Sopra Steria Correlations
| SOP Stock | EUR 199.10 2.90 1.48% |
The current 90-days correlation between Sopra Steria Group and Alten SA is 0.48 (i.e., Very weak diversification). The correlation of Sopra Steria is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Sopra Steria Correlation With Market
Good diversification
The correlation between Sopra Steria Group and DJI is -0.07 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Sopra Steria Group and DJI in the same portfolio, assuming nothing else is changed.
Sopra |
The ability to find closely correlated positions to Sopra Steria could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Sopra Steria when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Sopra Steria - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Sopra Steria Group to buy it.
Moving together with Sopra Stock
| 0.78 | WAVE | Wavestone SA Earnings Call This Week | PairCorr |
| 0.72 | AUB | Aubay Socit Anonyme | PairCorr |
| 0.71 | BNP | BNP Paribas SA Earnings Call Today | PairCorr |
| 0.82 | GLE | Societe Generale Earnings Call This Week | PairCorr |
| 0.78 | CS | AXA SA | PairCorr |
| 0.7 | TTE | TotalEnergies SE Earnings Call Today | PairCorr |
| 0.89 | ENGI | Engie SA | PairCorr |
| 0.74 | ALGEN | Genoway | PairCorr |
| 0.81 | LOUP | Societe LDC SA | PairCorr |
| 0.82 | 74SW | 74SW Earnings Call Today | PairCorr |
Moving against Sopra Stock
Related Correlations Analysis
| -0.28 | -0.54 | 0.27 | -0.16 | ATE | ||
| -0.28 | 0.43 | 0.29 | 0.75 | CAP | ||
| -0.54 | 0.43 | -0.68 | 0.44 | ATO | ||
| 0.27 | 0.29 | -0.68 | 0.12 | TRI | ||
| -0.16 | 0.75 | 0.44 | 0.12 | SK | ||
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Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
| High negative correlations
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Risk-Adjusted Indicators
There is a big difference between Sopra Stock performing well and Sopra Steria Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Sopra Steria's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| ATE | 1.61 | 0.02 | 0.00 | 0.11 | 0.00 | 2.91 | 17.94 | |||
| CAP | 1.29 | 0.12 | (0.04) | 1.67 | 1.45 | 3.40 | 11.24 | |||
| ATO | 2.03 | (0.42) | 0.00 | (1.64) | 0.00 | 4.70 | 16.97 | |||
| TRI | 1.28 | 0.73 | 0.42 | (14.27) | 0.34 | 2.74 | 13.71 | |||
| SK | 1.24 | 0.00 | 0.00 | 0.18 | 0.00 | 2.66 | 13.03 |
Be your own money manager
Our tools can tell you how much better you can do entering a position in Sopra Steria without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.Did you try this?
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Risk-Return AnalysisView associations between returns expected from investment and the risk you assume |
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Sopra Steria Corporate Management
Elected by the shareholders, the Sopra Steria's board of directors comprises two types of representatives: Sopra Steria inside directors who are chosen from within the company, and outside directors, selected externally and held independent of Sopra. The board's role is to monitor Sopra Steria's management team and ensure that shareholders' interests are well served. Sopra Steria's inside directors are responsible for reviewing and approving budgets prepared by upper management to implement core corporate initiatives and projects. On the other hand, Sopra Steria's outside directors are responsible for providing unbiased perspectives on the board's policies.
| Olivier Psaume | Head Relations | Profile | |
| Richard Wolff | Applications Systems | Profile | |
| Cyril Malarge | Group Officer | Profile | |
| Laurent Giovachini | Defence Strategy | Profile | |
| Etienne Vignaux | Chief Officer | Profile | |
| Yvane BernardHulin | Legal Director | Profile | |
| Pierre Pasquier | Founder Chairman | Profile |