Sequoia Logstica (Brazil) Market Value
| SEQL3 Stock | BRL 3.75 0.03 0.79% |
| Symbol | Sequoia |
Sequoia Logstica '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 Sequoia Logstica'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 Sequoia Logstica.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Sequoia Logstica on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Sequoia Logstica e or generate 0.0% return on investment in Sequoia Logstica over 30 days. Sequoia Logstica is related to or competes with Lojas Quero, Pet Center, Mliuz SA, and Ambipar Participaes. Sequoia Logstica e Transportes S.A. provides logistics, warehouse operation management, inland transportation, and urban... More
Sequoia Logstica 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 Sequoia Logstica'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 Sequoia Logstica e upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 53.99 | |||
| Value At Risk | (9.35) | |||
| Potential Upside | 8.36 |
Sequoia Logstica Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sequoia Logstica's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sequoia Logstica's standard deviation. In reality, there are many statistical measures that can use Sequoia Logstica historical prices to predict the future Sequoia Logstica's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.44) | |||
| Total Risk Alpha | (1.65) | |||
| Treynor Ratio | 0.648 |
Sequoia Logstica e Backtested Returns
Sequoia Logstica e owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0624, which indicates the firm had a -0.0624% return per unit of risk over the last 3 months. Sequoia Logstica e exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sequoia Logstica's Risk Adjusted Performance of (0.05), variance of 51.18, and Coefficient Of Variation of (1,350) to confirm the risk estimate we provide. The entity has a beta of -0.83, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Sequoia Logstica are expected to decrease at a much lower rate. During the bear market, Sequoia Logstica is likely to outperform the market. At this point, Sequoia Logstica e has a negative expected return of -0.46%. Please make sure to validate Sequoia Logstica's maximum drawdown, skewness, accumulation distribution, as well as the relationship between the potential upside and kurtosis , to decide if Sequoia Logstica e performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.29 |
Weak reverse predictability
Sequoia Logstica e has weak reverse predictability. Overlapping area represents the amount of predictability between Sequoia Logstica time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th 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 Sequoia Logstica e price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current Sequoia Logstica price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Sequoia Logstica e lagged returns against current returns
Autocorrelation, which is Sequoia Logstica 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 Sequoia Logstica's stock expected returns. We can calculate the autocorrelation of Sequoia Logstica returns to help us make a trade decision. For example, suppose you find that Sequoia Logstica 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 |
Sequoia Logstica 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 Sequoia Logstica stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sequoia Logstica stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sequoia Logstica stock over time.
Current vs Lagged Prices |
| Timeline |
Sequoia Logstica Lagged Returns
When evaluating Sequoia Logstica's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sequoia Logstica stock have on its future price. Sequoia Logstica 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, Sequoia Logstica autocorrelation shows the relationship between Sequoia Logstica stock current value and its past values and can show if there is a momentum factor associated with investing in Sequoia Logstica e.
Regressed Prices |
| Timeline |
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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.Additional Tools for Sequoia Stock Analysis
When running Sequoia Logstica's price analysis, check to measure Sequoia Logstica's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Sequoia Logstica is operating at the current time. Most of Sequoia Logstica's value examination focuses on studying past and present price action to predict the probability of Sequoia Logstica's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sequoia Logstica's price. Additionally, you may evaluate how the addition of Sequoia Logstica to your portfolios can decrease your overall portfolio volatility.