Sekur Private Data Stock Market Value
| SWISF Stock | USD 0.02 0 10.22% |
| Symbol | Sekur |
Sekur Private '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 Sekur Private's otc 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 Sekur Private.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in Sekur Private on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding Sekur Private Data or generate 0.0% return on investment in Sekur Private over 30 days. Sekur Private is related to or competes with Rego Payment, Intouch Insight, and Oroco Resource. Sekur Private Data Ltd. operates as a cybersecurity and internet privacy provider of Swiss hosted solutions for secure c... More
Sekur Private 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 Sekur Private's otc 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 Sekur Private Data upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 10.26 | |||
| Information Ratio | 0.0209 | |||
| Maximum Drawdown | 45.14 | |||
| Value At Risk | (16.25) | |||
| Potential Upside | 19.09 |
Sekur Private Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sekur Private's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sekur Private's standard deviation. In reality, there are many statistical measures that can use Sekur Private historical prices to predict the future Sekur Private's volatility.| Risk Adjusted Performance | 0.0352 | |||
| Jensen Alpha | 0.5306 | |||
| Total Risk Alpha | (1.42) | |||
| Sortino Ratio | 0.0216 | |||
| Treynor Ratio | (0.25) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sekur Private'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.
Sekur Private Data Backtested Returns
Sekur Private appears to be out of control, given 3 months investment horizon. Sekur Private Data owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0402, which indicates the firm had a 0.0402% return per unit of risk over the last 3 months. We have found thirty technical indicators for Sekur Private Data, which you can use to evaluate the volatility of the company. Please review Sekur Private's Coefficient Of Variation of 2946.87, semi deviation of 8.86, and Risk Adjusted Performance of 0.0352 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sekur Private holds a performance score of 3. The entity has a beta of -1.42, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Sekur Private are expected to decrease by larger amounts. On the other hand, during market turmoil, Sekur Private is expected to outperform it. Please check Sekur Private's maximum drawdown and the relationship between the expected short fall and period momentum indicator , to make a quick decision on whether Sekur Private's existing price patterns will revert.
Auto-correlation | 0.63 |
Good predictability
Sekur Private Data has good predictability. Overlapping area represents the amount of predictability between Sekur Private 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 Sekur Private Data price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current Sekur Private price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | 0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Sekur Private Data lagged returns against current returns
Autocorrelation, which is Sekur Private otc 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 Sekur Private's otc stock expected returns. We can calculate the autocorrelation of Sekur Private returns to help us make a trade decision. For example, suppose you find that Sekur Private has exhibited high autocorrelation historically, and you observe that the otc 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 |
Sekur Private 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 Sekur Private otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sekur Private otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sekur Private otc stock over time.
Current vs Lagged Prices |
| Timeline |
Sekur Private Lagged Returns
When evaluating Sekur Private's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sekur Private otc stock have on its future price. Sekur Private 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, Sekur Private autocorrelation shows the relationship between Sekur Private otc stock current value and its past values and can show if there is a momentum factor associated with investing in Sekur Private Data.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Sekur OTC Stock
Sekur Private financial ratios help investors to determine whether Sekur OTC Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Sekur with respect to the benefits of owning Sekur Private security.