Sei Investments Stock Market Value
| SEIC Stock | USD 66.57 0.09 0.14% |
| Symbol | SEI |
SEI Investments Price To Book Ratio
Is SEI Investments' 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 SEI Investments. If investors know SEI 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 SEI Investments listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.253 | Dividend Share 0.89 | Earnings Share 3.66 | Revenue Per Share 14.872 | Quarterly Revenue Growth 0.091 |
The market value of SEI Investments is measured differently than its book value, which is the value of SEI that is recorded on the company's balance sheet. Investors also form their own opinion of SEI Investments' value that differs from its market value or its book value, called intrinsic value, which is SEI Investments' 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 SEI Investments' market value can be influenced by many factors that don't directly affect SEI Investments' 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 SEI Investments' value and its price as these two are different measures arrived at by different means. Investors typically determine if SEI Investments is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SEI Investments' 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.
SEI Investments '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 SEI Investments' 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 SEI Investments.
| 03/29/2024 |
| 04/28/2024 |
If you would invest 0.00 in SEI Investments on March 29, 2024 and sell it all today you would earn a total of 0.00 from holding SEI Investments or generate 0.0% return on investment in SEI Investments over 30 days. SEI Investments is related to or competes with MFS Investment, Invesco High, Eaton Vance, Nuveen California, Federated Premier, AllianzGI Convertible, and Blackrock Muniholdings. SEI Investments Company is a publicly owned asset management holding company More
SEI Investments 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 SEI Investments' 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 SEI Investments upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.05 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 7.42 | |||
| Value At Risk | (1.56) | |||
| Potential Upside | 1.36 |
SEI Investments Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SEI Investments' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SEI Investments' standard deviation. In reality, there are many statistical measures that can use SEI Investments historical prices to predict the future SEI Investments' volatility.| Risk Adjusted Performance | 0.0342 | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0323 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of SEI Investments' 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.
SEI Investments Backtested Returns
We consider SEI Investments very steady. SEI Investments owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0546, which indicates the firm had a 0.0546% return per unit of volatility over the last 3 months. We have found thirty technical indicators for SEI Investments, which you can use to evaluate the volatility of the company. Please validate SEI Investments' risk adjusted performance of 0.0342, and Coefficient Of Variation of 2072.97 to confirm if the risk estimate we provide is consistent with the expected return of 0.0583%. SEI Investments has a performance score of 4 on a scale of 0 to 100. The entity has a beta of 1.28, 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, SEI Investments will likely underperform. SEI Investments currently has a risk of 1.07%. Please validate SEI Investments total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to decide if SEI Investments will be following its existing price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
SEI Investments has no correlation between past and present. Overlapping area represents the amount of predictability between SEI Investments time series from 29th of March 2024 to 13th of April 2024 and 13th of April 2024 to 28th 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 SEI Investments price movement. The serial correlation of 0.0 indicates that just 0.0% of current SEI Investments price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
SEI Investments lagged returns against current returns
Autocorrelation, which is SEI Investments 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 SEI Investments' stock expected returns. We can calculate the autocorrelation of SEI Investments returns to help us make a trade decision. For example, suppose you find that SEI Investments 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 |
SEI Investments 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 SEI Investments stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SEI Investments stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SEI Investments stock over time.
Current vs Lagged Prices |
| Timeline |
SEI Investments Lagged Returns
When evaluating SEI Investments' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SEI Investments stock have on its future price. SEI Investments 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, SEI Investments autocorrelation shows the relationship between SEI Investments stock current value and its past values and can show if there is a momentum factor associated with investing in SEI Investments.
Regressed Prices |
| Timeline |
SEI Investments Investors Sentiment
The influence of SEI Investments' investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in SEI. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to SEI Investments' public news can be used to forecast risks associated with an investment in SEI. The trend in average sentiment can be used to explain how an investor holding SEI can time the market purely based on public headlines and social activities around SEI Investments. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
SEI Investments' market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for SEI Investments' and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average SEI Investments' news discussions. The higher the estimated score, the more favorable is the investor's outlook on SEI Investments.
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 SEI Investments 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, SEI Investments' short interest history, or implied volatility extrapolated from SEI Investments options trading.
Currently Active Assets on Macroaxis
When determining whether SEI Investments offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of SEI Investments' 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 Sei Investments Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Sei Investments Stock:Check out SEI Investments Correlation, SEI Investments Volatility and SEI Investments Alpha and Beta module to complement your research on SEI Investments. For information on how to trade SEI Stock refer to our How to Trade SEI Stock guide.You can also try the Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
Complementary Tools for SEI Stock analysis
When running SEI Investments' price analysis, check to measure SEI Investments' 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 SEI Investments is operating at the current time. Most of SEI Investments' value examination focuses on studying past and present price action to predict the probability of SEI Investments' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SEI Investments' price. Additionally, you may evaluate how the addition of SEI Investments to your portfolios can decrease your overall portfolio volatility.
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| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital | |
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk | |
| Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine | |
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum |
SEI Investments 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.