Soder Sportfiske (Sweden) Market Value
| SODER Stock | 30.20 0.60 2.03% |
| Symbol | Soder |
Soder Sportfiske '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 Soder Sportfiske'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 Soder Sportfiske.
| 12/18/2024 |
| 03/18/2025 |
If you would invest 0.00 in Soder Sportfiske on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding Soder Sportfiske AB or generate 0.0% return on investment in Soder Sportfiske over 90 days. Soder Sportfiske is related to or competes with Truecaller, Dedicare, AddLife AB, and Desenio Group. More
Soder Sportfiske 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 Soder Sportfiske'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 Soder Sportfiske AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.61 | |||
| Information Ratio | 0.1146 | |||
| Maximum Drawdown | 27.27 | |||
| Value At Risk | (8.39) | |||
| Potential Upside | 6.71 |
Soder Sportfiske Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Soder Sportfiske's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Soder Sportfiske's standard deviation. In reality, there are many statistical measures that can use Soder Sportfiske historical prices to predict the future Soder Sportfiske's volatility.| Risk Adjusted Performance | 0.0931 | |||
| Jensen Alpha | 0.4329 | |||
| Total Risk Alpha | 0.9074 | |||
| Sortino Ratio | 0.1138 | |||
| Treynor Ratio | (72.25) |
Soder Sportfiske Backtested Returns
Soder Sportfiske appears to be not too volatile, given 3 months investment horizon. Soder Sportfiske owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0969, which indicates the firm had a 0.0969 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Soder Sportfiske AB, which you can use to evaluate the volatility of the company. Please review Soder Sportfiske's Coefficient Of Variation of 1032.16, semi deviation of 4.38, and Risk Adjusted Performance of 0.0931 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Soder Sportfiske holds a performance score of 7. The entity has a beta of -0.006, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Soder Sportfiske are expected to decrease at a much lower rate. During the bear market, Soder Sportfiske is likely to outperform the market. Please check Soder Sportfiske's potential upside, and the relationship between the total risk alpha and kurtosis , to make a quick decision on whether Soder Sportfiske's existing price patterns will revert.
Auto-correlation | -0.19 |
Insignificant reverse predictability
Soder Sportfiske AB has insignificant reverse predictability. Overlapping area represents the amount of predictability between Soder Sportfiske time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th 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 Soder Sportfiske price movement. The serial correlation of -0.19 indicates that over 19.0% of current Soder Sportfiske price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 1.75 |
Soder Sportfiske lagged returns against current returns
Autocorrelation, which is Soder Sportfiske 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 Soder Sportfiske's stock expected returns. We can calculate the autocorrelation of Soder Sportfiske returns to help us make a trade decision. For example, suppose you find that Soder Sportfiske 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 |
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Soder Sportfiske 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 Soder Sportfiske stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Soder Sportfiske stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Soder Sportfiske stock over time.
Current vs Lagged Prices |
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Soder Sportfiske Lagged Returns
When evaluating Soder Sportfiske's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Soder Sportfiske stock have on its future price. Soder Sportfiske 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, Soder Sportfiske autocorrelation shows the relationship between Soder Sportfiske stock current value and its past values and can show if there is a momentum factor associated with investing in Soder Sportfiske AB.
Regressed Prices |
| Timeline |
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Additional Tools for Soder Stock Analysis
When running Soder Sportfiske's price analysis, check to measure Soder Sportfiske's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Soder Sportfiske is operating at the current time. Most of Soder Sportfiske's value examination focuses on studying past and present price action to predict the probability of Soder Sportfiske's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Soder Sportfiske's price. Additionally, you may evaluate how the addition of Soder Sportfiske to your portfolios can decrease your overall portfolio volatility.