Sega Sammy Holdings Stock Market Value
| SGAMF Stock | USD 12.12 0.00 0.00% |
| Symbol | Sega |
Sega Sammy '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 Sega Sammy'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 Sega Sammy.
| 05/01/2023 |
| 04/25/2024 |
If you would invest 0.00 in Sega Sammy on May 1, 2023 and sell it all today you would earn a total of 0.00 from holding Sega Sammy Holdings or generate 0.0% return on investment in Sega Sammy over 360 days. Sega Sammy is related to or competes with NetEase, Nintendo, Take Two, RobloxCorp, and Bilibili. Sega Sammy Holdings Inc., through its subsidiaries, engages in the game machine, entertainment content, and resort busin... More
Sega Sammy 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 Sega Sammy'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 Sega Sammy Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 21.68 |
Sega Sammy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sega Sammy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sega Sammy's standard deviation. In reality, there are many statistical measures that can use Sega Sammy historical prices to predict the future Sega Sammy's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.19) | |||
| Total Risk Alpha | (0.52) | |||
| Treynor Ratio | 1.77 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sega Sammy'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.
Sega Sammy Holdings Backtested Returns
Sega Sammy Holdings owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0829, which indicates the firm had a -0.0829% return per unit of risk over the last 3 months. Sega Sammy Holdings exposes seventeen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sega Sammy's Coefficient Of Variation of (1,245), risk adjusted performance of (0.04), and Variance of 5.42 to confirm the risk estimate we provide. The entity has a beta of -0.11, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Sega Sammy are expected to decrease at a much lower rate. During the bear market, Sega Sammy is likely to outperform the market. Sega Sammy Holdings has an expected return of -0.2%. Please make sure to validate Sega Sammy standard deviation, maximum drawdown, as well as the relationship between the Maximum Drawdown and day median price , to decide if Sega Sammy Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.05 |
Very weak reverse predictability
Sega Sammy Holdings has very weak reverse predictability. Overlapping area represents the amount of predictability between Sega Sammy time series from 1st of May 2023 to 28th of October 2023 and 28th of October 2023 to 25th of April 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 Sega Sammy Holdings price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current Sega Sammy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | -0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 2.07 |
Sega Sammy Holdings lagged returns against current returns
Autocorrelation, which is Sega Sammy 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 Sega Sammy's pink sheet expected returns. We can calculate the autocorrelation of Sega Sammy returns to help us make a trade decision. For example, suppose you find that Sega Sammy 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 |
Sega Sammy 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 Sega Sammy pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sega Sammy pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sega Sammy pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Sega Sammy Lagged Returns
When evaluating Sega Sammy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sega Sammy pink sheet have on its future price. Sega Sammy 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, Sega Sammy autocorrelation shows the relationship between Sega Sammy pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Sega Sammy Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Check out Sega Sammy Correlation, Sega Sammy Volatility and Sega Sammy Alpha and Beta module to complement your research on Sega Sammy. You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.
Complementary Tools for Sega Pink Sheet analysis
When running Sega Sammy's price analysis, check to measure Sega Sammy'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 Sega Sammy is operating at the current time. Most of Sega Sammy's value examination focuses on studying past and present price action to predict the probability of Sega Sammy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sega Sammy's price. Additionally, you may evaluate how the addition of Sega Sammy to your portfolios can decrease your overall portfolio volatility.
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Sega Sammy technical pink sheet 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, pink sheet market cycles, or different charting patterns.