Soditech's market value is the price at which a share of Soditech trades on a public exchange. It measures the collective expectations of Soditech SA investors about its performance. Soditech is trading at 1.49 as of the 27th of March 2025, a 12.03% up since the beginning of the trading day. The stock's open price was 1.33.
With this module, you can estimate the performance of a buy and hold strategy of Soditech SA and determine expected loss or profit from investing in Soditech over a given investment horizon. Check out Soditech Correlation, Soditech Volatility and Soditech Alpha and Beta module to complement your research on Soditech.
Please note, there is a significant difference between Soditech's value and its price as these two are different measures arrived at by different means. Investors typically determine if Soditech is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Soditech's 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.
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.
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12/27/2024
No Change 0.00
0.0
In 3 months and 1 day
03/27/2025
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If you would invest 0.00 in Soditech on December 27, 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.
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.
Soditech appears to be dangerous, given 3 months investment horizon. Soditech SA owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the firm had a 0.13 % return per unit of risk over the last 3 months. By inspecting Soditech's technical indicators, you can evaluate if the expected return of 0.7% is justified by implied risk. Please review Soditech's Risk Adjusted Performance of 0.1197, coefficient of variation of 758.95, and Semi Deviation of 3.19 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Soditech holds a performance score of 10. The entity has a beta of 0.46, 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 information ratio, 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
-0.51
Good reverse predictability
Soditech SA has good reverse predictability. Overlapping area represents the amount of predictability between Soditech time series from 27th of December 2024 to 10th of February 2025 and 10th of February 2025 to 27th 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 -0.51 indicates that about 51.0% of current Soditech price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.51
Spearman Rank Test
-0.47
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
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.
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.