Secuoya Grupo (Spain) Market Value
| SEC Stock | EUR 16.30 0.00 0.00% |
| Symbol | Secuoya |
Secuoya Grupo '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 Secuoya Grupo'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 Secuoya Grupo.
| 01/09/2023 |
| 11/29/2024 |
If you would invest 0.00 in Secuoya Grupo on January 9, 2023 and sell it all today you would earn a total of 0.00 from holding Secuoya Grupo de or generate 0.0% return on investment in Secuoya Grupo over 690 days. Secuoya Grupo is related to or competes with Squirrel Media, Atresmedia Corporacin, Ebro Foods, Borges Agricultural, and Atrys Health. Secuoya Grupo de Comunicacin, S.L. creates and produces contents in the areas of entertainment, factual, and fiction in ... More
Secuoya Grupo 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 Secuoya Grupo'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 Secuoya Grupo de upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1232 | |||
| Maximum Drawdown | 170.27 | |||
| Potential Upside | 1.28 |
Secuoya Grupo Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Secuoya Grupo's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Secuoya Grupo's standard deviation. In reality, there are many statistical measures that can use Secuoya Grupo historical prices to predict the future Secuoya Grupo's volatility.| Risk Adjusted Performance | 0.1087 | |||
| Jensen Alpha | 2.75 | |||
| Total Risk Alpha | (0.46) | |||
| Treynor Ratio | (5.77) |
Secuoya Grupo de Backtested Returns
Secuoya Grupo is very risky given 3 months investment horizon. Secuoya Grupo de owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the firm had a 0.13% return per unit of risk over the last 3 months. We were able to break down seventeen different technical indicators, which can help you to evaluate if expected returns of 2.79% are justified by taking the suggested risk. Use Secuoya Grupo de Risk Adjusted Performance of 0.1087, variance of 438.87, and Coefficient Of Variation of 773.85 to evaluate company specific risk that cannot be diversified away. Secuoya Grupo holds a performance score of 10 on a scale of zero to a hundred. The entity has a beta of -0.47, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Secuoya Grupo are expected to decrease at a much lower rate. During the bear market, Secuoya Grupo is likely to outperform the market. Use Secuoya Grupo de variance, potential upside, day median price, as well as the relationship between the jensen alpha and kurtosis , to analyze future returns on Secuoya Grupo de.
Auto-correlation | 0.00 |
No correlation between past and present
Secuoya Grupo de has no correlation between past and present. Overlapping area represents the amount of predictability between Secuoya Grupo time series from 9th of January 2023 to 20th of December 2023 and 20th of December 2023 to 29th 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 Secuoya Grupo de price movement. The serial correlation of 0.0 indicates that just 0.0% of current Secuoya Grupo price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 16.72 |
Secuoya Grupo de lagged returns against current returns
Autocorrelation, which is Secuoya Grupo 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 Secuoya Grupo's stock expected returns. We can calculate the autocorrelation of Secuoya Grupo returns to help us make a trade decision. For example, suppose you find that Secuoya Grupo 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 |
Secuoya Grupo 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 Secuoya Grupo stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Secuoya Grupo stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Secuoya Grupo stock over time.
Current vs Lagged Prices |
| Timeline |
Secuoya Grupo Lagged Returns
When evaluating Secuoya Grupo's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Secuoya Grupo stock have on its future price. Secuoya Grupo 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, Secuoya Grupo autocorrelation shows the relationship between Secuoya Grupo stock current value and its past values and can show if there is a momentum factor associated with investing in Secuoya Grupo de.
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 Secuoya Stock
Secuoya Grupo financial ratios help investors to determine whether Secuoya 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 Secuoya with respect to the benefits of owning Secuoya Grupo security.