Semco Technologies (France) Market Value
| ALSEM Stock | 25.33 0.93 3.81% |
| Symbol | Semco |
Semco Technologies '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 Semco Technologies' 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 Semco Technologies.
| 09/09/2025 |
| 12/08/2025 |
If you would invest 0.00 in Semco Technologies on September 9, 2025 and sell it all today you would earn a total of 0.00 from holding Semco Technologies Sas or generate 0.0% return on investment in Semco Technologies over 90 days.
Semco Technologies 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 Semco Technologies' 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 Semco Technologies Sas upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.58 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 14.51 | |||
| Value At Risk | (4.83) | |||
| Potential Upside | 5.76 |
Semco Technologies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Semco Technologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Semco Technologies' standard deviation. In reality, there are many statistical measures that can use Semco Technologies historical prices to predict the future Semco Technologies' volatility.| Risk Adjusted Performance | 0.0248 | |||
| Jensen Alpha | 0.0203 | |||
| Total Risk Alpha | (0.22) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.1022 |
Semco Technologies Sas Backtested Returns
Currently, Semco Technologies Sas is not too volatile. Semco Technologies Sas owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0377, which indicates the firm had a 0.0377 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Semco Technologies Sas, which you can use to evaluate the volatility of the company. Please validate Semco Technologies' Semi Deviation of 2.36, coefficient of variation of 4008.34, and Risk Adjusted Performance of 0.0248 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. Semco Technologies has a performance score of 2 on a scale of 0 to 100. The entity has a beta of 0.59, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Semco Technologies' returns are expected to increase less than the market. However, during the bear market, the loss of holding Semco Technologies is expected to be smaller as well. Semco Technologies Sas right now has a risk of 2.83%. Please validate Semco Technologies total risk alpha, expected short fall, market facilitation index, as well as the relationship between the value at risk and daily balance of power , to decide if Semco Technologies will be following its existing price patterns.
Auto-correlation | -0.27 |
Weak reverse predictability
Semco Technologies Sas has weak reverse predictability. Overlapping area represents the amount of predictability between Semco Technologies time series from 9th of September 2025 to 24th of October 2025 and 24th of October 2025 to 8th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Semco Technologies Sas price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Semco Technologies price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | -0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 0.62 |
Semco Technologies Sas lagged returns against current returns
Autocorrelation, which is Semco Technologies 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 Semco Technologies' stock expected returns. We can calculate the autocorrelation of Semco Technologies returns to help us make a trade decision. For example, suppose you find that Semco Technologies 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 |
Semco Technologies 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 Semco Technologies stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Semco Technologies stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Semco Technologies stock over time.
Current vs Lagged Prices |
| Timeline |
Semco Technologies Lagged Returns
When evaluating Semco Technologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Semco Technologies stock have on its future price. Semco Technologies 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, Semco Technologies autocorrelation shows the relationship between Semco Technologies stock current value and its past values and can show if there is a momentum factor associated with investing in Semco Technologies Sas.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Semco Stock Analysis
When running Semco Technologies' price analysis, check to measure Semco Technologies' 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 Semco Technologies is operating at the current time. Most of Semco Technologies' value examination focuses on studying past and present price action to predict the probability of Semco Technologies' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Semco Technologies' price. Additionally, you may evaluate how the addition of Semco Technologies to your portfolios can decrease your overall portfolio volatility.