Sasol Limited Stock Market Value
| SASOF Stock | USD 7.00 0.50 7.69% |
| Symbol | Sasol |
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 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 Sasol.
| 10/17/2025 |
| 01/15/2026 |
If you would invest 0.00 in Sasol on October 17, 2025 and sell it all today you would earn a total of 0.00 from holding Sasol Limited or generate 0.0% return on investment in Sasol over 90 days. Sasol is related to or competes with Air Water, Clariant, Wacker Chemie, HEXPOL AB, Johnson Matthey, Incitec Pivot, and Arkema SA. 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 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 Sasol Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0378 | |||
| Maximum Drawdown | 43.24 | |||
| Potential Upside | 0.569 |
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 | 0.0526 | |||
| Jensen Alpha | 0.4516 | |||
| Total Risk Alpha | (0.47) | |||
| Treynor Ratio | (0.21) |
Sasol Limited Backtested Returns
Sasol appears to be moderately volatile, given 3 months investment horizon. Sasol Limited owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0624, which indicates the firm had a 0.0624 % return per unit of risk over the last 3 months. We have found twenty technical indicators for Sasol Limited, which you can use to evaluate the volatility of the company. Please review Sasol's Coefficient Of Variation of 1601.91, variance of 23.85, and Risk Adjusted Performance of 0.0526 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sasol holds a performance score of 4. The entity has a beta of -1.42, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Sasol are expected to decrease by larger amounts. On the other hand, during market turmoil, Sasol is expected to outperform it. Please check Sasol's potential upside, rate of daily change, as well as the relationship between the Rate Of Daily Change and period momentum indicator , to make a quick decision on whether Sasol's existing price patterns will revert.
Auto-correlation | 0.16 |
Very weak predictability
Sasol Limited has very weak predictability. Overlapping area represents the amount of predictability between Sasol time series from 17th of October 2025 to 1st of December 2025 and 1st of December 2025 to 15th 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 Sasol Limited price movement. The serial correlation of 0.16 indicates that over 16.0% of current Sasol price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.16 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
Sasol Limited lagged returns against current returns
Autocorrelation, which is Sasol 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 Sasol's pink sheet 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 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 |
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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sasol pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sasol pink sheet 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 pink sheet 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 pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Sasol Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Sasol Pink Sheet
Sasol financial ratios help investors to determine whether Sasol 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 Sasol with respect to the benefits of owning Sasol security.