Sebata Holdings (South Africa) Market Value
| SEB Stock | 95.00 5.00 5.00% |
| Symbol | Sebata |
Sebata Holdings '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 Sebata Holdings' 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 Sebata Holdings.
| 09/24/2024 |
| 01/22/2025 |
If you would invest 0.00 in Sebata Holdings on September 24, 2024 and sell it all today you would earn a total of 0.00 from holding Sebata Holdings or generate 0.0% return on investment in Sebata Holdings over 120 days. Sebata Holdings is related to or competes with Kumba Iron, E Media, Standard Bank, CA Sales, Life Healthcare, Lesaka Technologies, and Nedbank. More
Sebata Holdings 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 Sebata Holdings' 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 Sebata Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 29.26 | |||
| Value At Risk | (5.00) | |||
| Potential Upside | 4.76 |
Sebata Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sebata Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sebata Holdings' standard deviation. In reality, there are many statistical measures that can use Sebata Holdings historical prices to predict the future Sebata Holdings' volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.21) | |||
| Treynor Ratio | 0.3108 |
Sebata Holdings Backtested Returns
At this point, Sebata Holdings is very steady. Sebata Holdings owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0173, which indicates the firm had a 0.0173 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Sebata Holdings, which you can use to evaluate the volatility of the company. Please validate Sebata Holdings' Risk Adjusted Performance of (0.01), variance of 14.85, and Coefficient Of Variation of (4,929) to confirm if the risk estimate we provide is consistent with the expected return of 0.0619%. Sebata Holdings has a performance score of 1 on a scale of 0 to 100. The entity has a beta of -0.28, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Sebata Holdings are expected to decrease at a much lower rate. During the bear market, Sebata Holdings is likely to outperform the market. Sebata Holdings right now has a risk of 3.58%. Please validate Sebata Holdings total risk alpha, kurtosis, and the relationship between the information ratio and potential upside , to decide if Sebata Holdings will be following its existing price patterns.
Auto-correlation | 0.12 |
Insignificant predictability
Sebata Holdings has insignificant predictability. Overlapping area represents the amount of predictability between Sebata Holdings time series from 24th of September 2024 to 23rd of November 2024 and 23rd of November 2024 to 22nd 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 Sebata Holdings price movement. The serial correlation of 0.12 indicates that less than 12.0% of current Sebata Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.12 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 19.13 |
Sebata Holdings lagged returns against current returns
Autocorrelation, which is Sebata Holdings 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 Sebata Holdings' stock expected returns. We can calculate the autocorrelation of Sebata Holdings returns to help us make a trade decision. For example, suppose you find that Sebata Holdings 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 |
Sebata Holdings 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 Sebata Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sebata Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sebata Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Sebata Holdings Lagged Returns
When evaluating Sebata Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sebata Holdings stock have on its future price. Sebata Holdings 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, Sebata Holdings autocorrelation shows the relationship between Sebata Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Sebata Holdings.
Regressed Prices |
| Timeline |
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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 Sebata Stock
Sebata Holdings financial ratios help investors to determine whether Sebata 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 Sebata with respect to the benefits of owning Sebata Holdings security.