Soditech (France) Market Value
| SEC Stock | EUR 1.50 0.02 1.35% |
| Symbol | Soditech |
Soditech '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 Soditech'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 Soditech.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Soditech on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Soditech SA or generate 0.0% return on investment in Soditech over 90 days. Soditech is related to or competes with Foncire Volta, and Moulinvest. Soditech SA engages in the integration of mechanical, thermal, and electronic subsystems in the space, research, and def... More
Soditech 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 Soditech'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 Soditech SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.0 | |||
| Information Ratio | 0.099 | |||
| Maximum Drawdown | 33.86 | |||
| Value At Risk | (8.00) | |||
| Potential Upside | 10.09 |
Soditech Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Soditech's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Soditech's standard deviation. In reality, there are many statistical measures that can use Soditech historical prices to predict the future Soditech's volatility.| Risk Adjusted Performance | 0.0774 | |||
| Jensen Alpha | 0.4561 | |||
| Total Risk Alpha | 1.02 | |||
| Sortino Ratio | 0.0624 | |||
| Treynor Ratio | 0.6413 |
Soditech SA Backtested Returns
Soditech appears to be dangerous, given 3 months investment horizon. Soditech SA owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0812, which indicates the firm had a 0.0812 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Soditech SA, which you can use to evaluate the volatility of the company. Please review Soditech's Risk Adjusted Performance of 0.0774, semi deviation of 3.45, and Coefficient Of Variation of 1259.98 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Soditech holds a performance score of 6. The entity has a beta of 0.61, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Soditech's returns are expected to increase less than the market. However, during the bear market, the loss of holding Soditech is expected to be smaller as well. Please check Soditech's standard deviation, value at risk, kurtosis, as well as the relationship between the sortino ratio and semi variance , to make a quick decision on whether Soditech's existing price patterns will revert.
Auto-correlation | 0.15 |
Insignificant predictability
Soditech SA has insignificant predictability. Overlapping area represents the amount of predictability between Soditech time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Soditech SA price movement. The serial correlation of 0.15 indicates that less than 15.0% of current Soditech price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.15 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Soditech SA lagged returns against current returns
Autocorrelation, which is Soditech 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 Soditech's stock expected returns. We can calculate the autocorrelation of Soditech returns to help us make a trade decision. For example, suppose you find that Soditech 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 |
Soditech 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 Soditech stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Soditech stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Soditech stock over time.
Current vs Lagged Prices |
| Timeline |
Soditech Lagged Returns
When evaluating Soditech's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Soditech stock have on its future price. Soditech 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, Soditech autocorrelation shows the relationship between Soditech stock current value and its past values and can show if there is a momentum factor associated with investing in Soditech SA.
Regressed Prices |
| Timeline |
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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 Soditech Stock
Soditech financial ratios help investors to determine whether Soditech 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 Soditech with respect to the benefits of owning Soditech security.