Sozap Publ (Sweden) Market Value
| SOZAP Stock | 0.48 0.01 2.13% |
| Symbol | Sozap |
Sozap Publ '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 Sozap Publ'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 Sozap Publ.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Sozap Publ on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Sozap Publ AB or generate 0.0% return on investment in Sozap Publ over 90 days. Sozap Publ is related to or competes with Insplorion, KABE Group, IAR Systems, Mekonomen, Embellence Group, Clinical Laserthermia, and EEducation Albert. More
Sozap Publ 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 Sozap Publ'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 Sozap Publ AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 16.43 | |||
| Information Ratio | 0.0348 | |||
| Maximum Drawdown | 88.17 | |||
| Value At Risk | (25.00) | |||
| Potential Upside | 30.0 |
Sozap Publ Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sozap Publ's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sozap Publ's standard deviation. In reality, there are many statistical measures that can use Sozap Publ historical prices to predict the future Sozap Publ's volatility.| Risk Adjusted Performance | 0.05 | |||
| Jensen Alpha | 0.1528 | |||
| Total Risk Alpha | (1.58) | |||
| Sortino Ratio | 0.0345 | |||
| Treynor Ratio | 0.1675 |
Sozap Publ AB Backtested Returns
Sozap Publ is out of control given 3 months investment horizon. Sozap Publ AB owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.084, which indicates the firm had a 0.084 % return per unit of risk over the last 3 months. We are able to interpolate and collect twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.34% are justified by taking the suggested risk. Use Sozap Publ AB Risk Adjusted Performance of 0.05, coefficient of variation of 2300.89, and Semi Deviation of 13.56 to evaluate company specific risk that cannot be diversified away. Sozap Publ holds a performance score of 6 on a scale of zero to a hundred. The entity has a beta of 4.17, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Sozap Publ will likely underperform. Use Sozap Publ AB maximum drawdown, expected short fall, as well as the relationship between the Expected Short fall and day median price , to analyze future returns on Sozap Publ AB.
Auto-correlation | 0.14 |
Insignificant predictability
Sozap Publ AB has insignificant predictability. Overlapping area represents the amount of predictability between Sozap Publ time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Sozap Publ AB price movement. The serial correlation of 0.14 indicates that less than 14.0% of current Sozap Publ price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.14 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Sozap Publ AB lagged returns against current returns
Autocorrelation, which is Sozap Publ 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 Sozap Publ's stock expected returns. We can calculate the autocorrelation of Sozap Publ returns to help us make a trade decision. For example, suppose you find that Sozap Publ 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 |
Sozap Publ 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 Sozap Publ stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sozap Publ stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sozap Publ stock over time.
Current vs Lagged Prices |
| Timeline |
Sozap Publ Lagged Returns
When evaluating Sozap Publ's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sozap Publ stock have on its future price. Sozap Publ 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, Sozap Publ autocorrelation shows the relationship between Sozap Publ stock current value and its past values and can show if there is a momentum factor associated with investing in Sozap Publ AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Sozap Stock Analysis
When running Sozap Publ's price analysis, check to measure Sozap Publ's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Sozap Publ is operating at the current time. Most of Sozap Publ's value examination focuses on studying past and present price action to predict the probability of Sozap Publ's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sozap Publ's price. Additionally, you may evaluate how the addition of Sozap Publ to your portfolios can decrease your overall portfolio volatility.