Socit Gnrale Socit Stock Market Value
| SCGLF Stock | USD 84.10 2.07 2.40% |
| Symbol | Société |
Société Générale '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 Société Générale'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 Société Générale.
| 11/15/2025 |
| 02/13/2026 |
If you would invest 0.00 in Société Générale on November 15, 2025 and sell it all today you would earn a total of 0.00 from holding Socit Gnrale Socit or generate 0.0% return on investment in Société Générale over 90 days. Société Générale is related to or competes with KBC Group, BOC Hong, United Overseas, United Overseas, DNB Bank, BOC Hong, and Standard Chartered. Socit Gnrale Socit anonyme provides banking and financial services to individuals, businesses, and institutional investo... More
Société Générale 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 Société Générale'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 Socit Gnrale Socit upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.4 | |||
| Information Ratio | 0.1829 | |||
| Maximum Drawdown | 12.48 | |||
| Value At Risk | (2.73) | |||
| Potential Upside | 5.94 |
Société Générale Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Société Générale's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Société Générale's standard deviation. In reality, there are many statistical measures that can use Société Générale historical prices to predict the future Société Générale's volatility.| Risk Adjusted Performance | 0.1827 | |||
| Jensen Alpha | 0.4125 | |||
| Total Risk Alpha | 0.2981 | |||
| Sortino Ratio | 0.1809 | |||
| Treynor Ratio | 0.3864 |
Société Générale 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 | 0.1827 | |||
| Market Risk Adjusted Performance | 0.3964 | |||
| Mean Deviation | 1.59 | |||
| Semi Deviation | 1.1 | |||
| Downside Deviation | 2.4 | |||
| Coefficient Of Variation | 461.06 | |||
| Standard Deviation | 2.37 | |||
| Variance | 5.64 | |||
| Information Ratio | 0.1829 | |||
| Jensen Alpha | 0.4125 | |||
| Total Risk Alpha | 0.2981 | |||
| Sortino Ratio | 0.1809 | |||
| Treynor Ratio | 0.3864 | |||
| Maximum Drawdown | 12.48 | |||
| Value At Risk | (2.73) | |||
| Potential Upside | 5.94 | |||
| Downside Variance | 5.76 | |||
| Semi Variance | 1.2 | |||
| Expected Short fall | (2.87) | |||
| Skewness | 1.15 | |||
| Kurtosis | 2.22 |
Socit Gnrale Socit Backtested Returns
Société Générale appears to be very steady, given 3 months investment horizon. Socit Gnrale Socit owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.17, which indicates the firm had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Socit Gnrale Socit, which you can use to evaluate the volatility of the company. Please review Société Générale's Risk Adjusted Performance of 0.1827, semi deviation of 1.1, and Coefficient Of Variation of 461.06 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Société Générale holds a performance score of 13. The entity has a beta of 1.31, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Société Générale will likely underperform. Please check Société Générale's jensen alpha, semi variance, period momentum indicator, as well as the relationship between the maximum drawdown and rate of daily change , to make a quick decision on whether Société Générale's existing price patterns will revert.
Auto-correlation | 0.92 |
Excellent predictability
Socit Gnrale Socit has excellent predictability. Overlapping area represents the amount of predictability between Société Générale 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 Socit Gnrale Socit price movement. The serial correlation of 0.92 indicates that approximately 92.0% of current Société Générale price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.92 | |
| Spearman Rank Test | 0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 14.65 |
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Other Information on Investing in Société Pink Sheet
Société Générale financial ratios help investors to determine whether Société 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 Société with respect to the benefits of owning Société Générale security.