Solvay Sa Stock Market Value
| SVYSF Stock | USD 37.75 0.28 0.75% |
| Symbol | Solvay |
Solvay 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 Solvay SA'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 Solvay SA.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Solvay SA on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Solvay SA or generate 0.0% return on investment in Solvay SA over 90 days. Solvay SA is related to or competes with Orbia Advance, Sumitomo Chemical, Braskem SA, Dow, Celanese, Huntsman, and BASF SE. Solvay SA provides advanced materials and specialty chemicals worldwide More
Solvay 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 Solvay SA'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 Solvay SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.61 | |||
| Information Ratio | 0.1606 | |||
| Maximum Drawdown | 11.46 | |||
| Value At Risk | (4.08) | |||
| Potential Upside | 6.21 |
Solvay SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Solvay SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Solvay SA's standard deviation. In reality, there are many statistical measures that can use Solvay SA historical prices to predict the future Solvay SA's volatility.| Risk Adjusted Performance | 0.1146 | |||
| Jensen Alpha | 0.3339 | |||
| Total Risk Alpha | 0.6611 | |||
| Sortino Ratio | 0.1658 | |||
| Treynor Ratio | 3.47 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Solvay SA'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.
Solvay SA Backtested Returns
Solvay SA appears to be very steady, given 3 months investment horizon. Solvay SA owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the firm had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Solvay SA, which you can use to evaluate the volatility of the company. Please review Solvay SA's Semi Deviation of 1.75, coefficient of variation of 807.48, and Risk Adjusted Performance of 0.1146 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Solvay SA holds a performance score of 8. The entity has a beta of 0.0934, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Solvay SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Solvay SA is expected to be smaller as well. Please check Solvay SA's expected short fall, and the relationship between the maximum drawdown and rate of daily change , to make a quick decision on whether Solvay SA's existing price patterns will revert.
Auto-correlation | -0.37 |
Poor reverse predictability
Solvay SA has poor reverse predictability. Overlapping area represents the amount of predictability between Solvay SA time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Solvay SA price movement. The serial correlation of -0.37 indicates that just about 37.0% of current Solvay SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.37 | |
| Spearman Rank Test | -0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 1.31 |
Solvay SA lagged returns against current returns
Autocorrelation, which is Solvay SA 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 Solvay SA's pink sheet expected returns. We can calculate the autocorrelation of Solvay SA returns to help us make a trade decision. For example, suppose you find that Solvay SA 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 |
Solvay 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 Solvay SA pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Solvay SA pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Solvay SA pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Solvay SA Lagged Returns
When evaluating Solvay SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Solvay SA pink sheet have on its future price. Solvay 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, Solvay SA autocorrelation shows the relationship between Solvay SA pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Solvay SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Solvay Pink Sheet
Solvay SA financial ratios help investors to determine whether Solvay 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 Solvay with respect to the benefits of owning Solvay SA security.