SOGEFI (Germany) Market Value
| GEF Stock | EUR 3.07 0.05 1.66% |
| Symbol | SOGEFI |
SOGEFI '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 SOGEFI'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 SOGEFI.
| 11/22/2025 |
| 02/20/2026 |
If you would invest 0.00 in SOGEFI on November 22, 2025 and sell it all today you would earn a total of 0.00 from holding SOGEFI or generate 0.0% return on investment in SOGEFI over 90 days. SOGEFI is related to or competes with THAI BEVERAGE, Guangdong Investment, NISSIN FOODS, PennantPark Investment, Lifeway Foods, and Collins Foods. SOGEFI is entity of Germany. It is traded as Stock on F exchange. More
SOGEFI 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 SOGEFI'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 SOGEFI upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 8.29 | |||
| Value At Risk | (2.90) | |||
| Potential Upside | 3.4 |
SOGEFI Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SOGEFI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SOGEFI's standard deviation. In reality, there are many statistical measures that can use SOGEFI historical prices to predict the future SOGEFI's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | (0.13) |
SOGEFI February 20, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | (0.01) | |||
| Market Risk Adjusted Performance | (0.12) | |||
| Mean Deviation | 1.53 | |||
| Coefficient Of Variation | (4,335) | |||
| Standard Deviation | 2.04 | |||
| Variance | 4.16 | |||
| Information Ratio | (0.06) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | (0.13) | |||
| Maximum Drawdown | 8.29 | |||
| Value At Risk | (2.90) | |||
| Potential Upside | 3.4 | |||
| Skewness | (0.09) | |||
| Kurtosis | 1.81 |
SOGEFI Backtested Returns
SOGEFI owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0132, which indicates the firm had a -0.0132 % return per unit of volatility over the last 3 months. SOGEFI exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SOGEFI's variance of 4.16, and Risk Adjusted Performance of (0.01) to confirm the risk estimate we provide. The entity has a beta of 0.45, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SOGEFI's returns are expected to increase less than the market. However, during the bear market, the loss of holding SOGEFI is expected to be smaller as well. At this point, SOGEFI has a negative expected return of -0.0232%. Please make sure to validate SOGEFI's total risk alpha, maximum drawdown, and the relationship between the jensen alpha and treynor ratio , to decide if SOGEFI performance from the past will be repeated at future time.
Auto-correlation | -0.67 |
Very good reverse predictability
SOGEFI has very good reverse predictability. Overlapping area represents the amount of predictability between SOGEFI time series from 22nd of November 2025 to 6th of January 2026 and 6th of January 2026 to 20th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of SOGEFI price movement. The serial correlation of -0.67 indicates that around 67.0% of current SOGEFI price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.67 | |
| Spearman Rank Test | -0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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Other Information on Investing in SOGEFI Stock
SOGEFI financial ratios help investors to determine whether SOGEFI 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 SOGEFI with respect to the benefits of owning SOGEFI security.