Sompo Holdings Stock Market Value
| NHOLF Stock | USD 38.15 6.14 19.18% |
| 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.
| 11/15/2025 |
| 02/13/2026 |
If you would invest 0.00 in Sompo Holdings on November 15, 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 90 days. Sompo Holdings is related to or competes with Fairfax Financial, BOC Hong, MSAD Insurance, MSAD Insurance, Guotai Junan, Societe Generale, and Standard Chartered. 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 | 0.1011 | |||
| Maximum Drawdown | 19.18 |
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 | 0.1141 | |||
| Jensen Alpha | 0.3276 | |||
| Total Risk Alpha | 0.1075 | |||
| Treynor Ratio | 2.99 |
Sompo Holdings February 13, 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 | 0.1141 | |||
| Market Risk Adjusted Performance | 3.0 | |||
| Mean Deviation | 0.822 | |||
| Coefficient Of Variation | 757.77 | |||
| Standard Deviation | 2.62 | |||
| Variance | 6.86 | |||
| Information Ratio | 0.1011 | |||
| Jensen Alpha | 0.3276 | |||
| Total Risk Alpha | 0.1075 | |||
| Treynor Ratio | 2.99 | |||
| Maximum Drawdown | 19.18 | |||
| Skewness | 6.05 | |||
| Kurtosis | 43.28 |
Sompo Holdings Backtested Returns
Sompo Holdings appears to be very steady, given 3 months investment horizon. Sompo Holdings owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the firm had a 0.14 % return per unit of risk over the last 3 months. We have found nineteen technical indicators for Sompo Holdings, which you can use to evaluate the volatility of the company. Please review Sompo Holdings' Variance of 6.86, coefficient of variation of 757.77, and Risk Adjusted Performance of 0.1141 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sompo Holdings holds a performance score of 10. The entity has a beta of 0.11, 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. Please check Sompo Holdings' information ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to make a quick decision on whether Sompo Holdings' existing price patterns will revert.
Auto-correlation | -0.05 |
Very weak reverse predictability
Sompo Holdings has very weak reverse predictability. Overlapping area represents the amount of predictability between Sompo Holdings time series from 15th of November 2025 to 30th of December 2025 and 30th of December 2025 to 13th 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 Sompo Holdings price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current Sompo Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 7.89 |
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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.