SEALED AIR's market value is the price at which a share of SEALED AIR trades on a public exchange. It measures the collective expectations of SEALED AIR investors about its performance. SEALED AIR is selling for under 34.20 as of the 26th of November 2024; that is 1.79 percent increase since the beginning of the trading day. The stock's last reported lowest price was 34.2. With this module, you can estimate the performance of a buy and hold strategy of SEALED AIR and determine expected loss or profit from investing in SEALED AIR over a given investment horizon. Check out SEALED AIR Correlation, SEALED AIR Volatility and SEALED AIR Alpha and Beta module to complement your research on SEALED AIR.
Please note, there is a significant difference between SEALED AIR's value and its price as these two are different measures arrived at by different means. Investors typically determine if SEALED AIR is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SEALED AIR's 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.
SEALED AIR '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 SEALED AIR'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 SEALED AIR.
0.00
07/05/2023
No Change 0.00
0.0
In 1 year 4 months and 26 days
11/26/2024
0.00
If you would invest 0.00 in SEALED AIR on July 5, 2023 and sell it all today you would earn a total of 0.00 from holding SEALED AIR or generate 0.0% return on investment in SEALED AIR over 510 days. SEALED AIR is related to or competes with Apple, Apple, Microsoft, and Microsoft. More
SEALED AIR 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 SEALED AIR'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 SEALED AIR 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 SEALED AIR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SEALED AIR's standard deviation. In reality, there are many statistical measures that can use SEALED AIR historical prices to predict the future SEALED AIR's volatility.
Currently, SEALED AIR is very steady. SEALED AIR retains Efficiency (Sharpe Ratio) of 0.11, which indicates the firm had a 0.11% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for SEALED AIR, which you can use to evaluate the volatility of the company. Please validate SEALED AIR's downside deviation of 1.89, and Risk Adjusted Performance of 0.0901 to confirm if the risk estimate we provide is consistent with the expected return of 0.19%. SEALED AIR has a performance score of 8 on a scale of 0 to 100. The entity owns a Beta (Systematic Risk) of 0.28, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SEALED AIR's returns are expected to increase less than the market. However, during the bear market, the loss of holding SEALED AIR is expected to be smaller as well. SEALED AIR now owns a risk of 1.67%. Please validate SEALED AIR coefficient of variation, jensen alpha, and the relationship between the downside deviation and information ratio , to decide if SEALED AIR will be following its current price history.
Auto-correlation
-0.27
Weak reverse predictability
SEALED AIR has weak reverse predictability. Overlapping area represents the amount of predictability between SEALED AIR time series from 5th of July 2023 to 16th of March 2024 and 16th of March 2024 to 26th 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 SEALED AIR price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current SEALED AIR price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.27
Spearman Rank Test
0.22
Residual Average
0.0
Price Variance
3.24
SEALED AIR lagged returns against current returns
Autocorrelation, which is SEALED AIR 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 SEALED AIR's stock expected returns. We can calculate the autocorrelation of SEALED AIR returns to help us make a trade decision. For example, suppose you find that SEALED AIR 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
SEALED AIR 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 SEALED AIR stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SEALED AIR stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SEALED AIR stock over time.
Current vs Lagged Prices
Timeline
SEALED AIR Lagged Returns
When evaluating SEALED AIR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SEALED AIR stock have on its future price. SEALED AIR 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, SEALED AIR autocorrelation shows the relationship between SEALED AIR stock current value and its past values and can show if there is a momentum factor associated with investing in SEALED AIR .
Regressed Prices
Timeline
Thematic Opportunities
Explore Investment Opportunities
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When running SEALED AIR's price analysis, check to measure SEALED AIR's 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 SEALED AIR is operating at the current time. Most of SEALED AIR's value examination focuses on studying past and present price action to predict the probability of SEALED AIR's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SEALED AIR's price. Additionally, you may evaluate how the addition of SEALED AIR to your portfolios can decrease your overall portfolio volatility.