Sofina Socit Anonyme Stock Market Value
| SFNXF Stock | USD 250.00 20.00 8.70% |
| Symbol | Sofina |
Sofina Société '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 Sofina Société'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 Sofina Société.
| 12/12/2024 |
| 03/12/2025 |
If you would invest 0.00 in Sofina Société on December 12, 2024 and sell it all today you would earn a total of 0.00 from holding Sofina Socit Anonyme or generate 0.0% return on investment in Sofina Société over 90 days. Sofina Société is related to or competes with Marygold Companies, Carbon Streaming, Arrowmark Financial, Patria Investments, Invesco Advantage, Invesco Municipal, and Invesco California. Sofina Socit Anonyme is a private equity and venture capital firm specializing in direct and fund of funds investments More
Sofina Société 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 Sofina Société'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 Sofina Socit Anonyme upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.2438 | |||
| Maximum Drawdown | 0.4367 |
Sofina Société Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sofina Société's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sofina Société's standard deviation. In reality, there are many statistical measures that can use Sofina Société historical prices to predict the future Sofina Société's volatility.| Risk Adjusted Performance | 0.1104 | |||
| Jensen Alpha | 0.1032 | |||
| Total Risk Alpha | 0.2987 | |||
| Treynor Ratio | (0.66) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sofina Société's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Sofina Socit Anonyme Backtested Returns
At this point, Sofina Société is very steady. Sofina Socit Anonyme owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the firm had a 0.14 % return per unit of risk over the last 3 months. We have found nineteen technical indicators for Sofina Socit Anonyme, which you can use to evaluate the volatility of the company. Please validate Sofina Société's Variance of 1.15, coefficient of variation of 770.2, and Risk Adjusted Performance of 0.1104 to confirm if the risk estimate we provide is consistent with the expected return of 0.15%. Sofina Société has a performance score of 10 on a scale of 0 to 100. The entity has a beta of -0.2, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Sofina Société are expected to decrease at a much lower rate. During the bear market, Sofina Société is likely to outperform the market. Sofina Socit Anonyme right now has a risk of 1.12%. Please validate Sofina Société standard deviation, skewness, as well as the relationship between the Skewness and day typical price , to decide if Sofina Société will be following its existing price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Sofina Socit Anonyme has no correlation between past and present. Overlapping area represents the amount of predictability between Sofina Société time series from 12th of December 2024 to 26th of January 2025 and 26th of January 2025 to 12th 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 Sofina Socit Anonyme price movement. The serial correlation of 0.0 indicates that just 0.0% of current Sofina Société price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Sofina Socit Anonyme lagged returns against current returns
Autocorrelation, which is Sofina Société 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 Sofina Société's pink sheet expected returns. We can calculate the autocorrelation of Sofina Société returns to help us make a trade decision. For example, suppose you find that Sofina Société 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 |
Sofina Société 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 Sofina Société pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sofina Société pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sofina Société pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Sofina Société Lagged Returns
When evaluating Sofina Société's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sofina Société pink sheet have on its future price. Sofina Société 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, Sofina Société autocorrelation shows the relationship between Sofina Société pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Sofina Socit Anonyme.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Sofina Pink Sheet
Sofina Société financial ratios help investors to determine whether Sofina 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 Sofina with respect to the benefits of owning Sofina Société security.