Seven Arts' value examination focuses on studying past and present price action to predict the probability of Seven Arts' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Seven Arts' price. Additionally, you may evaluate how the addition of Seven Arts to your portfolios can decrease your overall portfolio volatility.