Sea1 Offshore (Norway) Market Value
| SEA1 Stock | 25.90 0.25 0.96% |
| Symbol | Sea1 |
Sea1 Offshore '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 Sea1 Offshore'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 Sea1 Offshore.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Sea1 Offshore on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Sea1 Offshore or generate 0.0% return on investment in Sea1 Offshore over 90 days.
Sea1 Offshore 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 Sea1 Offshore'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 Sea1 Offshore upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.95 | |||
| Information Ratio | 0.1886 | |||
| Maximum Drawdown | 10.6 | |||
| Value At Risk | (2.97) | |||
| Potential Upside | 5.42 |
Sea1 Offshore Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sea1 Offshore's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sea1 Offshore's standard deviation. In reality, there are many statistical measures that can use Sea1 Offshore historical prices to predict the future Sea1 Offshore's volatility.| Risk Adjusted Performance | 0.2421 | |||
| Jensen Alpha | 0.6659 | |||
| Total Risk Alpha | 0.1735 | |||
| Sortino Ratio | 0.238 | |||
| Treynor Ratio | (3.08) |
Sea1 Offshore Backtested Returns
Sea1 Offshore appears to be very steady, given 3 months investment horizon. Sea1 Offshore owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.23, which indicates the firm had a 0.23 % return per unit of risk over the last 3 months. By inspecting Sea1 Offshore's technical indicators, you can evaluate if the expected return of 0.57% is justified by implied risk. Please review Sea1 Offshore's Risk Adjusted Performance of 0.2421, coefficient of variation of 382.7, and Semi Deviation of 1.53 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sea1 Offshore holds a performance score of 17. The entity has a beta of -0.21, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Sea1 Offshore are expected to decrease at a much lower rate. During the bear market, Sea1 Offshore is likely to outperform the market. Please check Sea1 Offshore's coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to make a quick decision on whether Sea1 Offshore's existing price patterns will revert.
Auto-correlation | 0.32 |
Below average predictability
Sea1 Offshore has below average predictability. Overlapping area represents the amount of predictability between Sea1 Offshore time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd of July 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 Sea1 Offshore price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current Sea1 Offshore price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.32 | |
| Spearman Rank Test | 0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 0.65 |
Sea1 Offshore lagged returns against current returns
Autocorrelation, which is Sea1 Offshore 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 Sea1 Offshore's stock expected returns. We can calculate the autocorrelation of Sea1 Offshore returns to help us make a trade decision. For example, suppose you find that Sea1 Offshore 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 |
Sea1 Offshore 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 Sea1 Offshore stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sea1 Offshore stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sea1 Offshore stock over time.
Current vs Lagged Prices |
| Timeline |
Sea1 Offshore Lagged Returns
When evaluating Sea1 Offshore's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sea1 Offshore stock have on its future price. Sea1 Offshore 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, Sea1 Offshore autocorrelation shows the relationship between Sea1 Offshore stock current value and its past values and can show if there is a momentum factor associated with investing in Sea1 Offshore.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio Architect