Sampo Oyj (Finland) Market Value
| SAMPO Stock | EUR 8.69 0.07 0.81% |
| Symbol | Sampo |
Sampo Oyj '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 Sampo Oyj'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 Sampo Oyj.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Sampo Oyj on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Sampo Oyj A or generate 0.0% return on investment in Sampo Oyj over 90 days. Sampo Oyj is related to or competes with Nordea Bank, Fortum Oyj, UPM Kymmene, Neste Oil, and Wartsila Oyj. Sampo Oyj, through its subsidiaries, provides life and non-life insurance products and services in Finland, Sweden, Norw... More
Sampo Oyj 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 Sampo Oyj'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 Sampo Oyj A upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.05 | |||
| Information Ratio | 0.1773 | |||
| Maximum Drawdown | 5.66 | |||
| Value At Risk | (1.72) | |||
| Potential Upside | 1.41 |
Sampo Oyj Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sampo Oyj's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sampo Oyj's standard deviation. In reality, there are many statistical measures that can use Sampo Oyj historical prices to predict the future Sampo Oyj's volatility.| Risk Adjusted Performance | 0.0734 | |||
| Jensen Alpha | 0.086 | |||
| Total Risk Alpha | 0.2066 | |||
| Sortino Ratio | 0.1769 | |||
| Treynor Ratio | 0.8218 |
Sampo Oyj A Backtested Returns
Sampo Oyj is not too volatile at the moment. Sampo Oyj A owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.18, which indicates the firm had a 0.18 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Sampo Oyj A, which you can use to evaluate the volatility of the company. Please validate Sampo Oyj's Semi Deviation of 0.8944, risk adjusted performance of 0.0734, and Coefficient Of Variation of 1214.05 to confirm if the risk estimate we provide is consistent with the expected return of 0.18%. Sampo Oyj has a performance score of 14 on a scale of 0 to 100. The entity has a beta of 0.0924, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sampo Oyj's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sampo Oyj is expected to be smaller as well. Sampo Oyj A right now has a risk of 1.0%. Please validate Sampo Oyj expected short fall, and the relationship between the maximum drawdown and rate of daily change , to decide if Sampo Oyj will be following its existing price patterns.
Auto-correlation | 0.61 |
Good predictability
Sampo Oyj A has good predictability. Overlapping area represents the amount of predictability between Sampo Oyj time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th of March 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 Sampo Oyj A price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Sampo Oyj price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Sampo Oyj A lagged returns against current returns
Autocorrelation, which is Sampo Oyj 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 Sampo Oyj's stock expected returns. We can calculate the autocorrelation of Sampo Oyj returns to help us make a trade decision. For example, suppose you find that Sampo Oyj 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 |
Sampo Oyj 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 Sampo Oyj stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sampo Oyj stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sampo Oyj stock over time.
Current vs Lagged Prices |
| Timeline |
Sampo Oyj Lagged Returns
When evaluating Sampo Oyj's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sampo Oyj stock have on its future price. Sampo Oyj 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, Sampo Oyj autocorrelation shows the relationship between Sampo Oyj stock current value and its past values and can show if there is a momentum factor associated with investing in Sampo Oyj A.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in Sampo Stock
Sampo Oyj financial ratios help investors to determine whether Sampo 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 Sampo with respect to the benefits of owning Sampo Oyj security.