Sofina Socit Anonyme Stock Market Value
| SFNXF Stock | USD 320.40 0.00 0.00% |
| Symbol | Sofina |
Sofina Socit '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 Sofina Socit'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 Sofina Socit.
| 05/08/2025 |
| 08/06/2025 |
If you would invest 0.00 in Sofina Socit on May 8, 2025 and sell it all today you would earn a total of 0.00 from holding Sofina Socit Anonyme or generate 0.0% return on investment in Sofina Socit over 90 days. Sofina Socit is related to or competes with Stone Harbor, Groep Brussel, Partners, KBC Groep, 3i Group, and UCB SA. Sofina Socit Anonyme is a private equity and venture capital firm specializing in direct and fund of funds investments More
Sofina Socit 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 Sofina Socit'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 Sofina Socit Anonyme upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.106 | |||
| Maximum Drawdown | 34.27 |
Sofina Socit Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sofina Socit's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sofina Socit's standard deviation. In reality, there are many statistical measures that can use Sofina Socit historical prices to predict the future Sofina Socit's volatility.| Risk Adjusted Performance | 0.1104 | |||
| Jensen Alpha | 0.5271 | |||
| Total Risk Alpha | 0.0298 | |||
| Treynor Ratio | 1.62 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sofina Socit'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.
Sofina Socit Anonyme Backtested Returns
Sofina Socit appears to be very steady, given 3 months investment horizon. Sofina Socit Anonyme 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 Sofina Socit's technical indicators, you can evaluate if the expected return of 0.57% is justified by implied risk. Please review Sofina Socit's Variance of 19.25, coefficient of variation of 769.65, and Risk Adjusted Performance of 0.1104 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sofina Socit holds a performance score of 10. The entity has a beta of 0.35, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sofina Socit's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sofina Socit is expected to be smaller as well. Please check Sofina Socit's standard deviation and skewness , to make a quick decision on whether Sofina Socit's existing price patterns will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Sofina Socit Anonyme has no correlation between past and present. Overlapping area represents the amount of predictability between Sofina Socit time series from 8th of May 2025 to 22nd of June 2025 and 22nd of June 2025 to 6th of August 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 Sofina Socit Anonyme price movement. The serial correlation of 0.0 indicates that just 0.0% of current Sofina Socit price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 1710.53 |
Sofina Socit Anonyme lagged returns against current returns
Autocorrelation, which is Sofina Socit 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 Sofina Socit's pink sheet expected returns. We can calculate the autocorrelation of Sofina Socit returns to help us make a trade decision. For example, suppose you find that Sofina Socit 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 |
Sofina Socit 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 Sofina Socit pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sofina Socit pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sofina Socit pink sheet over time.
Current vs Lagged Prices |
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Sofina Socit Lagged Returns
When evaluating Sofina Socit's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sofina Socit pink sheet have on its future price. Sofina Socit 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, Sofina Socit autocorrelation shows the relationship between Sofina Socit pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Sofina Socit Anonyme.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Sofina Pink Sheet
Sofina Socit financial ratios help investors to determine whether Sofina 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 Sofina with respect to the benefits of owning Sofina Socit security.