Seaport Entertainment Group Stock Market Value
| SEG Stock | 32.61 0.44 1.33% |
| Symbol | Seaport |
Is Automobile Components space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Seaport Entertainment. If investors know Seaport will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Seaport Entertainment listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (156.33) | Revenue Per Share 13.263 | Quarterly Revenue Growth 0.028 |
The market value of Seaport Entertainment is measured differently than its book value, which is the value of Seaport that is recorded on the company's balance sheet. Investors also form their own opinion of Seaport Entertainment's value that differs from its market value or its book value, called intrinsic value, which is Seaport Entertainment's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Seaport Entertainment's market value can be influenced by many factors that don't directly affect Seaport Entertainment's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Seaport Entertainment's value and its price as these two are different measures arrived at by different means. Investors typically determine if Seaport Entertainment is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Seaport Entertainment's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Seaport Entertainment '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 Seaport Entertainment'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 Seaport Entertainment.
| 08/28/2024 |
| 11/26/2024 |
If you would invest 0.00 in Seaport Entertainment on August 28, 2024 and sell it all today you would earn a total of 0.00 from holding Seaport Entertainment Group or generate 0.0% return on investment in Seaport Entertainment over 90 days. Seaport Entertainment is related to or competes with Allison Transmission, Aptiv PLC, LKQ, Lear, Magna International, Dana, and Autoliv. More
Seaport Entertainment 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 Seaport Entertainment'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 Seaport Entertainment Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.77 | |||
| Information Ratio | 0.0162 | |||
| Maximum Drawdown | 19.97 | |||
| Value At Risk | (5.27) | |||
| Potential Upside | 8.0 |
Seaport Entertainment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Seaport Entertainment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Seaport Entertainment's standard deviation. In reality, there are many statistical measures that can use Seaport Entertainment historical prices to predict the future Seaport Entertainment's volatility.| Risk Adjusted Performance | 0.0423 | |||
| Jensen Alpha | 0.0125 | |||
| Total Risk Alpha | (0.51) | |||
| Sortino Ratio | 0.0195 | |||
| Treynor Ratio | 0.1269 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Seaport Entertainment'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.
Seaport Entertainment Backtested Returns
At this point, Seaport Entertainment is not too volatile. Seaport Entertainment owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0193, which indicates the firm had a 0.0193% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Seaport Entertainment Group, which you can use to evaluate the volatility of the company. Please validate Seaport Entertainment's Semi Deviation of 3.69, coefficient of variation of 2246.31, and Risk Adjusted Performance of 0.0423 to confirm if the risk estimate we provide is consistent with the expected return of 0.0875%. Seaport Entertainment has a performance score of 1 on a scale of 0 to 100. The entity has a beta of 1.51, 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, Seaport Entertainment will likely underperform. Seaport Entertainment right now has a risk of 4.52%. Please validate Seaport Entertainment information ratio, downside variance, day median price, as well as the relationship between the treynor ratio and kurtosis , to decide if Seaport Entertainment will be following its existing price patterns.
Auto-correlation | -0.46 |
Modest reverse predictability
Seaport Entertainment Group has modest reverse predictability. Overlapping area represents the amount of predictability between Seaport Entertainment time series from 28th of August 2024 to 12th of October 2024 and 12th of October 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 Seaport Entertainment price movement. The serial correlation of -0.46 indicates that about 46.0% of current Seaport Entertainment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | -0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 2.8 |
Seaport Entertainment lagged returns against current returns
Autocorrelation, which is Seaport Entertainment 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 Seaport Entertainment's stock expected returns. We can calculate the autocorrelation of Seaport Entertainment returns to help us make a trade decision. For example, suppose you find that Seaport Entertainment 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 |
Seaport Entertainment 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 Seaport Entertainment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Seaport Entertainment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Seaport Entertainment stock over time.
Current vs Lagged Prices |
| Timeline |
Seaport Entertainment Lagged Returns
When evaluating Seaport Entertainment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Seaport Entertainment stock have on its future price. Seaport Entertainment 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, Seaport Entertainment autocorrelation shows the relationship between Seaport Entertainment stock current value and its past values and can show if there is a momentum factor associated with investing in Seaport Entertainment Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Seaport Entertainment is a strong investment it is important to analyze Seaport Entertainment's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Seaport Entertainment's future performance. For an informed investment choice regarding Seaport Stock, refer to the following important reports:Check out Seaport Entertainment Correlation, Seaport Entertainment Volatility and Seaport Entertainment Alpha and Beta module to complement your research on Seaport Entertainment. You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Seaport Entertainment technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.