SEI INVESTMENTS (Germany) Market Value
| SI3 Stock | EUR 77.50 1.50 1.97% |
| Symbol | SEI |
SEI INVESTMENTS '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 SEI INVESTMENTS'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 SEI INVESTMENTS.
| 12/07/2022 |
| 11/26/2024 |
If you would invest 0.00 in SEI INVESTMENTS on December 7, 2022 and sell it all today you would earn a total of 0.00 from holding SEI INVESTMENTS or generate 0.0% return on investment in SEI INVESTMENTS over 720 days. SEI INVESTMENTS is related to or competes with Apple, Apple, Apple, Microsoft, and Microsoft. More
SEI INVESTMENTS 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 SEI INVESTMENTS'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 SEI INVESTMENTS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.97 | |||
| Information Ratio | 0.187 | |||
| Maximum Drawdown | 9.68 | |||
| Value At Risk | (0.83) | |||
| Potential Upside | 2.08 |
SEI INVESTMENTS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SEI INVESTMENTS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SEI INVESTMENTS's standard deviation. In reality, there are many statistical measures that can use SEI INVESTMENTS historical prices to predict the future SEI INVESTMENTS's volatility.| Risk Adjusted Performance | 0.2269 | |||
| Jensen Alpha | 0.3089 | |||
| Total Risk Alpha | 0.158 | |||
| Sortino Ratio | 0.1195 | |||
| Treynor Ratio | 0.9041 |
SEI INVESTMENTS Backtested Returns
SEI INVESTMENTS appears to be very steady, given 3 months investment horizon. SEI INVESTMENTS owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.32, which indicates the firm had a 0.32% return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for SEI INVESTMENTS, which you can use to evaluate the volatility of the company. Please review SEI INVESTMENTS's coefficient of variation of 343.93, and Risk Adjusted Performance of 0.2269 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, SEI INVESTMENTS holds a performance score of 24. The entity has a beta of 0.39, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SEI INVESTMENTS's returns are expected to increase less than the market. However, during the bear market, the loss of holding SEI INVESTMENTS is expected to be smaller as well. Please check SEI INVESTMENTS's jensen alpha, maximum drawdown, semi variance, as well as the relationship between the sortino ratio and potential upside , to make a quick decision on whether SEI INVESTMENTS's existing price patterns will revert.
Auto-correlation | -0.53 |
Good reverse predictability
SEI INVESTMENTS has good reverse predictability. Overlapping area represents the amount of predictability between SEI INVESTMENTS time series from 7th of December 2022 to 2nd of December 2023 and 2nd of December 2023 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 SEI INVESTMENTS price movement. The serial correlation of -0.53 indicates that about 53.0% of current SEI INVESTMENTS price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.53 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 18.3 |
SEI INVESTMENTS lagged returns against current returns
Autocorrelation, which is SEI INVESTMENTS 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 SEI INVESTMENTS's stock expected returns. We can calculate the autocorrelation of SEI INVESTMENTS returns to help us make a trade decision. For example, suppose you find that SEI INVESTMENTS 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 |
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SEI INVESTMENTS 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 SEI INVESTMENTS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SEI INVESTMENTS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SEI INVESTMENTS stock over time.
Current vs Lagged Prices |
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SEI INVESTMENTS Lagged Returns
When evaluating SEI INVESTMENTS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SEI INVESTMENTS stock have on its future price. SEI INVESTMENTS 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, SEI INVESTMENTS autocorrelation shows the relationship between SEI INVESTMENTS stock current value and its past values and can show if there is a momentum factor associated with investing in SEI INVESTMENTS.
Regressed Prices |
| Timeline |
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Additional Tools for SEI Stock Analysis
When running SEI INVESTMENTS's price analysis, check to measure SEI INVESTMENTS'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 SEI INVESTMENTS is operating at the current time. Most of SEI INVESTMENTS's value examination focuses on studying past and present price action to predict the probability of SEI INVESTMENTS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SEI INVESTMENTS's price. Additionally, you may evaluate how the addition of SEI INVESTMENTS to your portfolios can decrease your overall portfolio volatility.