SOS (Germany) Market Value
| 2C3 Stock | EUR 6.55 0.05 0.76% |
| Symbol | SOS |
Please note, there is a significant difference between SOS's value and its price as these two are different measures arrived at by different means. Investors typically determine if SOS is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SOS'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.
SOS '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 SOS'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 SOS.
| 01/05/2023 |
| 12/25/2024 |
SOS 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 SOS'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 SOS LTD A upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.82 | |||
| Information Ratio | 0.0281 | |||
| Maximum Drawdown | 95.41 | |||
| Value At Risk | (15.38) | |||
| Potential Upside | 19.55 |
SOS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SOS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SOS's standard deviation. In reality, there are many statistical measures that can use SOS historical prices to predict the future SOS's volatility.| Risk Adjusted Performance | 0.0346 | |||
| Jensen Alpha | 0.3836 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | 0.0462 | |||
| Treynor Ratio | 1.09 |
SOS LTD A Backtested Returns
SOS LTD A owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0084, which indicates the firm had a -0.0084% return per unit of standard deviation over the last 3 months. SOS LTD A exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SOS's coefficient of variation of 3170.43, and Risk Adjusted Performance of 0.0346 to confirm the risk estimate we provide. The entity has a beta of 0.36, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SOS's returns are expected to increase less than the market. However, during the bear market, the loss of holding SOS is expected to be smaller as well. At this point, SOS LTD A has a negative expected return of -0.11%. Please make sure to validate SOS's coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the information ratio and total risk alpha , to decide if SOS LTD A performance from the past will be repeated at some future point.
Auto-correlation | 0.48 |
Average predictability
SOS LTD A has average predictability. Overlapping area represents the amount of predictability between SOS time series from 5th of January 2023 to 31st of December 2023 and 31st of December 2023 to 25th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of SOS LTD A price movement. The serial correlation of 0.48 indicates that about 48.0% of current SOS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.48 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 252.86 |
SOS LTD A lagged returns against current returns
Autocorrelation, which is SOS 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 SOS's stock expected returns. We can calculate the autocorrelation of SOS returns to help us make a trade decision. For example, suppose you find that SOS has exhibited high autocorrelation historically, and you observe that the 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 |
SOS 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 SOS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SOS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SOS stock over time.
Current vs Lagged Prices |
| Timeline |
SOS Lagged Returns
When evaluating SOS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SOS stock have on its future price. SOS 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, SOS autocorrelation shows the relationship between SOS stock current value and its past values and can show if there is a momentum factor associated with investing in SOS LTD A.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in SOS Stock
SOS financial ratios help investors to determine whether SOS Stock 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 SOS with respect to the benefits of owning SOS security.