Sampo Oyj Stock Market Value
| SAXPF Stock | USD 11.58 0.00 0.00% |
| Symbol | Sampo |
Sampo Oyj '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 Sampo Oyj'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 Sampo Oyj.
| 12/11/2025 |
| 01/10/2026 |
If you would invest 0.00 in Sampo Oyj on December 11, 2025 and sell it all today you would earn a total of 0.00 from holding Sampo Oyj or generate 0.0% return on investment in Sampo Oyj over 30 days. Sampo Oyj is related to or competes with Swiss Life, Swiss Life, Talanx AG, Aviva Plc, Talanx AG, Power Of, and Dai Ichi. Sampo Oyj, through its subsidiaries, provides life and non-life insurance products and services in Finland, Sweden, Norw... More
Sampo Oyj 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 Sampo Oyj'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 Sampo Oyj upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 8.26 | |||
| Value At Risk | (1.09) | |||
| Potential Upside | 0.7326 |
Sampo Oyj Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sampo Oyj's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sampo Oyj's standard deviation. In reality, there are many statistical measures that can use Sampo Oyj historical prices to predict the future Sampo Oyj's volatility.| Risk Adjusted Performance | 0.0134 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.12) | |||
| Treynor Ratio | 0.0132 |
Sampo Oyj Backtested Returns
At this point, Sampo Oyj is very steady. Sampo Oyj owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0247, which indicates the firm had a 0.0247 % return per unit of risk over the last 3 months. We have found eighteen technical indicators for Sampo Oyj, which you can use to evaluate the volatility of the company. Please validate Sampo Oyj's Risk Adjusted Performance of 0.0134, variance of 1.21, and Coefficient Of Variation of 7308.92 to confirm if the risk estimate we provide is consistent with the expected return of 0.0267%. Sampo Oyj has a performance score of 1 on a scale of 0 to 100. The entity has a beta of 0.38, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sampo Oyj's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sampo Oyj is expected to be smaller as well. Sampo Oyj right now has a risk of 1.08%. Please validate Sampo Oyj information ratio and skewness , to decide if Sampo Oyj will be following its existing price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Sampo Oyj has no correlation between past and present. Overlapping area represents the amount of predictability between Sampo Oyj time series from 11th of December 2025 to 26th of December 2025 and 26th of December 2025 to 10th 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 Sampo Oyj price movement. The serial correlation of 0.0 indicates that just 0.0% of current Sampo Oyj 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 |
Sampo Oyj lagged returns against current returns
Autocorrelation, which is Sampo Oyj 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 Sampo Oyj's pink sheet expected returns. We can calculate the autocorrelation of Sampo Oyj returns to help us make a trade decision. For example, suppose you find that Sampo Oyj 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 |
Sampo Oyj 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 Sampo Oyj pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sampo Oyj pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sampo Oyj pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Sampo Oyj Lagged Returns
When evaluating Sampo Oyj's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sampo Oyj pink sheet have on its future price. Sampo Oyj 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, Sampo Oyj autocorrelation shows the relationship between Sampo Oyj pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Sampo Oyj.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Sampo Pink Sheet
Sampo Oyj financial ratios help investors to determine whether Sampo 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 Sampo with respect to the benefits of owning Sampo Oyj security.