Seaport Entertainment Group Stock Market Value
| SEG Stock | 26.51 0.09 0.34% |
| Symbol | Seaport |
Seaport Entertainment Price To Book Ratio
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.
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.
| 12/20/2024 |
| 01/19/2025 |
If you would invest 0.00 in Seaport Entertainment on December 20, 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 30 days. Seaport Entertainment is related to or competes with Bt Brands, GMO Internet, Pinterest, Shake Shack, Weibo Corp, Radcom, and Target Hospitality. Seaport Entertainment is entity of United States 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.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 22.76 | |||
| Value At Risk | (5.27) | |||
| Potential Upside | 6.75 |
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 | (0.02) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.24) | |||
| Treynor Ratio | (0.50) |
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
Seaport Entertainment owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0686, which indicates the firm had a -0.0686% return per unit of risk over the last 3 months. Seaport Entertainment Group exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Seaport Entertainment's Risk Adjusted Performance of (0.02), variance of 15.22, and Coefficient Of Variation of (2,745) to confirm the risk estimate we provide. The entity has a beta of 0.31, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Seaport Entertainment's returns are expected to increase less than the market. However, during the bear market, the loss of holding Seaport Entertainment is expected to be smaller as well. At this point, Seaport Entertainment has a negative expected return of -0.24%. Please make sure to validate Seaport Entertainment's potential upside, and the relationship between the total risk alpha and daily balance of power , to decide if Seaport Entertainment performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.51 |
Good reverse predictability
Seaport Entertainment Group has good reverse predictability. Overlapping area represents the amount of predictability between Seaport Entertainment time series from 20th of December 2024 to 4th of January 2025 and 4th of January 2025 to 19th 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 Seaport Entertainment price movement. The serial correlation of -0.51 indicates that about 51.0% of current Seaport Entertainment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.51 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.29 |
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 |
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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.