Seven I Holdings Stock Market Value
| SVNDY Stock | USD 16.61 0.12 0.73% |
| Symbol | Seven |
Seven I '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 Seven I'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 Seven I.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Seven I on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Seven i Holdings or generate 0.0% return on investment in Seven I over 30 days. Seven I is related to or competes with Koninklijke Ahold, Weis Markets, Albertsons Companies, Dingdong ADR, Sendas Distribuidora, Natural Grocers, and Sprouts Farmers. Seven i Holdings Co., Ltd. engages in retail, food, financial, and IT businesses in Japan, North America, and internatio... More
Seven I 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 Seven I'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 Seven i Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.86 | |||
| Information Ratio | 0.0557 | |||
| Maximum Drawdown | 16.47 | |||
| Value At Risk | (3.28) | |||
| Potential Upside | 4.75 |
Seven I Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Seven I's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Seven I's standard deviation. In reality, there are many statistical measures that can use Seven I historical prices to predict the future Seven I's volatility.| Risk Adjusted Performance | 0.0853 | |||
| Jensen Alpha | 0.2613 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | 0.0831 | |||
| Treynor Ratio | 2.8 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Seven I'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.
Seven i Holdings Backtested Returns
Seven I appears to be not too volatile, given 3 months investment horizon. Seven i Holdings owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0969, which indicates the firm had a 0.0969% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Seven i Holdings, which you can use to evaluate the volatility of the company. Please review Seven I's Semi Deviation of 1.7, risk adjusted performance of 0.0853, and Coefficient Of Variation of 979.41 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Seven I holds a performance score of 7. The entity has a beta of 0.0974, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Seven I's returns are expected to increase less than the market. However, during the bear market, the loss of holding Seven I is expected to be smaller as well. Please check Seven I's treynor ratio, expected short fall, as well as the relationship between the Expected Short fall and day median price , to make a quick decision on whether Seven I's existing price patterns will revert.
Auto-correlation | -0.46 |
Modest reverse predictability
Seven i Holdings has modest reverse predictability. Overlapping area represents the amount of predictability between Seven I time series from 27th of October 2024 to 11th of November 2024 and 11th of November 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 Seven i Holdings price movement. The serial correlation of -0.46 indicates that about 46.0% of current Seven I price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.86 |
Seven i Holdings lagged returns against current returns
Autocorrelation, which is Seven I 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 Seven I's pink sheet expected returns. We can calculate the autocorrelation of Seven I returns to help us make a trade decision. For example, suppose you find that Seven I 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 |
Seven I 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 Seven I pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Seven I pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Seven I pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Seven I Lagged Returns
When evaluating Seven I's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Seven I pink sheet have on its future price. Seven I 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, Seven I autocorrelation shows the relationship between Seven I pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Seven i 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 Seven Pink Sheet Analysis
When running Seven I's price analysis, check to measure Seven I'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 Seven I is operating at the current time. Most of Seven I's value examination focuses on studying past and present price action to predict the probability of Seven I's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Seven I's price. Additionally, you may evaluate how the addition of Seven I to your portfolios can decrease your overall portfolio volatility.