Sompo Holdings Stock Market Value
| NHOLF Stock | USD 29.81 0.00 0.00% |
| Symbol | Sompo |
Sompo Holdings '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 Sompo Holdings' 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 Sompo Holdings.
| 12/06/2025 |
| 01/05/2026 |
If you would invest 0.00 in Sompo Holdings on December 6, 2025 and sell it all today you would earn a total of 0.00 from holding Sompo Holdings or generate 0.0% return on investment in Sompo Holdings over 30 days. Sompo Holdings is related to or competes with MSAD Insurance, MSAD Insurance, New China, Manulife Financial, Intact Financial, Svenska Handelsbanken, and QBE Insurance. Sompo Holdings, Inc. provides property and casualty insurance services in Japan and internationally More
Sompo Holdings 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 Sompo Holdings' 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 Sompo Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 5.35 |
Sompo Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sompo Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sompo Holdings' standard deviation. In reality, there are many statistical measures that can use Sompo Holdings historical prices to predict the future Sompo Holdings' volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.12) | |||
| Treynor Ratio | (0.36) |
Sompo Holdings Backtested Returns
Sompo Holdings owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0849, which indicates the firm had a -0.0849 % return per unit of risk over the last 3 months. Sompo Holdings exposes seventeen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sompo Holdings' Variance of 0.4773, risk adjusted performance of (0.06), and Coefficient Of Variation of (1,215) to confirm the risk estimate we provide. The entity has a beta of 0.19, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sompo Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Sompo Holdings is expected to be smaller as well. At this point, Sompo Holdings has a negative expected return of -0.0605%. Please make sure to validate Sompo Holdings' information ratio, kurtosis, as well as the relationship between the Kurtosis and relative strength index , to decide if Sompo Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Sompo Holdings has no correlation between past and present. Overlapping area represents the amount of predictability between Sompo Holdings time series from 6th of December 2025 to 21st of December 2025 and 21st of December 2025 to 5th of January 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 Sompo Holdings price movement. The serial correlation of 0.0 indicates that just 0.0% of current Sompo Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Sompo Holdings lagged returns against current returns
Autocorrelation, which is Sompo Holdings 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 Sompo Holdings' pink sheet expected returns. We can calculate the autocorrelation of Sompo Holdings returns to help us make a trade decision. For example, suppose you find that Sompo Holdings 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 |
Sompo Holdings 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 Sompo Holdings pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sompo Holdings pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sompo Holdings pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Sompo Holdings Lagged Returns
When evaluating Sompo Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sompo Holdings pink sheet have on its future price. Sompo Holdings 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, Sompo Holdings autocorrelation shows the relationship between Sompo Holdings pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Sompo Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Sompo Pink Sheet
Sompo Holdings financial ratios help investors to determine whether Sompo Pink Sheet 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 Sompo with respect to the benefits of owning Sompo Holdings security.