Societe Generale Adr Stock Market Value
| SCGLY Stock | USD 17.37 0.42 2.36% |
| Symbol | Societe |
Societe Generale '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 Societe Generale'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 Societe Generale.
| 11/30/2025 |
| 02/28/2026 |
If you would invest 0.00 in Societe Generale on November 30, 2025 and sell it all today you would earn a total of 0.00 from holding Societe Generale ADR or generate 0.0% return on investment in Societe Generale over 90 days. Societe Generale is related to or competes with BOC Hong, BOC Hong, KBC Group, United Overseas, Credit Agricole, United Overseas, and Standard Chartered. Socit Gnrale Socit anonyme provides banking and financial services to individuals, businesses, and institutional investo... More
Societe Generale 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 Societe Generale'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 Societe Generale ADR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.7 | |||
| Information Ratio | 0.1788 | |||
| Maximum Drawdown | 9.01 | |||
| Value At Risk | (2.36) | |||
| Potential Upside | 3.26 |
Societe Generale Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Societe Generale's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Societe Generale's standard deviation. In reality, there are many statistical measures that can use Societe Generale historical prices to predict the future Societe Generale's volatility.| Risk Adjusted Performance | 0.1782 | |||
| Jensen Alpha | 0.3638 | |||
| Total Risk Alpha | 0.2252 | |||
| Sortino Ratio | 0.2055 | |||
| Treynor Ratio | 0.5257 |
Societe Generale February 28, 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 | 0.1782 | |||
| Market Risk Adjusted Performance | 0.5357 | |||
| Mean Deviation | 1.56 | |||
| Semi Deviation | 1.39 | |||
| Downside Deviation | 1.7 | |||
| Coefficient Of Variation | 444.63 | |||
| Standard Deviation | 1.95 | |||
| Variance | 3.81 | |||
| Information Ratio | 0.1788 | |||
| Jensen Alpha | 0.3638 | |||
| Total Risk Alpha | 0.2252 | |||
| Sortino Ratio | 0.2055 | |||
| Treynor Ratio | 0.5257 | |||
| Maximum Drawdown | 9.01 | |||
| Value At Risk | (2.36) | |||
| Potential Upside | 3.26 | |||
| Downside Variance | 2.89 | |||
| Semi Variance | 1.93 | |||
| Expected Short fall | (1.94) | |||
| Skewness | 0.0453 | |||
| Kurtosis | 0.2757 |
Societe Generale ADR Backtested Returns
Societe Generale appears to be very steady, given 3 months investment horizon. Societe Generale ADR owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.2, which indicates the firm had a 0.2 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Societe Generale ADR, which you can use to evaluate the volatility of the company. Please review Societe Generale's Coefficient Of Variation of 444.63, risk adjusted performance of 0.1782, and Semi Deviation of 1.39 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Societe Generale holds a performance score of 15. The entity has a beta of 0.82, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Societe Generale's returns are expected to increase less than the market. However, during the bear market, the loss of holding Societe Generale is expected to be smaller as well. Please check Societe Generale's sortino ratio, as well as the relationship between the semi variance and rate of daily change , to make a quick decision on whether Societe Generale's existing price patterns will revert.
Auto-correlation | 0.55 |
Modest predictability
Societe Generale ADR has modest predictability. Overlapping area represents the amount of predictability between Societe Generale time series from 30th of November 2025 to 14th of January 2026 and 14th of January 2026 to 28th 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 Societe Generale ADR price movement. The serial correlation of 0.55 indicates that about 55.0% of current Societe Generale price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.38 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Societe Pink Sheet Analysis
When running Societe Generale's price analysis, check to measure Societe Generale's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Societe Generale is operating at the current time. Most of Societe Generale's value examination focuses on studying past and present price action to predict the probability of Societe Generale's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Societe Generale's price. Additionally, you may evaluate how the addition of Societe Generale to your portfolios can decrease your overall portfolio volatility.