Soitec SA (France) Market Value
| SOI Stock | EUR 56.35 0.40 0.71% |
| Symbol | Soitec |
Soitec SA '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 Soitec SA'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 Soitec SA.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Soitec SA on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Soitec SA or generate 0.0% return on investment in Soitec SA over 90 days. Soitec SA is related to or competes with Vallourec, Dassault Systemes, Teleperformance, and Worldline. Soitec S.A. designs and produces semiconductor materials worldwide More
Soitec SA 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 Soitec SA'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 Soitec SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 37.18 | |||
| Value At Risk | (4.94) | |||
| Potential Upside | 5.84 |
Soitec SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Soitec SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Soitec SA's standard deviation. In reality, there are many statistical measures that can use Soitec SA historical prices to predict the future Soitec SA's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.51) | |||
| Total Risk Alpha | 0.0508 | |||
| Treynor Ratio | (3.41) |
Soitec SA Backtested Returns
Soitec SA owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.12, which indicates the firm had a -0.12 % return per unit of risk over the last 3 months. Soitec SA exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Soitec SA's Coefficient Of Variation of (892.91), risk adjusted performance of (0.09), and Variance of 21.07 to confirm the risk estimate we provide. The entity has a beta of 0.15, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Soitec SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Soitec SA is expected to be smaller as well. At this point, Soitec SA has a negative expected return of -0.56%. Please make sure to validate Soitec SA's maximum drawdown, daily balance of power, period momentum indicator, as well as the relationship between the skewness and day typical price , to decide if Soitec SA performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.09 |
Virtually no predictability
Soitec SA has virtually no predictability. Overlapping area represents the amount of predictability between Soitec SA 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 Soitec SA price movement. The serial correlation of 0.09 indicates that less than 9.0% of current Soitec SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 84.05 |
Soitec SA lagged returns against current returns
Autocorrelation, which is Soitec SA 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 Soitec SA's stock expected returns. We can calculate the autocorrelation of Soitec SA returns to help us make a trade decision. For example, suppose you find that Soitec SA 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 |
Soitec SA 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 Soitec SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Soitec SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Soitec SA stock over time.
Current vs Lagged Prices |
| Timeline |
Soitec SA Lagged Returns
When evaluating Soitec SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Soitec SA stock have on its future price. Soitec SA 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, Soitec SA autocorrelation shows the relationship between Soitec SA stock current value and its past values and can show if there is a momentum factor associated with investing in Soitec 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.Other Information on Investing in Soitec Stock
Soitec SA financial ratios help investors to determine whether Soitec 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 Soitec with respect to the benefits of owning Soitec SA security.