Sekisui House Ltd Stock Market Value
| SKHSY Stock | USD 23.63 0.30 1.29% |
| Symbol | Sekisui |
Sekisui House '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 Sekisui House'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 Sekisui House.
| 06/09/2023 |
| 11/30/2024 |
If you would invest 0.00 in Sekisui House on June 9, 2023 and sell it all today you would earn a total of 0.00 from holding Sekisui House Ltd or generate 0.0% return on investment in Sekisui House over 540 days. Sekisui House is related to or competes with Daiwa House, Shiseido, Secom Co, Telenor ASA, and Mitsubishi Estate. Sekisui House, Ltd. designs, constructs, and contracts built-to-order detached houses in Japan and internationally More
Sekisui House 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 Sekisui House'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 Sekisui House Ltd upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 10.18 | |||
| Value At Risk | (2.34) | |||
| Potential Upside | 2.68 |
Sekisui House Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sekisui House's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sekisui House's standard deviation. In reality, there are many statistical measures that can use Sekisui House historical prices to predict the future Sekisui House's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | (0.38) | |||
| Treynor Ratio | (0.36) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sekisui House'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.
Sekisui House Backtested Returns
Sekisui House owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.08, which indicates the firm had a -0.08% return per unit of risk over the last 3 months. Sekisui House Ltd exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sekisui House's Variance of 2.34, risk adjusted performance of (0.05), and Coefficient Of Variation of (1,364) to confirm the risk estimate we provide. The entity has a beta of 0.34, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sekisui House's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sekisui House is expected to be smaller as well. At this point, Sekisui House has a negative expected return of -0.12%. Please make sure to validate Sekisui House's total risk alpha, kurtosis, as well as the relationship between the Kurtosis and market facilitation index , to decide if Sekisui House performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.54 |
Modest predictability
Sekisui House Ltd has modest predictability. Overlapping area represents the amount of predictability between Sekisui House time series from 9th of June 2023 to 5th of March 2024 and 5th of March 2024 to 30th 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 Sekisui House price movement. The serial correlation of 0.54 indicates that about 54.0% of current Sekisui House price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 2.99 |
Sekisui House lagged returns against current returns
Autocorrelation, which is Sekisui House 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 Sekisui House's pink sheet expected returns. We can calculate the autocorrelation of Sekisui House returns to help us make a trade decision. For example, suppose you find that Sekisui House 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 |
Sekisui House 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 Sekisui House pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sekisui House pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sekisui House pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Sekisui House Lagged Returns
When evaluating Sekisui House's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sekisui House pink sheet have on its future price. Sekisui House 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, Sekisui House autocorrelation shows the relationship between Sekisui House pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Sekisui House Ltd.
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 Sekisui Pink Sheet Analysis
When running Sekisui House's price analysis, check to measure Sekisui House'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 Sekisui House is operating at the current time. Most of Sekisui House's value examination focuses on studying past and present price action to predict the probability of Sekisui House's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sekisui House's price. Additionally, you may evaluate how the addition of Sekisui House to your portfolios can decrease your overall portfolio volatility.