SECOM CO's market value is the price at which a share of SECOM CO trades on a public exchange. It measures the collective expectations of SECOM LTD investors about its performance. SECOM CO is trading at 31.80 as of the 14th of January 2025. This is a 1.92 percent increase since the beginning of the trading day. The stock's lowest day price was 31.8. With this module, you can estimate the performance of a buy and hold strategy of SECOM LTD and determine expected loss or profit from investing in SECOM CO over a given investment horizon. Check out SECOM CO Correlation, SECOM CO Volatility and SECOM CO Alpha and Beta module to complement your research on SECOM CO.
Please note, there is a significant difference between SECOM CO's value and its price as these two are different measures arrived at by different means. Investors typically determine if SECOM CO is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SECOM CO's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
SECOM CO '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 SECOM CO'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 SECOM CO.
0.00
12/15/2024
No Change 0.00
0.0
In 31 days
01/14/2025
0.00
If you would invest 0.00 in SECOM CO on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding SECOM LTD or generate 0.0% return on investment in SECOM CO over 30 days. SECOM CO is related to or competes with Shenandoah Telecommunicatio, Coor Service, GEELY AUTOMOBILE, TELECOM ITALRISP, Sims Metal, and Jupiter Fund. SECOM CO., LTD. provides security services in Japan and internationally More
SECOM CO 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 SECOM CO'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 SECOM LTD upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for SECOM CO's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SECOM CO's standard deviation. In reality, there are many statistical measures that can use SECOM CO historical prices to predict the future SECOM CO's volatility.
SECOM LTD retains Efficiency (Sharpe Ratio) of -0.0392, which indicates the firm had a -0.0392% return per unit of volatility over the last 3 months. SECOM CO exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SECOM CO's risk adjusted performance of (0), and Standard Deviation of 1.39 to confirm the risk estimate we provide. The entity owns a Beta (Systematic Risk) of 0.11, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SECOM CO's returns are expected to increase less than the market. However, during the bear market, the loss of holding SECOM CO is expected to be smaller as well. At this point, SECOM LTD has a negative expected return of -0.0528%. Please make sure to validate SECOM CO's variance, treynor ratio, daily balance of power, as well as the relationship between the jensen alpha and skewness , to decide if SECOM LTD performance from the past will be repeated in the future.
Auto-correlation
0.19
Very weak predictability
SECOM LTD has very weak predictability. Overlapping area represents the amount of predictability between SECOM CO time series from 15th of December 2024 to 30th of December 2024 and 30th of December 2024 to 14th of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of SECOM LTD price movement. The serial correlation of 0.19 indicates that over 19.0% of current SECOM CO price fluctuation can be explain by its past prices.
Correlation Coefficient
0.19
Spearman Rank Test
0.55
Residual Average
0.0
Price Variance
0.29
SECOM LTD lagged returns against current returns
Autocorrelation, which is SECOM CO 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 SECOM CO's stock expected returns. We can calculate the autocorrelation of SECOM CO returns to help us make a trade decision. For example, suppose you find that SECOM CO 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
SECOM CO 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 SECOM CO stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SECOM CO stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SECOM CO stock over time.
Current vs Lagged Prices
Timeline
SECOM CO Lagged Returns
When evaluating SECOM CO's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SECOM CO stock have on its future price. SECOM CO 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, SECOM CO autocorrelation shows the relationship between SECOM CO stock current value and its past values and can show if there is a momentum factor associated with investing in SECOM LTD.
SECOM CO financial ratios help investors to determine whether SECOM 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 SECOM with respect to the benefits of owning SECOM CO security.