Sanofi SA (France) Market Value
| SAN Stock | EUR 104.70 0.60 0.58% |
| Symbol | Sanofi |
Sanofi SA '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 Sanofi SA'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 Sanofi SA.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in Sanofi SA on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding Sanofi SA or generate 0.0% return on investment in Sanofi SA over 30 days. Sanofi SA is related to or competes with Air Liquide, AXA SA, Danone SA, Vinci SA, and LOreal SA. Sanofi, a healthcare company, engages in the research, development, manufacture, and marketing of therapeutic solutions ... More
Sanofi SA 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 Sanofi SA'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 Sanofi SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8187 | |||
| Information Ratio | 0.2127 | |||
| Maximum Drawdown | 5.11 | |||
| Value At Risk | (1.58) | |||
| Potential Upside | 1.93 |
Sanofi SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sanofi SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sanofi SA's standard deviation. In reality, there are many statistical measures that can use Sanofi SA historical prices to predict the future Sanofi SA's volatility.| Risk Adjusted Performance | 0.1617 | |||
| Jensen Alpha | 0.2036 | |||
| Total Risk Alpha | 0.2103 | |||
| Sortino Ratio | 0.2543 | |||
| Treynor Ratio | 0.699 |
Sanofi SA Backtested Returns
Sanofi SA appears to be very steady, given 3 months investment horizon. Sanofi SA owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.22, which indicates the firm had a 0.22 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Sanofi SA, which you can use to evaluate the volatility of the company. Please review Sanofi SA's Semi Deviation of 0.573, risk adjusted performance of 0.1617, and Coefficient Of Variation of 462.23 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sanofi SA holds a performance score of 17. The entity has a beta of 0.29, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sanofi SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sanofi SA is expected to be smaller as well. Please check Sanofi SA's expected short fall, day median price, and the relationship between the potential upside and accumulation distribution , to make a quick decision on whether Sanofi SA's existing price patterns will revert.
Auto-correlation | -0.24 |
Weak reverse predictability
Sanofi SA has weak reverse predictability. Overlapping area represents the amount of predictability between Sanofi SA time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 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 Sanofi SA price movement. The serial correlation of -0.24 indicates that over 24.0% of current Sanofi SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | -0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.36 |
Sanofi SA lagged returns against current returns
Autocorrelation, which is Sanofi SA 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 Sanofi SA's stock expected returns. We can calculate the autocorrelation of Sanofi SA returns to help us make a trade decision. For example, suppose you find that Sanofi SA 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 |
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Sanofi SA 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 Sanofi SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sanofi SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sanofi SA stock over time.
Current vs Lagged Prices |
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Sanofi SA Lagged Returns
When evaluating Sanofi SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sanofi SA stock have on its future price. Sanofi SA 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, Sanofi SA autocorrelation shows the relationship between Sanofi SA stock current value and its past values and can show if there is a momentum factor associated with investing in Sanofi SA.
Regressed Prices |
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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 Sanofi Stock
Sanofi SA financial ratios help investors to determine whether Sanofi 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 Sanofi with respect to the benefits of owning Sanofi SA security.