SERESCO 16's market value is the price at which a share of SERESCO 16 trades on a public exchange. It measures the collective expectations of SERESCO 16 investors about its performance. SERESCO 16 is trading at 8.15 as of the 5th of July 2025. This is a 2.4% down since the beginning of the trading day. The stock's lowest day price was 7.8. With this module, you can estimate the performance of a buy and hold strategy of SERESCO 16 and determine expected loss or profit from investing in SERESCO 16 over a given investment horizon. Check out Your Current Watchlist to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
SERESCO
SERESCO 16 '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 SERESCO 16'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 SERESCO 16.
0.00
04/06/2025
No Change 0.00
0.0
In 3 months and 1 day
07/05/2025
0.00
If you would invest 0.00 in SERESCO 16 on April 6, 2025 and sell it all today you would earn a total of 0.00 from holding SERESCO 16 or generate 0.0% return on investment in SERESCO 16 over 90 days.
SERESCO 16 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 SERESCO 16'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 SERESCO 16 upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for SERESCO 16's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SERESCO 16's standard deviation. In reality, there are many statistical measures that can use SERESCO 16 historical prices to predict the future SERESCO 16's volatility.
SERESCO 16 appears to be slightly risky, given 3 months investment horizon. SERESCO 16 owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.24, which indicates the firm had a 0.24 % return per unit of standard deviation over the last 3 months. By examining SERESCO 16's technical indicators, you can evaluate if the expected return of 0.78% is justified by implied risk. Please review SERESCO 16's coefficient of variation of 488.94, and Risk Adjusted Performance of 0.3386 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, SERESCO 16 holds a performance score of 18. The entity has a beta of 0.16, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SERESCO 16's returns are expected to increase less than the market. However, during the bear market, the loss of holding SERESCO 16 is expected to be smaller as well. Please check SERESCO 16's value at risk, downside variance, and the relationship between the maximum drawdown and potential upside , to make a quick decision on whether SERESCO 16's existing price patterns will revert.
Auto-correlation
0.78
Good predictability
SERESCO 16 has good predictability. Overlapping area represents the amount of predictability between SERESCO 16 time series from 6th of April 2025 to 21st of May 2025 and 21st of May 2025 to 5th 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 SERESCO 16 price movement. The serial correlation of 0.78 indicates that around 78.0% of current SERESCO 16 price fluctuation can be explain by its past prices.
Correlation Coefficient
0.78
Spearman Rank Test
0.77
Residual Average
0.0
Price Variance
0.87
SERESCO 16 lagged returns against current returns
Autocorrelation, which is SERESCO 16 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 SERESCO 16's stock expected returns. We can calculate the autocorrelation of SERESCO 16 returns to help us make a trade decision. For example, suppose you find that SERESCO 16 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
SERESCO 16 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 SERESCO 16 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SERESCO 16 stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SERESCO 16 stock over time.
Current vs Lagged Prices
Timeline
SERESCO 16 Lagged Returns
When evaluating SERESCO 16's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SERESCO 16 stock have on its future price. SERESCO 16 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, SERESCO 16 autocorrelation shows the relationship between SERESCO 16 stock current value and its past values and can show if there is a momentum factor associated with investing in SERESCO 16.