Sony Group (Germany) Market Value
| SON1 Stock | EUR 20.83 0.37 1.75% |
| Symbol | Sony |
Sony Group '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 Sony Group'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 Sony Group.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Sony Group on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Sony Group Corp or generate 0.0% return on investment in Sony Group over 90 days. Sony Group is related to or competes with Samsung Electronics, Samsung Electronics, Sony, and Xiaomi. Sony Group Corporation designs, develops, produces, and sells electronic equipment, instruments, and devices for the con... More
Sony Group 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 Sony Group'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 Sony Group Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 9.35 | |||
| Value At Risk | (3.06) | |||
| Potential Upside | 3.71 |
Sony Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sony Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sony Group's standard deviation. In reality, there are many statistical measures that can use Sony Group historical prices to predict the future Sony Group's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.29) | |||
| Treynor Ratio | 3.66 |
Sony Group Corp Backtested Returns
Sony Group Corp 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. Sony Group Corp exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sony Group's Coefficient Of Variation of (14,610), variance of 3.64, and insignificant Risk Adjusted Performance to confirm the risk estimate we provide. The entity has a beta of -0.0063, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Sony Group are expected to decrease at a much lower rate. During the bear market, Sony Group is likely to outperform the market. At this point, Sony Group Corp has a negative expected return of -0.0123%. Please make sure to validate Sony Group's potential upside, kurtosis, and the relationship between the maximum drawdown and skewness , to decide if Sony Group Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.62 |
Very good reverse predictability
Sony Group Corp has very good reverse predictability. Overlapping area represents the amount of predictability between Sony Group time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Sony Group Corp price movement. The serial correlation of -0.62 indicates that roughly 62.0% of current Sony Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.62 | |
| Spearman Rank Test | -0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.55 |
Sony Group Corp lagged returns against current returns
Autocorrelation, which is Sony Group 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 Sony Group's stock expected returns. We can calculate the autocorrelation of Sony Group returns to help us make a trade decision. For example, suppose you find that Sony Group 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 |
Sony Group 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 Sony Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sony Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sony Group stock over time.
Current vs Lagged Prices |
| Timeline |
Sony Group Lagged Returns
When evaluating Sony Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sony Group stock have on its future price. Sony Group 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, Sony Group autocorrelation shows the relationship between Sony Group stock current value and its past values and can show if there is a momentum factor associated with investing in Sony Group Corp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Sony Stock
When determining whether Sony Group Corp offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Sony Group's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Sony Group Corp Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Sony Group Corp Stock:Check out Sony Group Correlation, Sony Group Volatility and Sony Group Alpha and Beta module to complement your research on Sony Group. You can also try the Share Portfolio module to track or share privately all of your investments from the convenience of any device.
Sony Group technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.