Sasol's market value is the price at which a share of Sasol trades on a public exchange. It measures the collective expectations of Sasol Limited investors about its performance. Sasol is trading at 4.99 as of the 27th of July 2025. This is a 0.2 percent decrease since the beginning of the trading day. The stock's lowest day price was 4.99. With this module, you can estimate the performance of a buy and hold strategy of Sasol Limited and determine expected loss or profit from investing in Sasol over a given investment horizon. Check out Sasol Correlation, Sasol Volatility and Sasol Alpha and Beta module to complement your research on Sasol. For more detail on how to invest in Sasol Pink Sheet please use our How to Invest in Sasol guide.
Please note, there is a significant difference between Sasol's value and its price as these two are different measures arrived at by different means. Investors typically determine if Sasol is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sasol's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Sasol '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 Sasol'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 Sasol.
0.00
04/28/2025
No Change 0.00
0.0
In 3 months and 1 day
07/27/2025
0.00
If you would invest 0.00 in Sasol on April 28, 2025 and sell it all today you would earn a total of 0.00 from holding Sasol Limited or generate 0.0% return on investment in Sasol over 90 days. Sasol is related to or competes with Sasol, Albemarle Corp, Repsol SA, Equinor ASA, Eni SpA, TotalEnergies, and OMV AG. Sasol Limited, together with its subsidiaries, operates as an integrated chemical and energy company in South Africa More
Sasol 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 Sasol'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 Sasol Limited upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sasol's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sasol's standard deviation. In reality, there are many statistical measures that can use Sasol historical prices to predict the future Sasol's volatility.
Sasol appears to be relatively risky, given 3 months investment horizon. Sasol Limited owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the firm had a 0.13 % return per unit of risk over the last 3 months. By inspecting Sasol's technical indicators, you can evaluate if the expected return of 0.61% is justified by implied risk. Please review Sasol's Risk Adjusted Performance of 0.1063, coefficient of variation of 792.04, and Variance of 21.6 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sasol holds a performance score of 10. The entity has a beta of 0.26, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sasol's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sasol is expected to be smaller as well. Please check Sasol's treynor ratio, daily balance of power, as well as the relationship between the Daily Balance Of Power and price action indicator , to make a quick decision on whether Sasol's existing price patterns will revert.
Auto-correlation
0.64
Good predictability
Sasol Limited has good predictability. Overlapping area represents the amount of predictability between Sasol time series from 28th of April 2025 to 12th of June 2025 and 12th of June 2025 to 27th of July 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 Sasol Limited price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current Sasol price fluctuation can be explain by its past prices.
Correlation Coefficient
0.64
Spearman Rank Test
0.65
Residual Average
0.0
Price Variance
0.05
Sasol Limited lagged returns against current returns
Autocorrelation, which is Sasol 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 Sasol's pink sheet expected returns. We can calculate the autocorrelation of Sasol returns to help us make a trade decision. For example, suppose you find that Sasol 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
Sasol 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 Sasol pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sasol pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sasol pink sheet over time.
Current vs Lagged Prices
Timeline
Sasol Lagged Returns
When evaluating Sasol's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sasol pink sheet have on its future price. Sasol 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, Sasol autocorrelation shows the relationship between Sasol pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Sasol Limited.
Other Information on Investing in Sasol Pink Sheet
Sasol financial ratios help investors to determine whether Sasol 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 Sasol with respect to the benefits of owning Sasol security.