Sparebanken Ost Asa Stock Z Score
| 0G45 Stock | 81.94 0.16 0.19% |
What is Altman Z-Score?
The Altman Z-Score is one of the most widely-used financial formulas to predict bankruptcy risk. Developed by Edward Altman in 1968, this model combines five key financial ratios to generate a single score that indicates the likelihood of financial distress within two years.
How to Interpret Sparebanken Ost Z-Score
Z-Score above 3.0: Safe zone - Low bankruptcy risk
Z-Score 2.7 - 3.0: Gray zone - Moderate risk
Z-Score 1.8 - 2.7: Warning zone - Elevated risk
Z-Score below 1.8: Distress zone - High bankruptcy risk
Why Sparebanken Ost Z-Score Matters
Investors use the Z-Score to assess financial health before making investment decisions. A declining Z-Score over time may signal deteriorating fundamentals, while an improving score suggests strengthening financial position. The model evaluates five critical metrics: working capital to assets, retained earnings to assets, EBIT to assets, market value of equity to total liabilities, and sales to assets.
Sparebanken Ost Z-Score Analysis
The module uses available fundamental data of Sparebanken Ost to calculate the Altman Z score based on five fundamental metrics from the company's most recent public disclosure documents. Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Sparebanken Ost ASA. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in inflation.
Sparebanken | Z Score |
Sparebanken Ost '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 Sparebanken Ost'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 Sparebanken Ost.
| 12/05/2025 |
| 03/05/2026 |
If you would invest 0.00 in Sparebanken Ost on December 5, 2025 and sell it all today you would earn a total of 0.00 from holding Sparebanken Ost ASA or generate 0.0% return on investment in Sparebanken Ost over 90 days. Sparebanken Ost is related to or competes with Ashtead Technology, MTI Wireless, Made Tech, Ecclesiastical Insurance, Young Cos, Napatech, and Playtech Plc. Sparebanken Ost is entity of United Kingdom More
Sparebanken Ost 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 Sparebanken Ost'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 Sparebanken Ost ASA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.3 | |||
| Information Ratio | 0.0685 | |||
| Maximum Drawdown | 10.76 | |||
| Value At Risk | (1.78) | |||
| Potential Upside | 2.79 |
Sparebanken Ost Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sparebanken Ost's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sparebanken Ost's standard deviation. In reality, there are many statistical measures that can use Sparebanken Ost historical prices to predict the future Sparebanken Ost's volatility.| Risk Adjusted Performance | 0.0789 | |||
| Jensen Alpha | 0.1293 | |||
| Total Risk Alpha | 0.0681 | |||
| Sortino Ratio | 0.0438 | |||
| Treynor Ratio | 0.8219 |
Sparebanken Ost March 5, 2026 Technical Indicators
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| Risk Adjusted Performance | 0.0789 | |||
| Market Risk Adjusted Performance | 0.8319 | |||
| Mean Deviation | 0.8361 | |||
| Semi Deviation | 1.1 | |||
| Downside Deviation | 2.3 | |||
| Coefficient Of Variation | 1015.69 | |||
| Standard Deviation | 1.47 | |||
| Variance | 2.17 | |||
| Information Ratio | 0.0685 | |||
| Jensen Alpha | 0.1293 | |||
| Total Risk Alpha | 0.0681 | |||
| Sortino Ratio | 0.0438 | |||
| Treynor Ratio | 0.8219 | |||
| Maximum Drawdown | 10.76 | |||
| Value At Risk | (1.78) | |||
| Potential Upside | 2.79 | |||
| Downside Variance | 5.29 | |||
| Semi Variance | 1.2 | |||
| Expected Short fall | (1.68) | |||
| Skewness | (0.37) | |||
| Kurtosis | 5.43 |
Sparebanken Ost ASA Backtested Returns
Sparebanken Ost appears to be very steady, given 3 months investment horizon. Sparebanken Ost ASA owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.29, which indicates the firm had a 0.29 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Sparebanken Ost ASA, which you can use to evaluate the volatility of the company. Please review Sparebanken Ost's Risk Adjusted Performance of 0.0789, semi deviation of 1.1, and Coefficient Of Variation of 1015.69 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sparebanken Ost holds a performance score of 22. The entity has a beta of 0.16, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sparebanken Ost's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sparebanken Ost is expected to be smaller as well. Please check Sparebanken Ost's semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to make a quick decision on whether Sparebanken Ost's existing price patterns will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Sparebanken Ost ASA has no correlation between past and present. Overlapping area represents the amount of predictability between Sparebanken Ost time series from 5th of December 2025 to 19th of January 2026 and 19th of January 2026 to 5th of March 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Sparebanken Ost ASA price movement. The serial correlation of 0.0 indicates that just 0.0% of current Sparebanken Ost price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.86 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
To calculate a Z-Score, one would need to know a company's current working capital, its total assets and liabilities, and the amount of its latest earnings as well as earnings before interest and tax. Z-Scores can be used to compare the odds of bankruptcy of companies in a similar line of business or firms operating in the same industry. Companies with Z-Scores above 3.1 are generally considered to be stable and healthy with a low probability of bankruptcy. Scores that fall between 1.8 and 3.1 lie in a so-called 'grey area,' with scores of less than 1 indicating the highest probability of distress. Z Score is a used widely measure by financial auditors, accountants, money managers, loan processors, wealth advisers, and day traders. In the last 25 years, many financial models that utilize z-scores proved it to be successful as a predictor of corporate bankruptcy.
| Competition |
In accordance with the company's disclosures, Sparebanken Ost ASA has a Z Score of 0.0. This is 100.0% lower than that of the Oil, Gas & Consumable Fuels sector and about the same as Energy (which currently averages 0.0) industry. The z score for all United Kingdom stocks is 100.0% higher than that of the company.
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Sparebanken Fundamentals
| Return On Equity | 0.1 | ||||
| Return On Asset | 0.0113 | ||||
| Profit Margin | 0.51 % | ||||
| Operating Margin | 0.56 % | ||||
| Current Valuation | 15.95 B | ||||
| Shares Owned By Insiders | 20.46 % | ||||
| Shares Owned By Institutions | 17.35 % | ||||
| Revenue | 1.02 B | ||||
| Gross Profit | 1.02 B | ||||
| Net Income | 492.9 M | ||||
| Book Value Per Share | 226.28 X | ||||
| Earnings Per Share | 5.09 X | ||||
| Number Of Employees | 196 | ||||
| Beta | 0.2 | ||||
| Retained Earnings | 3.06 B | ||||
| Last Dividend Paid | 6.9 |
About Sparebanken Ost Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Sparebanken Ost ASA's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Sparebanken Ost using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Sparebanken Ost ASA based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
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When running Sparebanken Ost's price analysis, check to measure Sparebanken Ost'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 Sparebanken Ost is operating at the current time. Most of Sparebanken Ost's value examination focuses on studying past and present price action to predict the probability of Sparebanken Ost's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sparebanken Ost's price. Additionally, you may evaluate how the addition of Sparebanken Ost to your portfolios can decrease your overall portfolio volatility.