Sanofi Stock Market Value
| SNYNF Stock | USD 95.42 2.10 2.15% |
| Symbol | Sanofi |
Sanofi '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 Sanofi'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 Sanofi.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Sanofi on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Sanofi or generate 0.0% return on investment in Sanofi over 90 days. Sanofi is related to or competes with Novartis, AstraZeneca PLC, GlaxoSmithKline PLC, Roche Holding, Bristol Myers, Sanofi ADR, and Merck. Sanofi, together with its subsidiaries, engages in the research, development, manufacture, and marketing of therapeutic ... More
Sanofi 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 Sanofi'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 Sanofi upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.94 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 14.56 | |||
| Value At Risk | (3.39) | |||
| Potential Upside | 3.59 |
Sanofi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sanofi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sanofi's standard deviation. In reality, there are many statistical measures that can use Sanofi historical prices to predict the future Sanofi's volatility.| Risk Adjusted Performance | 0.0089 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.48) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | (0.03) |
Sanofi Backtested Returns
Sanofi owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0304, which indicates the firm had a -0.0304 % return per unit of risk over the last 3 months. Sanofi exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sanofi's Semi Deviation of 2.35, coefficient of variation of 37662.3, and Risk Adjusted Performance of 0.0089 to confirm the risk estimate we provide. The entity has a beta of 0.0909, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sanofi's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sanofi is expected to be smaller as well. At this point, Sanofi has a negative expected return of -0.0795%. Please make sure to validate Sanofi's value at risk, as well as the relationship between the skewness and day typical price , to decide if Sanofi performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.14 |
Insignificant predictability
Sanofi has insignificant predictability. Overlapping area represents the amount of predictability between Sanofi 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 Sanofi price movement. The serial correlation of 0.14 indicates that less than 14.0% of current Sanofi price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.14 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 4.54 |
Sanofi lagged returns against current returns
Autocorrelation, which is Sanofi 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 Sanofi's pink sheet expected returns. We can calculate the autocorrelation of Sanofi returns to help us make a trade decision. For example, suppose you find that Sanofi 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 |
Sanofi 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 Sanofi pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sanofi pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sanofi pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Sanofi Lagged Returns
When evaluating Sanofi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sanofi pink sheet have on its future price. Sanofi 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, Sanofi autocorrelation shows the relationship between Sanofi pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Sanofi.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Sanofi Pink Sheet
Sanofi financial ratios help investors to determine whether Sanofi 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 Sanofi with respect to the benefits of owning Sanofi security.