SEMARIS (Mauritius) Market Value
| SEMA Stock | 0.75 0.05 6.25% |
| Symbol | SEMARIS |
SEMARIS '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 SEMARIS'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 SEMARIS.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in SEMARIS on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding SEMARIS LTD or generate 0.0% return on investment in SEMARIS over 30 days.
SEMARIS 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 SEMARIS'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 SEMARIS LTD upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.59 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 17.31 | |||
| Value At Risk | (5.41) | |||
| Potential Upside | 4.23 |
SEMARIS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SEMARIS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SEMARIS's standard deviation. In reality, there are many statistical measures that can use SEMARIS historical prices to predict the future SEMARIS's volatility.| Risk Adjusted Performance | 0.0193 | |||
| Jensen Alpha | 0.1065 | |||
| Total Risk Alpha | (0.43) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.06) |
SEMARIS LTD Backtested Returns
At this point, SEMARIS is extremely dangerous. SEMARIS LTD owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0225, which indicates the firm had a 0.0225% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for SEMARIS LTD, which you can use to evaluate the volatility of the company. Please validate SEMARIS's risk adjusted performance of 0.0193, and Coefficient Of Variation of 6499.44 to confirm if the risk estimate we provide is consistent with the expected return of 0.0701%. SEMARIS has a performance score of 1 on a scale of 0 to 100. The entity has a beta of -0.6, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning SEMARIS are expected to decrease at a much lower rate. During the bear market, SEMARIS is likely to outperform the market. SEMARIS LTD currently has a risk of 3.12%. Please validate SEMARIS sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if SEMARIS will be following its existing price patterns.
Auto-correlation | -0.43 |
Modest reverse predictability
SEMARIS LTD has modest reverse predictability. Overlapping area represents the amount of predictability between SEMARIS time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th 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 SEMARIS LTD price movement. The serial correlation of -0.43 indicates that just about 43.0% of current SEMARIS price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.43 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
SEMARIS LTD lagged returns against current returns
Autocorrelation, which is SEMARIS 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 SEMARIS's stock expected returns. We can calculate the autocorrelation of SEMARIS returns to help us make a trade decision. For example, suppose you find that SEMARIS 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 |
SEMARIS 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 SEMARIS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SEMARIS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SEMARIS stock over time.
Current vs Lagged Prices |
| Timeline |
SEMARIS Lagged Returns
When evaluating SEMARIS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SEMARIS stock have on its future price. SEMARIS 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, SEMARIS autocorrelation shows the relationship between SEMARIS stock current value and its past values and can show if there is a momentum factor associated with investing in SEMARIS LTD.
Regressed Prices |
| Timeline |
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