Seacor Marine Holdings Stock Market Value
| SMHI Stock | USD 12.49 0.27 2.12% |
| Symbol | SEACOR |
SEACOR Marine Holdings Price To Book Ratio
Is SEACOR Marine's 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 SEACOR Marine. If investors know SEACOR 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 SEACOR Marine listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (0.34) | Revenue Per Share 10.321 | Quarterly Revenue Growth 0.331 | Return On Assets 0.0111 | Return On Equity (0.02) |
The market value of SEACOR Marine Holdings is measured differently than its book value, which is the value of SEACOR that is recorded on the company's balance sheet. Investors also form their own opinion of SEACOR Marine's value that differs from its market value or its book value, called intrinsic value, which is SEACOR Marine's 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 SEACOR Marine's market value can be influenced by many factors that don't directly affect SEACOR Marine's 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 SEACOR Marine's value and its price as these two are different measures arrived at by different means. Investors typically determine if SEACOR Marine is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SEACOR Marine'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.
SEACOR Marine '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 SEACOR Marine'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 SEACOR Marine.
| 03/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in SEACOR Marine on March 25, 2024 and sell it all today you would earn a total of 0.00 from holding SEACOR Marine Holdings or generate 0.0% return on investment in SEACOR Marine over 30 days. SEACOR Marine is related to or competes with Danaos, Global Ship, Euroseas, Navios Maritime, Genco Shipping, Costamare, and Star Bulk. SEACOR Marine Holdings Inc. provides marine and support transportation services to offshore oil, natural gas, and windfa... More
SEACOR Marine 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 SEACOR Marine'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 SEACOR Marine Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.06 | |||
| Information Ratio | 0.0772 | |||
| Maximum Drawdown | 19.51 | |||
| Value At Risk | (3.31) | |||
| Potential Upside | 3.75 |
SEACOR Marine Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SEACOR Marine's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SEACOR Marine's standard deviation. In reality, there are many statistical measures that can use SEACOR Marine historical prices to predict the future SEACOR Marine's volatility.| Risk Adjusted Performance | 0.077 | |||
| Jensen Alpha | 0.1595 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.106 | |||
| Treynor Ratio | 0.1799 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of SEACOR Marine'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.
SEACOR Marine Holdings Backtested Returns
SEACOR Marine appears to be slightly risky, given 3 months investment horizon. SEACOR Marine Holdings retains Efficiency (Sharpe Ratio) of 0.0732, which indicates the firm had a 0.0732% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for SEACOR Marine, which you can use to evaluate the volatility of the company. Please review SEACOR Marine's risk adjusted performance of 0.077, and Downside Deviation of 2.06 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, SEACOR Marine holds a performance score of 5. The entity owns a Beta (Systematic Risk) of 1.69, 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, SEACOR Marine will likely underperform. Please check SEACOR Marine's downside variance, day median price, and the relationship between the treynor ratio and kurtosis , to make a quick decision on whether SEACOR Marine's current price history will revert.
Auto-correlation | -0.69 |
Very good reverse predictability
SEACOR Marine Holdings has very good reverse predictability. Overlapping area represents the amount of predictability between SEACOR Marine time series from 25th of March 2024 to 9th of April 2024 and 9th of April 2024 to 24th 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 SEACOR Marine Holdings price movement. The serial correlation of -0.69 indicates that around 69.0% of current SEACOR Marine price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.69 | |
| Spearman Rank Test | -0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.3 |
SEACOR Marine Holdings lagged returns against current returns
Autocorrelation, which is SEACOR Marine 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 SEACOR Marine's stock expected returns. We can calculate the autocorrelation of SEACOR Marine returns to help us make a trade decision. For example, suppose you find that SEACOR Marine 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 |
SEACOR Marine 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 SEACOR Marine stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SEACOR Marine stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SEACOR Marine stock over time.
Current vs Lagged Prices |
| Timeline |
SEACOR Marine Lagged Returns
When evaluating SEACOR Marine's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SEACOR Marine stock have on its future price. SEACOR Marine 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, SEACOR Marine autocorrelation shows the relationship between SEACOR Marine stock current value and its past values and can show if there is a momentum factor associated with investing in SEACOR Marine Holdings.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards SEACOR Marine in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, SEACOR Marine's short interest history, or implied volatility extrapolated from SEACOR Marine options trading.
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When determining whether SEACOR Marine Holdings offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of SEACOR Marine's 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 Seacor Marine Holdings Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Seacor Marine Holdings Stock:Check out SEACOR Marine Correlation, SEACOR Marine Volatility and SEACOR Marine Alpha and Beta module to complement your research on SEACOR Marine. Note that the SEACOR Marine Holdings information on this page should be used as a complementary analysis to other SEACOR Marine's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.
Complementary Tools for SEACOR Stock analysis
When running SEACOR Marine's price analysis, check to measure SEACOR Marine'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 SEACOR Marine is operating at the current time. Most of SEACOR Marine's value examination focuses on studying past and present price action to predict the probability of SEACOR Marine's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SEACOR Marine's price. Additionally, you may evaluate how the addition of SEACOR Marine to your portfolios can decrease your overall portfolio volatility.
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SEACOR Marine 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.