Sony (Germany) Market Value
| SONA Stock | EUR 20.20 0.20 0.98% |
| Symbol | Sony |
Sony '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'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.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Sony on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Sony Group or generate 0.0% return on investment in Sony over 90 days. Sony is related to or competes with Samsung Electronics, Samsung Electronics, Sony Group, Xiaomi. Sony Corporation designs, develops, produces, and sells electronic equipment, instruments, and devices for the consumer,... More
Sony 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'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 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.29 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 11.82 | |||
| Value At Risk | (2.78) | |||
| Potential Upside | 3.7 |
Sony Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sony's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sony's standard deviation. In reality, there are many statistical measures that can use Sony historical prices to predict the future Sony's volatility.| Risk Adjusted Performance | 0.0158 | |||
| Jensen Alpha | 0.0689 | |||
| Total Risk Alpha | (0.29) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | (0.03) |
Sony Group Backtested Returns
At this point, Sony is not too volatile. Sony Group owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0108, which indicates the firm had a 0.0108 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Sony Group, which you can use to evaluate the volatility of the company. Please validate Sony's Risk Adjusted Performance of 0.0158, semi deviation of 1.96, and Coefficient Of Variation of 9301.72 to confirm if the risk estimate we provide is consistent with the expected return of 0.0236%. The entity has a beta of -0.42, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Sony are expected to decrease at a much lower rate. During the bear market, Sony is likely to outperform the market. Sony Group right now has a risk of 2.19%. Please validate Sony total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to decide if Sony will be following its existing price patterns.
Auto-correlation | -0.66 |
Very good reverse predictability
Sony Group has very good reverse predictability. Overlapping area represents the amount of predictability between Sony 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 price movement. The serial correlation of -0.66 indicates that around 66.0% of current Sony price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.66 | |
| Spearman Rank Test | -0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 0.66 |
Sony Group lagged returns against current returns
Autocorrelation, which is Sony 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's stock expected returns. We can calculate the autocorrelation of Sony returns to help us make a trade decision. For example, suppose you find that Sony 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 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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sony stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sony stock over time.
Current vs Lagged Prices |
| Timeline |
Sony Lagged Returns
When evaluating Sony's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sony stock have on its future price. Sony 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 autocorrelation shows the relationship between Sony stock current value and its past values and can show if there is a momentum factor associated with investing in Sony Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Sony Stock
Sony financial ratios help investors to determine whether Sony 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 Sony with respect to the benefits of owning Sony security.