Sopra Steria (France) Market Value
| SOP Stock | EUR 185.70 1.30 0.70% |
| Symbol | Sopra |
Sopra Steria '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 Sopra Steria'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 Sopra Steria.
| 08/19/2023 |
| 12/11/2024 |
If you would invest 0.00 in Sopra Steria on August 19, 2023 and sell it all today you would earn a total of 0.00 from holding Sopra Steria Group or generate 0.0% return on investment in Sopra Steria over 480 days. Sopra Steria is related to or competes with Alten SA, Capgemini, Trigano SA, and SEB SA. Sopra Steria Group provides consulting, systems integration, software, and other solutions in France and internationally More
Sopra Steria 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 Sopra Steria'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 Sopra Steria Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.95 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 9.34 | |||
| Value At Risk | (3.22) | |||
| Potential Upside | 3.26 |
Sopra Steria Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sopra Steria's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sopra Steria's standard deviation. In reality, there are many statistical measures that can use Sopra Steria historical prices to predict the future Sopra Steria's volatility.| Risk Adjusted Performance | 0.0368 | |||
| Jensen Alpha | 0.092 | |||
| Total Risk Alpha | (0.23) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.41) |
Sopra Steria Group Backtested Returns
At this point, Sopra Steria is very steady. Sopra Steria Group owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0165, which indicates the firm had a 0.0165% return per unit of risk over the last 3 months. We have found thirty technical indicators for Sopra Steria Group, which you can use to evaluate the volatility of the company. Please validate Sopra Steria's Risk Adjusted Performance of 0.0368, semi deviation of 1.87, and Coefficient Of Variation of 2365.12 to confirm if the risk estimate we provide is consistent with the expected return of 0.0322%. Sopra Steria has a performance score of 1 on a scale of 0 to 100. The entity has a beta of -0.18, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Sopra Steria are expected to decrease at a much lower rate. During the bear market, Sopra Steria is likely to outperform the market. Sopra Steria Group right now has a risk of 1.94%. Please validate Sopra Steria expected short fall, day median price, and the relationship between the potential upside and accumulation distribution , to decide if Sopra Steria will be following its existing price patterns.
Auto-correlation | -0.28 |
Weak reverse predictability
Sopra Steria Group has weak reverse predictability. Overlapping area represents the amount of predictability between Sopra Steria time series from 19th of August 2023 to 15th of April 2024 and 15th of April 2024 to 11th 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 Sopra Steria Group price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current Sopra Steria price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.28 | |
| Spearman Rank Test | -0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 286.01 |
Sopra Steria Group lagged returns against current returns
Autocorrelation, which is Sopra Steria 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 Sopra Steria's stock expected returns. We can calculate the autocorrelation of Sopra Steria returns to help us make a trade decision. For example, suppose you find that Sopra Steria 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 |
Sopra Steria 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 Sopra Steria stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sopra Steria stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sopra Steria stock over time.
Current vs Lagged Prices |
| Timeline |
Sopra Steria Lagged Returns
When evaluating Sopra Steria's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sopra Steria stock have on its future price. Sopra Steria 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, Sopra Steria autocorrelation shows the relationship between Sopra Steria stock current value and its past values and can show if there is a momentum factor associated with investing in Sopra Steria Group.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Sopra Stock
Sopra Steria financial ratios help investors to determine whether Sopra 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 Sopra with respect to the benefits of owning Sopra Steria security.