Socit Gnrale Socit Stock Market Value
| SCGLF Stock | USD 26.90 0.20 0.75% |
| Symbol | Socit |
Socit Gnrale '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 Socit Gnrale'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 Socit Gnrale.
| 05/05/2022 |
| 04/24/2024 |
If you would invest 0.00 in Socit Gnrale on May 5, 2022 and sell it all today you would earn a total of 0.00 from holding Socit Gnrale Socit or generate 0.0% return on investment in Socit Gnrale over 720 days. Socit Gnrale is related to or competes with First Horizon, First Horizon, KB Financial, Banco Santander, National Bank, Banco Santander, and Equity Bancshares. Socit Gnrale Socit anonyme provides banking and financial services to individuals, businesses, and institutional investo... More
Socit Gnrale 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 Socit Gnrale'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 Socit Gnrale Socit upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.09 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 14.01 | |||
| Value At Risk | (3.28) | |||
| Potential Upside | 3.75 |
Socit Gnrale Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Socit Gnrale's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Socit Gnrale's standard deviation. In reality, there are many statistical measures that can use Socit Gnrale historical prices to predict the future Socit Gnrale's volatility.| Risk Adjusted Performance | 0.0221 | |||
| Jensen Alpha | 0.0778 | |||
| Total Risk Alpha | (0.23) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (0.09) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Socit Gnrale's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Socit Gnrale Socit Backtested Returns
We consider Socit Gnrale very steady. Socit Gnrale Socit owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0483, which indicates the firm had a 0.0483% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Socit Gnrale Socit, which you can use to evaluate the volatility of the company. Please validate Socit Gnrale's Semi Deviation of 1.5, risk adjusted performance of 0.0221, and Coefficient Of Variation of 4088.53 to confirm if the risk estimate we provide is consistent with the expected return of 0.1%. Socit Gnrale has a performance score of 3 on a scale of 0 to 100. The entity has a beta of -0.46, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Socit Gnrale are expected to decrease at a much lower rate. During the bear market, Socit Gnrale is likely to outperform the market. Socit Gnrale Socit right now has a risk of 2.1%. Please validate Socit Gnrale jensen alpha, semi variance, price action indicator, as well as the relationship between the maximum drawdown and daily balance of power , to decide if Socit Gnrale will be following its existing price patterns.
Auto-correlation | -0.05 |
Very weak reverse predictability
Socit Gnrale Socit has very weak reverse predictability. Overlapping area represents the amount of predictability between Socit Gnrale time series from 5th of May 2022 to 30th of April 2023 and 30th of April 2023 to 24th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Socit Gnrale Socit price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current Socit Gnrale price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 3.31 |
Socit Gnrale Socit lagged returns against current returns
Autocorrelation, which is Socit Gnrale 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 Socit Gnrale's pink sheet expected returns. We can calculate the autocorrelation of Socit Gnrale returns to help us make a trade decision. For example, suppose you find that Socit Gnrale 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 |
Socit Gnrale 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 Socit Gnrale pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Socit Gnrale pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Socit Gnrale pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Socit Gnrale Lagged Returns
When evaluating Socit Gnrale's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Socit Gnrale pink sheet have on its future price. Socit Gnrale 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, Socit Gnrale autocorrelation shows the relationship between Socit Gnrale pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Socit Gnrale Socit.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Check out Socit Gnrale Correlation, Socit Gnrale Volatility and Socit Gnrale Alpha and Beta module to complement your research on Socit Gnrale. You can also try the Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.
Complementary Tools for Socit Pink Sheet analysis
When running Socit Gnrale's price analysis, check to measure Socit Gnrale'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 Socit Gnrale is operating at the current time. Most of Socit Gnrale's value examination focuses on studying past and present price action to predict the probability of Socit Gnrale's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Socit Gnrale's price. Additionally, you may evaluate how the addition of Socit Gnrale to your portfolios can decrease your overall portfolio volatility.
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Socit Gnrale technical pink sheet 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, pink sheet market cycles, or different charting patterns.