Societe Generale 7875 Market Value

Bonds . USA . 
Bond . Societe Generale 7.875% perp. USD
F8586CRW4   97.00  0.49  0.50%   
Societe's market value is the price at which a share of Societe trades on an exchange. It measures the collective expectations of Societe Generale 7875 investors about the bond's future performance. With this module, you can estimate the performance of a buy and hold strategy of Societe Generale 7875 and determine expected loss or profit from investing in Societe over a given investment horizon. Check out Societe Correlation, Societe Volatility and Societe Alpha and Beta module to complement your research on Societe.
Symbol

Financial
Analysis
Details
Buy or Sell
Advice
Details
Technical
Analysis
Details
Please note, there is a significant difference between Societe's value and its price as these two are different measures arrived at by different means. Investors typically determine if Societe is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Societe'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.

Societe '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 Societe's bond 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 Societe.
0.00
04/05/2023
No Change 0.00  0.0 
In 2 months and 2 days
06/04/2023
0.00
If you would invest  0.00  in Societe on April 5, 2023 and sell it all today you would earn a total of 0.00 from holding Societe Generale 7875 or generate 0.0% return on investment in Societe over 60 days. Societe is related to or competes with 00108WAF7, Alphabet, Arteris, Urstadt Biddle, Advanced Micro, FTAI Infrastructure, and Palantir TechnologiesInc. Societe Generale SA attracts deposits and offers commercial, retail, investment, and private banking services More

Societe 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 Societe's bond 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 Societe Generale 7875 upside and downside potential and time the market with a certain degree of confidence.
Information Ratio(0.005604)
Maximum Drawdown10.31
Value At Risk(2.43)
Potential Upside1.98

Societe Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Societe's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Societe's standard deviation. In reality, there are many statistical measures that can use Societe historical prices to predict the future Societe's volatility.
Risk Adjusted Performance(0.002645)
Jensen Alpha(0.030018)
Total Risk Alpha0.0039
Treynor Ratio0.0737
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Societe'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. Please use the tools below to analyze the current value of Societe in the context of predictive analytics.
Hype
Prediction
LowEstimatedHigh
94.6397.0099.37
Details
Intrinsic
Valuation
LowRealHigh
78.0580.42106.70
Details
Naive
Forecast
LowNextHigh
92.8595.2297.59
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
94.4596.5798.69
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Societe. Your research has to be compared to or analyzed against Societe's peers to derive any actionable benefits. When done correctly, Societe's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Societe Generale 7875.

Societe Generale 7875 Backtested Returns

Societe Generale 7875 owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0153, which indicates the bond had -0.0153% of return per unit of risk over the last 3 months. Our standpoint towards measuring the risk of any bond is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Societe Generale 7875 exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its stock price that cannot be diversified away. Please validate Societe coefficient of variation of (12,388), and Risk Adjusted Performance of (0.002645) to confirm the risk estimate we provide.
The entity has a beta of -0.3401, which indicates possible diversification benefits within a given portfolio. Let's try to break down what Societe's beta means in this case. As returns on the market increase, returns on owning Societe are expected to decrease at a much lower rate. During the bear market, Societe is likely to outperform the market. Even though it is essential to pay attention to Societe Generale 7875 current price movements, it is always good to be careful when utilizing equity historical returns. Our philosophy towards measuring any bond's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Societe Generale 7875 exposes twenty-one different technical indicators, which can help you to evaluate its performance.

Auto-correlation

    
  0.38  

Below average predictability

Societe Generale 7875 has below average predictability. Overlapping area represents the amount of predictability between Societe time series from 5th of April 2023 to 5th of May 2023 and 5th of May 2023 to 4th of June 2023. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Societe Generale 7875 price movement. The serial correlation of 0.38 indicates that just about 38.0% of current Societe price fluctuation can be explain by its past prices.
Correlation Coefficient0.38
Spearman Rank Test-0.18
Residual Average0.0
Price Variance1.16

Societe Generale 7875 lagged returns against current returns

Autocorrelation, which is Societe bond'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 Societe's bond expected returns. We can calculate the autocorrelation of Societe returns to help us make a trade decision. For example, suppose you find that Societe bond 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 stock movement to match the lagging time series.
   Current and Lagged Values   
       Timeline  

Societe 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 Societe bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Societe bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Societe bond over time.
   Current vs Lagged Prices   
       Timeline  

Societe Lagged Returns

When evaluating Societe's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Societe bond have on its future price. Societe 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, Societe autocorrelation shows the relationship between Societe bond current value and its past values and can show if there is a momentum factor associated with investing in Societe Generale 7875.
   Regressed Prices   
       Timeline  

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 Societe 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, Societe's short interest history, or implied volatility extrapolated from Societe options trading.

Also Currently Popular

Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
SDSProShares UltraShort SP500
NVDANVIDIA
FONRFonar
Check out Societe Correlation, Societe Volatility and Societe Alpha and Beta module to complement your research on Societe. Note that the Societe Generale 7875 information on this page should be used as a complementary analysis to other Societe's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.

Complementary Tools for Societe Bond analysis

When running Societe's price analysis, check to measure Societe'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 Societe is operating at the current time. Most of Societe's value examination focuses on studying past and present price action to predict the probability of Societe's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Societe's price. Additionally, you may evaluate how the addition of Societe to your portfolios can decrease your overall portfolio volatility.
Theme Ratings
Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance
Crypto Correlations
Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins
Equity Search
Search for actively traded equities including funds and ETFs from over 30 global markets
Stock Screener
Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook.
Correlation Analysis
Reduce portfolio risk simply by holding instruments which are not perfectly correlated
Societe technical bond 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, bond market cycles, or different charting patterns.
Overlap Analysis
View
Forecast Models
View
Price Shifting
View
Volatility Indicators
View
Value Movement
View
A focus of Societe technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Societe trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...
Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions
 
Feedback Blog
Made with optimal in San Francisco
2023 Macroaxis LLC
COMMON DESTINATIONS
MAIN CATEGORIES
COMPANY