Seraphim Space (UK) Market Value
| SSIT Stock | 59.80 0.10 0.17% |
| Symbol | Seraphim |
Seraphim Space '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 Seraphim Space'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 Seraphim Space.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in Seraphim Space on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding Seraphim Space Investment or generate 0.0% return on investment in Seraphim Space over 30 days. Seraphim Space is related to or competes with PureTech Health, Albion Technology, Celebrus Technologies, Ashtead Technology, Gear4music Plc, Norwegian Air, and Check Point. Seraphim Space is entity of United Kingdom More
Seraphim Space 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 Seraphim Space'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 Seraphim Space Investment upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.81 | |||
| Information Ratio | 0.0183 | |||
| Maximum Drawdown | 7.64 | |||
| Value At Risk | (3.14) | |||
| Potential Upside | 3.66 |
Seraphim Space Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Seraphim Space's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Seraphim Space's standard deviation. In reality, there are many statistical measures that can use Seraphim Space historical prices to predict the future Seraphim Space's volatility.| Risk Adjusted Performance | 0.0749 | |||
| Jensen Alpha | 0.1383 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | 0.0194 | |||
| Treynor Ratio | 0.8488 |
Seraphim Space Investment Backtested Returns
Currently, Seraphim Space Investment is very steady. Seraphim Space Investment owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0625, which indicates the firm had a 0.0625% return per unit of risk over the last 3 months. We have found thirty technical indicators for Seraphim Space Investment, which you can use to evaluate the volatility of the company. Please validate Seraphim Space's Risk Adjusted Performance of 0.0749, semi deviation of 1.62, and Coefficient Of Variation of 1109.87 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. Seraphim Space has a performance score of 4 on a scale of 0 to 100. The entity has a beta of 0.19, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Seraphim Space's returns are expected to increase less than the market. However, during the bear market, the loss of holding Seraphim Space is expected to be smaller as well. Seraphim Space Investment right now has a risk of 1.87%. Please validate Seraphim Space sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Seraphim Space will be following its existing price patterns.
Auto-correlation | 0.83 |
Very good predictability
Seraphim Space Investment has very good predictability. Overlapping area represents the amount of predictability between Seraphim Space time series from 1st of November 2024 to 16th of November 2024 and 16th of November 2024 to 1st of December 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 Seraphim Space Investment price movement. The serial correlation of 0.83 indicates that around 83.0% of current Seraphim Space price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.83 | |
| Spearman Rank Test | 0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 5.26 |
Seraphim Space Investment lagged returns against current returns
Autocorrelation, which is Seraphim Space 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 Seraphim Space's stock expected returns. We can calculate the autocorrelation of Seraphim Space returns to help us make a trade decision. For example, suppose you find that Seraphim Space 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 |
Seraphim Space 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 Seraphim Space stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Seraphim Space stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Seraphim Space stock over time.
Current vs Lagged Prices |
| Timeline |
Seraphim Space Lagged Returns
When evaluating Seraphim Space's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Seraphim Space stock have on its future price. Seraphim Space 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, Seraphim Space autocorrelation shows the relationship between Seraphim Space stock current value and its past values and can show if there is a momentum factor associated with investing in Seraphim Space Investment.
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 Seraphim Stock Analysis
When running Seraphim Space's price analysis, check to measure Seraphim Space'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 Seraphim Space is operating at the current time. Most of Seraphim Space's value examination focuses on studying past and present price action to predict the probability of Seraphim Space's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Seraphim Space's price. Additionally, you may evaluate how the addition of Seraphim Space to your portfolios can decrease your overall portfolio volatility.