Shin Etsu (Germany) Market Value
| SEH Stock | EUR 26.64 0.34 1.29% |
| Symbol | Shin |
Shin Etsu '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 Shin Etsu'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 Shin Etsu.
| 06/19/2025 |
| 07/19/2025 |
If you would invest 0.00 in Shin Etsu on June 19, 2025 and sell it all today you would earn a total of 0.00 from holding Shin Etsu Chemical Co or generate 0.0% return on investment in Shin Etsu over 30 days. Shin Etsu is related to or competes with MidCap Financial, JAPAN TOBACCO, Westinghouse Air, Scandinavian Tobacco, AIR LIQUIDE, Norwegian Air, and ECHO INVESTMENT. Shin-Etsu Chemical Co., Ltd. manufactures and sells polyvinyl chloride , semiconductor devices, silicones, and rare eart... More
Shin Etsu 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 Shin Etsu'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 Shin Etsu Chemical Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.32 | |||
| Information Ratio | 0.0052 | |||
| Maximum Drawdown | 13.4 | |||
| Value At Risk | (3.67) | |||
| Potential Upside | 4.34 |
Shin Etsu Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Shin Etsu's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Shin Etsu's standard deviation. In reality, there are many statistical measures that can use Shin Etsu historical prices to predict the future Shin Etsu's volatility.| Risk Adjusted Performance | 0.0618 | |||
| Jensen Alpha | 0.0782 | |||
| Total Risk Alpha | (0.22) | |||
| Sortino Ratio | 0.0058 | |||
| Treynor Ratio | 0.2856 |
Shin Etsu Chemical Backtested Returns
Shin Etsu appears to be not too volatile, given 3 months investment horizon. Shin Etsu Chemical owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0993, which indicates the firm had a 0.0993 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Shin Etsu Chemical Co, which you can use to evaluate the volatility of the company. Please review Shin Etsu's Semi Deviation of 2.14, coefficient of variation of 1684.64, and Risk Adjusted Performance of 0.0618 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Shin Etsu holds a performance score of 7. The entity has a beta of 0.51, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Shin Etsu's returns are expected to increase less than the market. However, during the bear market, the loss of holding Shin Etsu is expected to be smaller as well. Please check Shin Etsu's maximum drawdown, semi variance, and the relationship between the sortino ratio and potential upside , to make a quick decision on whether Shin Etsu's existing price patterns will revert.
Auto-correlation | -0.64 |
Very good reverse predictability
Shin Etsu Chemical Co has very good reverse predictability. Overlapping area represents the amount of predictability between Shin Etsu time series from 19th of June 2025 to 4th of July 2025 and 4th of July 2025 to 19th 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 Shin Etsu Chemical price movement. The serial correlation of -0.64 indicates that roughly 64.0% of current Shin Etsu price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.64 | |
| Spearman Rank Test | -0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.35 |
Shin Etsu Chemical lagged returns against current returns
Autocorrelation, which is Shin Etsu 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 Shin Etsu's stock expected returns. We can calculate the autocorrelation of Shin Etsu returns to help us make a trade decision. For example, suppose you find that Shin Etsu 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 |
Shin Etsu 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 Shin Etsu stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Shin Etsu stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Shin Etsu stock over time.
Current vs Lagged Prices |
| Timeline |
Shin Etsu Lagged Returns
When evaluating Shin Etsu's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Shin Etsu stock have on its future price. Shin Etsu 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, Shin Etsu autocorrelation shows the relationship between Shin Etsu stock current value and its past values and can show if there is a momentum factor associated with investing in Shin Etsu Chemical Co.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Shin Stock
Shin Etsu financial ratios help investors to determine whether Shin Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Shin with respect to the benefits of owning Shin Etsu security.