Semapa (Portugal) Technical Analysis
| SEM Stock | EUR 21.95 0.45 2.09% |
As of the 22nd of January, Semapa has the Semi Deviation of 1.15, risk adjusted performance of 0.0935, and Coefficient Of Variation of 858.81. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Semapa, as well as the relationship between them. Please validate Semapa value at risk, expected short fall, and the relationship between the treynor ratio and downside variance to decide if Semapa is priced more or less accurately, providing market reflects its prevalent price of 21.95 per share.
Semapa Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Semapa, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SemapaSemapa |
Semapa '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 Semapa'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 Semapa.
| 10/24/2025 |
| 01/22/2026 |
If you would invest 0.00 in Semapa on October 24, 2025 and sell it all today you would earn a total of 0.00 from holding Semapa or generate 0.0% return on investment in Semapa over 90 days. Semapa is related to or competes with Altri SGPS, Navigator, Sonae SGPS, Mota Engil, and Galp Energia. More
Semapa 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 Semapa'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 Semapa upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.4 | |||
| Information Ratio | 0.0821 | |||
| Maximum Drawdown | 24.29 | |||
| Value At Risk | (1.94) | |||
| Potential Upside | 2.09 |
Semapa Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Semapa's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Semapa's standard deviation. In reality, there are many statistical measures that can use Semapa historical prices to predict the future Semapa's volatility.| Risk Adjusted Performance | 0.0935 | |||
| Jensen Alpha | 0.2577 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.1772 | |||
| Treynor Ratio | 0.3801 |
Semapa January 22, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0935 | |||
| Market Risk Adjusted Performance | 0.3901 | |||
| Mean Deviation | 1.44 | |||
| Semi Deviation | 1.15 | |||
| Downside Deviation | 1.4 | |||
| Coefficient Of Variation | 858.81 | |||
| Standard Deviation | 3.03 | |||
| Variance | 9.16 | |||
| Information Ratio | 0.0821 | |||
| Jensen Alpha | 0.2577 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.1772 | |||
| Treynor Ratio | 0.3801 | |||
| Maximum Drawdown | 24.29 | |||
| Value At Risk | (1.94) | |||
| Potential Upside | 2.09 | |||
| Downside Variance | 1.97 | |||
| Semi Variance | 1.32 | |||
| Expected Short fall | (1.82) | |||
| Skewness | 5.28 | |||
| Kurtosis | 35.46 |
Semapa Backtested Returns
Semapa appears to be not too volatile, given 3 months investment horizon. Semapa owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the firm had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Semapa, which you can use to evaluate the volatility of the company. Please review Semapa's Semi Deviation of 1.15, risk adjusted performance of 0.0935, and Coefficient Of Variation of 858.81 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Semapa holds a performance score of 9. The entity has a beta of 0.9, which indicates possible diversification benefits within a given portfolio. Semapa returns are very sensitive to returns on the market. As the market goes up or down, Semapa is expected to follow. Please check Semapa's value at risk, expected short fall, and the relationship between the treynor ratio and downside variance , to make a quick decision on whether Semapa's existing price patterns will revert.
Auto-correlation | -0.72 |
Almost perfect reverse predictability
Semapa has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Semapa time series from 24th of October 2025 to 8th of December 2025 and 8th of December 2025 to 22nd of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Semapa price movement. The serial correlation of -0.72 indicates that around 72.0% of current Semapa price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.72 | |
| Spearman Rank Test | -0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 4.29 |
Semapa technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
Semapa Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Semapa volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Semapa Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Semapa on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Semapa based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Semapa price pattern first instead of the macroeconomic environment surrounding Semapa. By analyzing Semapa's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Semapa's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Semapa specific price patterns or momentum indicators. Please read more on our technical analysis page.
Semapa January 22, 2026 Technical Indicators
Most technical analysis of Semapa help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Semapa from various momentum indicators to cycle indicators. When you analyze Semapa charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0935 | |||
| Market Risk Adjusted Performance | 0.3901 | |||
| Mean Deviation | 1.44 | |||
| Semi Deviation | 1.15 | |||
| Downside Deviation | 1.4 | |||
| Coefficient Of Variation | 858.81 | |||
| Standard Deviation | 3.03 | |||
| Variance | 9.16 | |||
| Information Ratio | 0.0821 | |||
| Jensen Alpha | 0.2577 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.1772 | |||
| Treynor Ratio | 0.3801 | |||
| Maximum Drawdown | 24.29 | |||
| Value At Risk | (1.94) | |||
| Potential Upside | 2.09 | |||
| Downside Variance | 1.97 | |||
| Semi Variance | 1.32 | |||
| Expected Short fall | (1.82) | |||
| Skewness | 5.28 | |||
| Kurtosis | 35.46 |
Semapa January 22, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Semapa stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 579.13 | ||
| Daily Balance Of Power | 1.00 | ||
| Rate Of Daily Change | 1.02 | ||
| Day Median Price | 21.78 | ||
| Day Typical Price | 21.83 | ||
| Price Action Indicator | 0.40 |
Additional Tools for Semapa Stock Analysis
When running Semapa's price analysis, check to measure Semapa'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 Semapa is operating at the current time. Most of Semapa's value examination focuses on studying past and present price action to predict the probability of Semapa's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Semapa's price. Additionally, you may evaluate how the addition of Semapa to your portfolios can decrease your overall portfolio volatility.