Seeing Machines Limited Pink Sheet Volatility
| SEEMF Pink Sheet | USD 0.05 -0.01 -19.35% |
Sharpe Ratio = 0.0466
Expected Return ↓
Minimal
Low
Moderate
Elevated
High
Leading
Strong
Moderate
Modest
Flat
Below
Ideal
SEEMF
Worst
← Lower RiskHigher Risk →
For Seeing Machines Limited, recent data highlights a Market Risk Adjusted Performance of -1.7%, a Risk of 14.03, and a Risk Adjusted Performance of 0.05%. The stock is tracking at approximately 3% of its historical trend range per monthly averages.
Key indicators related to Seeing Machines' volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Key risk metrics for Seeing Machines (3 Months):
Beta -0.32 | Alpha 0.53 | Risk 14.03 | Sharpe Ratio 0.05 | Expected Return 0.65 |
Sensitivity To Market
Seeing Machines Limited beta of -0.32 quantifies how much of its total volatility (14.03%) is attributable to market-wide factors versus idiosyncratic drivers. Seeing Machines Limited return dispersion over the lookback window shows standard deviation near 13.85% and semi-deviation near 9.39%, providing a baseline for comparison across peer instruments. Volatility is commonly higher for smaller or less liquid equities due to wider spreads and thinner order books. For Seeing Machines, measured downside deviation describes the intensity of negative return periods.
3 Months Beta |Seeing Machines Demand TrendCurrent 90-day Seeing Machines correlation with market (Dow Jones Industrial)Downside Risk
Seeing Machines daily return dispersion, captured by standard deviation, sets the baseline volatility reading for this instrument. High standard deviation indicates a volatile instrument; low standard deviation indicates a more stable one.
Standard Deviation | 14.03 |
The difference between upside risk and downside risk is meaningful for Seeing Machines analysis. Semi-deviation and downside deviation isolate negative return dispersion, providing additional context on loss-specific risk relative to total volatility for Seeing Machines. For Seeing Machines Limited, recent data highlights a Downside Deviation of 17.02, a Downside Variance of 289.76, and a Maximum Drawdown of 110.84.
Pink Sheet Volatility Analysis
When measuring the risk of Seeing Machines pink sheet, volatility is a critical metric. These fluctuations usually indicate the level of risk associated with Seeing Machines' price changes.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. The Average Price transformation calculates the mean of Seeing Machines's open, high, low, and close for each trading period. By incorporating all four price components equally, it provides a balanced representation of each period's trading activity. Compared to using the closing price alone, the average price reduces the influence of end-of-day positioning and can serve as a smoother input for other technical indicators.
Projected Return Density Against Market
Based on a 90-day horizon, Seeing Machines Limited has a beta of -0.3154. This usually implies that as returns on the benchmark increase, returns on Seeing Machines tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, Seeing Machines Limited tends to outperform the market.Risk assessment for Seeing Machines separates macro-driven volatility from company or sector-specific developments. Market risk cannot be diversified away, though asset-specific exposure can be moderated. For Seeing Machines Limited, recent data highlights a Downside Deviation of 17.02, a Mean Deviation of 6.89, and a Semi Deviation of 9.39.
Predicted Return Distribution |
| Density |
What Drives Seeing Machines' Price Volatility?
Industry Dynamics
Sector-level catalysts in the Technology sector often set the baseline volatility regime for Seeing Machines.Political and Economic Environment
Interest-rate path changes, geopolitical developments, and macro surprises influence investor risk tolerance.Seeing Machines' Company-Specific Factors
Execution updates, margin trends, and corporate actions can shift near-term return dispersion for Seeing Machines'.Pink Sheet Risk Measures
Based on a 90-day horizon, the coefficient of variation of Seeing Machines is 2147.17. The daily returns are distributed with a variance of 196.79 and standard deviation of 14.03. The mean deviation of Seeing Machines Limited is currently at 7.04. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.97
α | Alpha over Dow Jones | 0.53 | |
β | Beta against Dow Jones | -0.3154 | |
σ | Overall volatility | 14.03 | |
Ir | Information ratio | 0.04 |
Pink Sheet Return Volatility
Seeing Machines daily volatility tracks how widely pink sheet returns have moved around the mean across the selected time frame. The company reflects 14.0281% volatility on return distribution over a 90-day horizon. On the other hand, Dow Jones Industrial reported 0.9238% volatility on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
Please upgrade your account to get full access to Macroaxis premium features
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
| High negative correlations
|
Risk-Adjusted Indicators
Return momentum in Seeing Machines Pink Sheet is more useful when tested against peer-relative fundamentals and risk. Without risk-adjusted context, short-term returns may appear stronger than the volatility required to achieve them would suggest. These indicators are quantitative in nature and measure volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| SERKF | 1.40 | -0.74 | 0.00 | 2.04 | 0.00 | 0.00 | 42.86 | |||
| DYNDF | 5.19 | 0.68 | 0.09 | 1.98 | 5.97 | 9.92 | 120.00 | |||
| WSKEF | 0.37 | -0.20 | 0.00 | -0.80 | 0.00 | 0.00 | 12.50 | |||
| EMCHF | 0.55 | -0.29 | 0.00 | 1.28 | 0.00 | 0.00 | 18.33 | |||
| OTPMF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| EXSPF | 0.13 | -0.07 | 0.00 | 12.70 | 0.00 | 0.00 | 4.29 | |||
| DUSXF | 0.36 | 0.01 | 0.00 | -0.01 | 0.00 | 0.00 | 17.32 | |||
| NLST | 4.34 | 1.54 | 0.27 | 1.16 | 4.59 | 10.74 | 39.52 | |||
| IARGF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| ERDLF | 1.57 | -0.80 | 0.00 | 1.66 | 0.00 | 0.00 | 52.50 |
Risk Metrics, Assumptions & Methodology
Standard deviation for Seeing Machines measures how widely returns scatter around their average over a given period. Return scatter increases when new information or regime shifts widen the distribution of outcomes. Seeing Machines has a market cap of 387.76 million, ROE of -28.27%.
Seeing Machines Limited metrics draw on periodic company reporting and market reference feeds, standardized for cross-period comparison. Volatility and downside metrics are estimated from historical return dispersion.
Editorial review and methodology oversight provided by: Rifka Kats, Member of Macroaxis Editorial Board
Volatility Profile Summary
Recent data suggests that Seeing Machines Limited is more volatile than Dow Jones Industrial by approximately 15.25x over the selected horizon. This differential reflects the relative dispersion of returns and frames how the asset responds to broader market conditions. Observed price behavior indicates modest directional movement within the current volatility regime. Across the current 90-day horizon, that places the security below 96% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.Seeing Machines Limited exhibits characteristics that tend to dampen sensitivity to smaller market fluctuations within the current volatility regime. This short-horizon analysis focuses on what the latest move may imply for immediate market context. It highlights whether the move looks ordinary, stressed, or unusually speculative for the instrument. a very speculative downward sentiment with signs of potential overreaction. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View Seeing Machines probability analysis.
Weak diversification
Across the chosen horizon, Seeing Machines and Dow Jones show a correlation of 0.54 and fall into the Weak diversification bucket. Lower overlap tends to improve diversification, while higher overlap means both positions carry similar risk.
Additional Risk Indicators
A broader risk-indicator set for Seeing Machines Limited extends the analysis beyond standard volatility and risk measures. A thorough risk review clarifies whether current exposure warrants maintenance, reduction, or offset elsewhere in the portfolio.
| Risk Adjusted Performance | 0.0466 | |||
| Market Risk Adjusted Performance | -1.65 | |||
| Mean Deviation | 6.89 | |||
| Semi Deviation | 9.39 | |||
| Downside Deviation | 17.02 | |||
| Coefficient Of Variation | 2590.63 | |||
| Standard Deviation | 13.85 |
Seeing Machines Suggested Diversification Pairs
Pair analysis provides a framework for evaluating relative performance between Seeing Machines Limited and comparable securities. The advantage is that adverse movement in one leg may be partly offset by the other when correlation and thesis alignment hold.
Pair strategies reduce risk, but not all risk is diversifiable through pairing. Market-level risk for Seeing Machines persists even in a well-constructed pair. The benefit is in offsetting Seeing Machines' company-specific risk, which can be meaningfully reduced by selecting a second position that moves independently of Seeing Machines Limited.
Popular Tools for Seeing Machines Pink Sheet analysis
Stock TickersUse high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websitesPattern RecognitionUse different Pattern Recognition models to identify potential trend changes across multiple global exchangesCommodity DirectoryFind actively traded commodities issued by global exchangesInstant RatingsDetermine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performanceMoney ManagersScreen money managers from public funds and ETFs managed around the world