Sasol Stock Market Value
| SSL Stock | USD 7.07 0.10 1.39% |
| Symbol | Sasol |
Sasol Price To Book Ratio
Is Sasol's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Sasol. If investors know Sasol will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Sasol listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.41) | Dividend Share 12 | Earnings Share 0.68 | Revenue Per Share 438.314 | Quarterly Revenue Growth (0.09) |
The market value of Sasol is measured differently than its book value, which is the value of Sasol that is recorded on the company's balance sheet. Investors also form their own opinion of Sasol's value that differs from its market value or its book value, called intrinsic value, which is Sasol's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Sasol's market value can be influenced by many factors that don't directly affect Sasol's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Sasol's value and its price as these two are different measures arrived at by different means. Investors typically determine if Sasol is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sasol's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Sasol '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 Sasol'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 Sasol.
| 03/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in Sasol on March 26, 2024 and sell it all today you would earn a total of 0.00 from holding Sasol or generate 0.0% return on investment in Sasol over 30 days. Sasol is related to or competes with Minerals Technologies, Innospec, H B, Cabot, Oil Dri, Sensient Technologies, and Northern Technologies. Sasol Limited, together with its subsidiaries, operates as an integrated chemical and energy company in South Africa More
Sasol 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 Sasol'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 Sasol upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 11.75 | |||
| Value At Risk | (4.67) | |||
| Potential Upside | 4.22 |
Sasol Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sasol's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sasol's standard deviation. In reality, there are many statistical measures that can use Sasol historical prices to predict the future Sasol's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.36) | |||
| Total Risk Alpha | (0.64) | |||
| Treynor Ratio | (0.11) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sasol'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.
Sasol Backtested Returns
Sasol owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0809, which indicates the firm had a -0.0809% return per unit of risk over the last 3 months. Sasol exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sasol's Variance of 9.95, coefficient of variation of (1,613), and Risk Adjusted Performance of (0.03) to confirm the risk estimate we provide. The entity has a beta of 1.8, 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, Sasol will likely underperform. Sasol has an expected return of -0.26%. Please make sure to validate Sasol value at risk, daily balance of power, as well as the relationship between the Daily Balance Of Power and price action indicator , to decide if Sasol performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.94 |
Near perfect reversele predictability
Sasol has near perfect reversele predictability. Overlapping area represents the amount of predictability between Sasol time series from 26th of March 2024 to 10th of April 2024 and 10th of April 2024 to 25th 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 Sasol price movement. The serial correlation of -0.94 indicates that approximately 94.0% of current Sasol price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.94 | |
| Spearman Rank Test | -0.9 | |
| Residual Average | 0.0 | |
| Price Variance | 0.32 |
Sasol lagged returns against current returns
Autocorrelation, which is Sasol 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 Sasol's stock expected returns. We can calculate the autocorrelation of Sasol returns to help us make a trade decision. For example, suppose you find that Sasol 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 |
Sasol 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 Sasol stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sasol stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sasol stock over time.
Current vs Lagged Prices |
| Timeline |
Sasol Lagged Returns
When evaluating Sasol's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sasol stock have on its future price. Sasol 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, Sasol autocorrelation shows the relationship between Sasol stock current value and its past values and can show if there is a momentum factor associated with investing in Sasol.
Regressed Prices |
| Timeline |
Sasol Investors Sentiment
The influence of Sasol's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Sasol. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Sasol's public news can be used to forecast risks associated with an investment in Sasol. The trend in average sentiment can be used to explain how an investor holding Sasol can time the market purely based on public headlines and social activities around Sasol. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Sasol's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Sasol's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Sasol's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Sasol.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Sasol in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Sasol's short interest history, or implied volatility extrapolated from Sasol options trading.
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When determining whether Sasol is a strong investment it is important to analyze Sasol's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Sasol's future performance. For an informed investment choice regarding Sasol Stock, refer to the following important reports:Check out Sasol Correlation, Sasol Volatility and Sasol Alpha and Beta module to complement your research on Sasol. For more information on how to buy Sasol Stock please use our How to buy in Sasol Stock guide.You can also try the Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
Complementary Tools for Sasol Stock analysis
When running Sasol's price analysis, check to measure Sasol'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 Sasol is operating at the current time. Most of Sasol's value examination focuses on studying past and present price action to predict the probability of Sasol's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sasol's price. Additionally, you may evaluate how the addition of Sasol to your portfolios can decrease your overall portfolio volatility.
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Sasol 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.