Sempra (Germany) Market Value
| SE4 Stock | EUR 90.04 1.56 1.70% |
| Symbol | Sempra |
Sempra '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 Sempra'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 Sempra.
| 01/31/2024 |
| 11/26/2024 |
If you would invest 0.00 in Sempra on January 31, 2024 and sell it all today you would earn a total of 0.00 from holding Sempra or generate 0.0% return on investment in Sempra over 300 days. Sempra is related to or competes with Superior Plus, NMI Holdings, Origin Agritech, SIVERS SEMICONDUCTORS, Talanx AG, and NorAm Drilling. Sempra Energy, together with its subsidiaries, invests in, develops, and operates energy infrastructure, as well as prov... More
Sempra 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 Sempra'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 Sempra upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.23 | |||
| Information Ratio | 0.162 | |||
| Maximum Drawdown | 9.53 | |||
| Value At Risk | (1.92) | |||
| Potential Upside | 2.62 |
Sempra Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sempra's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sempra's standard deviation. In reality, there are many statistical measures that can use Sempra historical prices to predict the future Sempra's volatility.| Risk Adjusted Performance | 0.1935 | |||
| Jensen Alpha | 0.3713 | |||
| Total Risk Alpha | 0.1289 | |||
| Sortino Ratio | 0.2004 | |||
| Treynor Ratio | (6.55) |
Sempra Backtested Returns
Sempra appears to be very steady, given 3 months investment horizon. Sempra owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.23, which indicates the firm had a 0.23% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Sempra, which you can use to evaluate the volatility of the company. Please review Sempra's Coefficient Of Variation of 405.41, semi deviation of 0.8385, and Risk Adjusted Performance of 0.1935 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sempra holds a performance score of 17. The entity has a beta of -0.0557, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Sempra are expected to decrease at a much lower rate. During the bear market, Sempra is likely to outperform the market. Please check Sempra's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Sempra's existing price patterns will revert.
Auto-correlation | 0.64 |
Good predictability
Sempra has good predictability. Overlapping area represents the amount of predictability between Sempra time series from 31st of January 2024 to 29th of June 2024 and 29th of June 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 Sempra price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current Sempra price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 27.23 |
Sempra lagged returns against current returns
Autocorrelation, which is Sempra 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 Sempra's stock expected returns. We can calculate the autocorrelation of Sempra returns to help us make a trade decision. For example, suppose you find that Sempra 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 |
Sempra 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 Sempra stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sempra stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sempra stock over time.
Current vs Lagged Prices |
| Timeline |
Sempra Lagged Returns
When evaluating Sempra's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sempra stock have on its future price. Sempra 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, Sempra autocorrelation shows the relationship between Sempra stock current value and its past values and can show if there is a momentum factor associated with investing in Sempra.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Sempra Stock
Sempra financial ratios help investors to determine whether Sempra 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 Sempra with respect to the benefits of owning Sempra security.