Total Soft (Korea) Market Value
| 045340 Stock | KRW 7,440 200.00 2.76% |
| Symbol | Total |
Total Soft '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 Total Soft'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 Total Soft.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Total Soft on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Total Soft Bank or generate 0.0% return on investment in Total Soft over 90 days. Total Soft is related to or competes with Bohae Brewery, Hana Materials, Ssangyong Materials, Hyosung Advanced, PI Advanced, LG Chemicals, and Hannong Chemicals. Total Soft Bank Ltd. develops and sells management software solutions for the maritime and port logistics industry in South Korea. More
Total Soft 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 Total Soft'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 Total Soft Bank upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 13.29 | |||
| Value At Risk | (5.69) | |||
| Potential Upside | 6.96 |
Total Soft Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Total Soft's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Total Soft's standard deviation. In reality, there are many statistical measures that can use Total Soft historical prices to predict the future Total Soft's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.30) | |||
| Total Risk Alpha | (1.04) | |||
| Treynor Ratio | 10.23 |
Total Soft Bank Backtested Returns
Total Soft Bank 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. Total Soft Bank exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Total Soft's Risk Adjusted Performance of (0.06), coefficient of variation of (1,333), and Variance of 15.44 to confirm the risk estimate we provide. The entity has a beta of -0.0298, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Total Soft are expected to decrease at a much lower rate. During the bear market, Total Soft is likely to outperform the market. At this point, Total Soft Bank has a negative expected return of -0.026%. Please make sure to validate Total Soft's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if Total Soft Bank performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.84 |
Excellent reverse predictability
Total Soft Bank has excellent reverse predictability. Overlapping area represents the amount of predictability between Total Soft time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Total Soft Bank price movement. The serial correlation of -0.84 indicates that around 84.0% of current Total Soft price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.84 | |
| Spearman Rank Test | -0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 174.9 K |
Total Soft Bank lagged returns against current returns
Autocorrelation, which is Total Soft 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 Total Soft's stock expected returns. We can calculate the autocorrelation of Total Soft returns to help us make a trade decision. For example, suppose you find that Total Soft 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 |
Total Soft 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 Total Soft stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Total Soft stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Total Soft stock over time.
Current vs Lagged Prices |
| Timeline |
Total Soft Lagged Returns
When evaluating Total Soft's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Total Soft stock have on its future price. Total Soft 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, Total Soft autocorrelation shows the relationship between Total Soft stock current value and its past values and can show if there is a momentum factor associated with investing in Total Soft Bank.
Regressed Prices |
| Timeline |
Pair Trading with Total Soft
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Total Soft position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Total Soft will appreciate offsetting losses from the drop in the long position's value.Moving together with Total Stock
Moving against Total Stock
The ability to find closely correlated positions to Total Soft could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Total Soft 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 Total Soft - 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 Total Soft Bank to buy it.
The correlation of Total Soft 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 perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Total Soft moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Total Soft Bank moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Total Soft can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Total Stock
Total Soft financial ratios help investors to determine whether Total 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 Total with respect to the benefits of owning Total Soft security.