Sono Group Nv Stock Market Value
| SEVCF Stock | 5.99 0.51 7.85% |
| Symbol | Sono |
Sono Group '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 Sono Group's otc 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 Sono Group.
| 05/01/2025 |
| 07/30/2025 |
If you would invest 0.00 in Sono Group on May 1, 2025 and sell it all today you would earn a total of 0.00 from holding Sono Group NV or generate 0.0% return on investment in Sono Group over 90 days.
Sono Group 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 Sono Group's otc 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 Sono Group NV upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 62.19 | |||
| Value At Risk | (15.62) | |||
| Potential Upside | 16.67 |
Sono Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sono Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sono Group's standard deviation. In reality, there are many statistical measures that can use Sono Group historical prices to predict the future Sono Group's volatility.| Risk Adjusted Performance | 0.0035 | |||
| Jensen Alpha | (0.19) | |||
| Total Risk Alpha | (2.24) | |||
| Treynor Ratio | (0.14) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sono Group'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.
Sono Group NV Backtested Returns
Sono Group NV owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the firm had a close to zero % return per unit of risk over the last 3 months. Sono Group NV exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sono Group's Risk Adjusted Performance of 0.0035, coefficient of variation of (13,157), and Variance of 111.05 to confirm the risk estimate we provide. The entity has a beta of 0.66, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sono Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sono Group is expected to be smaller as well. At this point, Sono Group NV has a negative expected return of -0.0801%. Please make sure to validate Sono Group's skewness, as well as the relationship between the rate of daily change and price action indicator , to decide if Sono Group NV performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.53 |
Modest predictability
Sono Group NV has modest predictability. Overlapping area represents the amount of predictability between Sono Group time series from 1st of May 2025 to 15th of June 2025 and 15th of June 2025 to 30th 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 Sono Group NV price movement. The serial correlation of 0.53 indicates that about 53.0% of current Sono Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 1.3 |
Sono Group NV lagged returns against current returns
Autocorrelation, which is Sono Group otc 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 Sono Group's otc stock expected returns. We can calculate the autocorrelation of Sono Group returns to help us make a trade decision. For example, suppose you find that Sono Group has exhibited high autocorrelation historically, and you observe that the otc 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 |
Sono Group 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 Sono Group otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sono Group otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sono Group otc stock over time.
Current vs Lagged Prices |
| Timeline |
Sono Group Lagged Returns
When evaluating Sono Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sono Group otc stock have on its future price. Sono Group 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, Sono Group autocorrelation shows the relationship between Sono Group otc stock current value and its past values and can show if there is a momentum factor associated with investing in Sono Group NV.
Regressed Prices |
| Timeline |