Seachange International Stock Market Value
| SEAC Stock | USD 3.80 0.29 8.26% |
| Symbol | SeaChange |
SeaChange International '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 SeaChange International's otc 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 SeaChange International.
| 10/28/2025 |
| 12/27/2025 |
If you would invest 0.00 in SeaChange International on October 28, 2025 and sell it all today you would earn a total of 0.00 from holding SeaChange International or generate 0.0% return on investment in SeaChange International over 60 days. SeaChange International is related to or competes with Grow Capital, BC Technology, Elcom International, KwikClick, and Everything Blockchain. SeaChange International, Inc. provides multiscreen, advertising, and premium over the top video products and services th... More
SeaChange International 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 SeaChange International's otc 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 SeaChange International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 16.77 | |||
| Information Ratio | 0.0377 | |||
| Maximum Drawdown | 120.35 | |||
| Value At Risk | (8.21) | |||
| Potential Upside | 7.97 |
SeaChange International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SeaChange International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SeaChange International's standard deviation. In reality, there are many statistical measures that can use SeaChange International historical prices to predict the future SeaChange International's volatility.| Risk Adjusted Performance | 0.0407 | |||
| Jensen Alpha | 0.4499 | |||
| Total Risk Alpha | (0.66) | |||
| Sortino Ratio | 0.0266 | |||
| Treynor Ratio | 0.5512 |
SeaChange International Backtested Returns
SeaChange International appears to be dangerous, given 3 months investment horizon. SeaChange International owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0443, which indicates the firm had a 0.0443 % return per unit of risk over the last 3 months. By inspecting SeaChange International's technical indicators, you can evaluate if the expected return of 0.54% is justified by implied risk. Please review SeaChange International's Coefficient Of Variation of 2245.83, semi deviation of 7.91, and Risk Adjusted Performance of 0.0407 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, SeaChange International holds a performance score of 3. The entity has a beta of 0.94, which indicates possible diversification benefits within a given portfolio. SeaChange International returns are very sensitive to returns on the market. As the market goes up or down, SeaChange International is expected to follow. Please check SeaChange International's total risk alpha, value at risk, and the relationship between the standard deviation and treynor ratio , to make a quick decision on whether SeaChange International's existing price patterns will revert.
Auto-correlation | 0.63 |
Good predictability
SeaChange International has good predictability. Overlapping area represents the amount of predictability between SeaChange International time series from 28th of October 2025 to 27th of November 2025 and 27th of November 2025 to 27th of December 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 SeaChange International price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current SeaChange International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 1.3 |
SeaChange International lagged returns against current returns
Autocorrelation, which is SeaChange International otc 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 SeaChange International's otc stock expected returns. We can calculate the autocorrelation of SeaChange International returns to help us make a trade decision. For example, suppose you find that SeaChange International has exhibited high autocorrelation historically, and you observe that the otc 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 |
SeaChange International 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 SeaChange International otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SeaChange International otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SeaChange International otc stock over time.
Current vs Lagged Prices |
| Timeline |
SeaChange International Lagged Returns
When evaluating SeaChange International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SeaChange International otc stock have on its future price. SeaChange International 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, SeaChange International autocorrelation shows the relationship between SeaChange International otc stock current value and its past values and can show if there is a momentum factor associated with investing in SeaChange International.
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.Other Information on Investing in SeaChange OTC Stock
SeaChange International financial ratios help investors to determine whether SeaChange OTC 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 SeaChange with respect to the benefits of owning SeaChange International security.