Sampo Oyj Stock Market Value
| SAXPF Stock | USD 9.25 0.55 6.32% |
| 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 pink sheet 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 or generate 0.0% return on investment in Sampo Oyj over 90 days. Sampo Oyj is related to or competes with Ageas SANV, NN Group, Athene Holding, Assicurazioni Generali, Sun Life, Old Republic, and Arch Capital. 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 pink sheet 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 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 51.61 | |||
| Information Ratio | 0.1818 | |||
| Maximum Drawdown | 479.83 | |||
| Value At Risk | (79.04) | |||
| Potential Upside | 399.75 |
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 | 0.1674 | |||
| Jensen Alpha | 15.78 | |||
| Total Risk Alpha | 30.61 | |||
| Sortino Ratio | 0.3525 | |||
| Treynor Ratio | (0.86) |
Sampo Oyj Backtested Returns
Sampo Oyj is out of control given 3 months investment horizon. Sampo Oyj owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.16, which indicates the firm had a 0.16 % return per unit of risk over the last 3 months. We were able to interpolate data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 14.59% are justified by taking the suggested risk. Use Sampo Oyj Risk Adjusted Performance of 0.1674, coefficient of variation of 552.95, and Semi Deviation of 22.74 to evaluate company specific risk that cannot be diversified away. Sampo Oyj holds a performance score of 12 on a scale of zero to a hundred. The entity has a beta of -21.15, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Sampo Oyj are expected to decrease by larger amounts. On the other hand, during market turmoil, Sampo Oyj is expected to outperform it. Use Sampo Oyj maximum drawdown, as well as the relationship between the expected short fall and day median price , to analyze future returns on Sampo Oyj.
Auto-correlation | 0.17 |
Very weak predictability
Sampo Oyj has very weak 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 price movement. The serial correlation of 0.17 indicates that over 17.0% of current Sampo Oyj price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.17 | |
| Spearman Rank Test | -0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 97.72 |
Sampo Oyj lagged returns against current returns
Autocorrelation, which is Sampo Oyj pink sheet'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 pink sheet 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 pink sheet 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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sampo Oyj pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sampo Oyj pink sheet 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 pink sheet 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 pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Sampo Oyj.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Sampo Pink Sheet
Sampo Oyj financial ratios help investors to determine whether Sampo Pink Sheet 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.