Sony Corp Stock Market Value
| SNEJF Stock | USD 23.65 1.03 4.17% |
| Symbol | Sony |
Sony Corp '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 Sony Corp'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 Sony Corp.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Sony Corp on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Sony Corp or generate 0.0% return on investment in Sony Corp over 90 days. Sony Corp is related to or competes with LG Display, Sonos, TCL Electronics, Sharp Corp, Samsung Electronics, Apple, and Universal Electronics. Sony Group Corporation designs, develops, produces, and sells electronic equipment, instruments, and devices for the con... More
Sony Corp 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 Sony Corp'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 Sony Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.45 | |||
| Information Ratio | 0.0797 | |||
| Maximum Drawdown | 16.45 | |||
| Value At Risk | (5.22) | |||
| Potential Upside | 5.83 |
Sony Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sony Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sony Corp's standard deviation. In reality, there are many statistical measures that can use Sony Corp historical prices to predict the future Sony Corp's volatility.| Risk Adjusted Performance | 0.0498 | |||
| Jensen Alpha | 0.1586 | |||
| Total Risk Alpha | 0.5478 | |||
| Sortino Ratio | 0.074 | |||
| Treynor Ratio | 1.32 |
Sony Corp Backtested Returns
At this point, Sony Corp is not too volatile. Sony Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0548, which indicates the firm had a 0.0548 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Sony Corp, which you can use to evaluate the volatility of the company. Please validate Sony Corp's Semi Deviation of 3.02, coefficient of variation of 2047.92, and Risk Adjusted Performance of 0.0498 to confirm if the risk estimate we provide is consistent with the expected return of 0.18%. Sony Corp has a performance score of 4 on a scale of 0 to 100. The entity has a beta of 0.11, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sony Corp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sony Corp is expected to be smaller as well. Sony Corp right now has a risk of 3.33%. Please validate Sony Corp semi variance, and the relationship between the maximum drawdown and accumulation distribution , to decide if Sony Corp will be following its existing price patterns.
Auto-correlation | -0.42 |
Modest reverse predictability
Sony Corp has modest reverse predictability. Overlapping area represents the amount of predictability between Sony Corp time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Sony Corp price movement. The serial correlation of -0.42 indicates that just about 42.0% of current Sony Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.42 | |
| Spearman Rank Test | 0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 2.15 |
Sony Corp lagged returns against current returns
Autocorrelation, which is Sony Corp 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 Sony Corp's pink sheet expected returns. We can calculate the autocorrelation of Sony Corp returns to help us make a trade decision. For example, suppose you find that Sony Corp 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 |
Sony Corp 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 Sony Corp pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sony Corp pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sony Corp pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Sony Corp Lagged Returns
When evaluating Sony Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sony Corp pink sheet have on its future price. Sony Corp 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, Sony Corp autocorrelation shows the relationship between Sony Corp pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Sony Corp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Sony Pink Sheet
Sony Corp financial ratios help investors to determine whether Sony 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 Sony with respect to the benefits of owning Sony Corp security.