Sed International Holdings Stock Market Value
| SEDN Stock | USD 0.0001 0.00 0.00% |
| Symbol | SED |
SED 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 SED International's pink sheet 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 SED International.
| 07/01/2025 |
| 12/28/2025 |
If you would invest 0.00 in SED International on July 1, 2025 and sell it all today you would earn a total of 0.00 from holding SED International Holdings or generate 0.0% return on investment in SED International over 180 days. SED International Holdings, Inc., together with its subsidiaries, distributes information technology products and soluti... More
SED 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 SED International's pink sheet 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 SED International Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1094 | |||
| Maximum Drawdown | 1000.0 |
SED International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SED International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SED International's standard deviation. In reality, there are many statistical measures that can use SED International historical prices to predict the future SED International's volatility.| Risk Adjusted Performance | 0.0872 | |||
| Jensen Alpha | 11.43 | |||
| Total Risk Alpha | 0.3405 | |||
| Treynor Ratio | 0.4661 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of SED International's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
SED International Backtested Returns
SED International is out of control given 3 months investment horizon. SED International owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the firm had a 0.11 % return per unit of volatility 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 13.64% are justified by taking the suggested risk. Use SED International risk adjusted performance of 0.0872, and Variance of 15349.65 to evaluate company specific risk that cannot be diversified away. SED International holds a performance score of 8 on a scale of zero to a hundred. The entity has a beta of 29.23, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, SED International will likely underperform. Use SED International coefficient of variation, maximum drawdown, as well as the relationship between the Maximum Drawdown and day typical price , to analyze future returns on SED International.
Auto-correlation | 0.00 |
No correlation between past and present
SED International Holdings has no correlation between past and present. Overlapping area represents the amount of predictability between SED International time series from 1st of July 2025 to 29th of September 2025 and 29th of September 2025 to 28th 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 SED International price movement. The serial correlation of 0.0 indicates that just 0.0% of current SED International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
SED International lagged returns against current returns
Autocorrelation, which is SED International pink sheet'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 SED International's pink sheet expected returns. We can calculate the autocorrelation of SED International returns to help us make a trade decision. For example, suppose you find that SED International has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
SED 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 SED International pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SED International pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SED International pink sheet over time.
Current vs Lagged Prices |
| Timeline |
SED International Lagged Returns
When evaluating SED International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SED International pink sheet have on its future price. SED 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, SED International autocorrelation shows the relationship between SED International pink sheet current value and its past values and can show if there is a momentum factor associated with investing in SED International Holdings.
Regressed Prices |
| Timeline |
Other Information on Investing in SED Pink Sheet
SED International financial ratios help investors to determine whether SED Pink Sheet 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 SED with respect to the benefits of owning SED International security.