Sei Investments Stock Market Value
| SEIC Stock | USD 66.60 0.40 0.60% |
| Symbol | SEI |
SEI Investments Price To Book Ratio
Is SEI Investments' industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of SEI Investments. If investors know SEI will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about SEI Investments listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.109 | Dividend Share 0.89 | Earnings Share 3.46 | Revenue Per Share 14.479 | Quarterly Revenue Growth 0.062 |
The market value of SEI Investments is measured differently than its book value, which is the value of SEI that is recorded on the company's balance sheet. Investors also form their own opinion of SEI Investments' value that differs from its market value or its book value, called intrinsic value, which is SEI Investments' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because SEI Investments' market value can be influenced by many factors that don't directly affect SEI Investments' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between SEI Investments' value and its price as these two are different measures arrived at by different means. Investors typically determine if SEI Investments is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SEI Investments' 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.
SEI Investments '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 SEI Investments' 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 SEI Investments.
| 03/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in SEI Investments on March 26, 2024 and sell it all today you would earn a total of 0.00 from holding SEI Investments or generate 0.0% return on investment in SEI Investments over 30 days. SEI Investments is related to or competes with Commerce Bancshares, RLI Corp, Westamerica Bancorporation, Brown Brown, and Jack Henry. SEI Investments Company is a publicly owned asset management holding company More
SEI Investments 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 SEI Investments' 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 SEI Investments upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.08 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 7.42 | |||
| Value At Risk | (1.56) | |||
| Potential Upside | 1.46 |
SEI Investments Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SEI Investments' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SEI Investments' standard deviation. In reality, there are many statistical measures that can use SEI Investments historical prices to predict the future SEI Investments' volatility.| Risk Adjusted Performance | 0.0542 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0611 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of SEI Investments' 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.
SEI Investments Backtested Returns
We consider SEI Investments very steady. SEI Investments owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0667, which indicates the firm had a 0.0667% return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for SEI Investments, which you can use to evaluate the volatility of the company. Please validate SEI Investments' risk adjusted performance of 0.0542, and Coefficient Of Variation of 1249.26 to confirm if the risk estimate we provide is consistent with the expected return of 0.0726%. SEI Investments has a performance score of 5 on a scale of 0 to 100. The entity has a beta of 1.27, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, SEI Investments will likely underperform. SEI Investments currently has a risk of 1.09%. Please validate SEI Investments total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to decide if SEI Investments will be following its existing price patterns.
Auto-correlation | 0.44 |
Average predictability
SEI Investments has average predictability. Overlapping area represents the amount of predictability between SEI Investments time series from 26th of March 2024 to 10th of April 2024 and 10th of April 2024 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 SEI Investments price movement. The serial correlation of 0.44 indicates that just about 44.0% of current SEI Investments price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 1.0 |
SEI Investments lagged returns against current returns
Autocorrelation, which is SEI Investments 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 SEI Investments' stock expected returns. We can calculate the autocorrelation of SEI Investments returns to help us make a trade decision. For example, suppose you find that SEI Investments 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 |
SEI Investments 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 SEI Investments stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SEI Investments stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SEI Investments stock over time.
Current vs Lagged Prices |
| Timeline |
SEI Investments Lagged Returns
When evaluating SEI Investments' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SEI Investments stock have on its future price. SEI Investments 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, SEI Investments autocorrelation shows the relationship between SEI Investments stock current value and its past values and can show if there is a momentum factor associated with investing in SEI Investments.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether SEI Investments offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of SEI Investments' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Sei Investments Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Sei Investments Stock:Check out SEI Investments Correlation, SEI Investments Volatility and SEI Investments Alpha and Beta module to complement your research on SEI Investments. For information on how to trade SEI Stock refer to our How to Trade SEI Stock guide.You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Complementary Tools for SEI Stock analysis
When running SEI Investments' price analysis, check to measure SEI Investments' 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 SEI Investments is operating at the current time. Most of SEI Investments' value examination focuses on studying past and present price action to predict the probability of SEI Investments' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SEI Investments' price. Additionally, you may evaluate how the addition of SEI Investments to your portfolios can decrease your overall portfolio volatility.
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SEI Investments 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.