Sega Sammy Holdings Stock Market Value
| SGAMY Stock | USD 4.39 0.03 0.68% |
| Symbol | Sega |
Sega Sammy '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 Sega Sammy'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 Sega Sammy.
| 07/05/2023 |
| 11/26/2024 |
If you would invest 0.00 in Sega Sammy on July 5, 2023 and sell it all today you would earn a total of 0.00 from holding Sega Sammy Holdings or generate 0.0% return on investment in Sega Sammy over 510 days. Sega Sammy is related to or competes with Nexon Co, Square Enix, Nintendo, Square Enix, Capcom Co, Capcom Co, and CD Projekt. Sega Sammy Holdings Inc., through its subsidiaries, engages in the game machine, entertainment content, and resort busin... More
Sega Sammy 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 Sega Sammy'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 Sega Sammy Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.38 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 15.95 | |||
| Value At Risk | (3.49) | |||
| Potential Upside | 4.18 |
Sega Sammy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sega Sammy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sega Sammy's standard deviation. In reality, there are many statistical measures that can use Sega Sammy historical prices to predict the future Sega Sammy's volatility.| Risk Adjusted Performance | 0.0332 | |||
| Jensen Alpha | 0.0522 | |||
| Total Risk Alpha | (0.33) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.3414 |
Sega Sammy Holdings Backtested Returns
At this stage we consider Sega Pink Sheet to be moderately volatile. Sega Sammy Holdings owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0293, which indicates the firm had a 0.0293% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Sega Sammy Holdings, which you can use to evaluate the volatility of the company. Please validate Sega Sammy's Semi Deviation of 2.26, risk adjusted performance of 0.0332, and Coefficient Of Variation of 2925.87 to confirm if the risk estimate we provide is consistent with the expected return of 0.0762%. Sega Sammy has a performance score of 2 on a scale of 0 to 100. The entity has a beta of 0.23, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sega Sammy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sega Sammy is expected to be smaller as well. Sega Sammy Holdings right now has a risk of 2.6%. Please validate Sega Sammy treynor ratio, as well as the relationship between the expected short fall and day median price , to decide if Sega Sammy will be following its existing price patterns.
Auto-correlation | -0.81 |
Excellent reverse predictability
Sega Sammy Holdings has excellent reverse predictability. Overlapping area represents the amount of predictability between Sega Sammy time series from 5th of July 2023 to 16th of March 2024 and 16th of March 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 Sega Sammy Holdings price movement. The serial correlation of -0.81 indicates that around 81.0% of current Sega Sammy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.81 | |
| Spearman Rank Test | -0.86 | |
| Residual Average | 0.0 | |
| Price Variance | 0.4 |
Sega Sammy Holdings lagged returns against current returns
Autocorrelation, which is Sega Sammy 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 Sega Sammy's pink sheet expected returns. We can calculate the autocorrelation of Sega Sammy returns to help us make a trade decision. For example, suppose you find that Sega Sammy 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 |
Sega Sammy 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 Sega Sammy pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sega Sammy pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sega Sammy pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Sega Sammy Lagged Returns
When evaluating Sega Sammy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sega Sammy pink sheet have on its future price. Sega Sammy 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, Sega Sammy autocorrelation shows the relationship between Sega Sammy pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Sega Sammy Holdings.
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 Sega Pink Sheet Analysis
When running Sega Sammy's price analysis, check to measure Sega Sammy'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 Sega Sammy is operating at the current time. Most of Sega Sammy's value examination focuses on studying past and present price action to predict the probability of Sega Sammy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sega Sammy's price. Additionally, you may evaluate how the addition of Sega Sammy to your portfolios can decrease your overall portfolio volatility.