Soitec SA's market value is the price at which a share of Soitec SA trades on a public exchange. It measures the collective expectations of Soitec SA investors about its performance. Soitec SA is trading at 26.00 as of the 25th of December 2025. This is a 7.7% down since the beginning of the trading day. The stock's lowest day price was 26.0. With this module, you can estimate the performance of a buy and hold strategy of Soitec SA and determine expected loss or profit from investing in Soitec SA over a given investment horizon. Check out Soitec SA Correlation, Soitec SA Volatility and Soitec SA Alpha and Beta module to complement your research on Soitec SA.
Please note, there is a significant difference between Soitec SA's value and its price as these two are different measures arrived at by different means. Investors typically determine if Soitec SA is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Soitec SA's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Soitec SA '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 Soitec SA'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 Soitec SA.
0.00
06/28/2025
No Change 0.00
0.0
In 5 months and 30 days
12/25/2025
0.00
If you would invest 0.00 in Soitec SA on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Soitec SA or generate 0.0% return on investment in Soitec SA over 180 days. Soitec SA is related to or competes with AIXTRON SE, Aixtron SE, Alphawave, Siltronic, DeNA Co, VTech Holdings, and Silex Systems. Soitec S.A. designs and manufactures semiconductor materials worldwide More
Soitec SA 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 Soitec SA'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 Soitec SA upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Soitec SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Soitec SA's standard deviation. In reality, there are many statistical measures that can use Soitec SA historical prices to predict the future Soitec SA's volatility.
Soitec SA owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.11, which indicates the firm had a -0.11 % return per unit of risk over the last 3 months. Soitec SA exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Soitec SA's Coefficient Of Variation of (1,367), risk adjusted performance of (0.04), and Variance of 33.06 to confirm the risk estimate we provide. The entity has a beta of 0.23, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Soitec SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Soitec SA is expected to be smaller as well. At this point, Soitec SA has a negative expected return of -0.62%. Please make sure to validate Soitec SA's treynor ratio, as well as the relationship between the daily balance of power and price action indicator , to decide if Soitec SA performance from the past will be repeated at some point in the near future.
Auto-correlation
0.61
Good predictability
Soitec SA has good predictability. Overlapping area represents the amount of predictability between Soitec SA time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Soitec SA price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Soitec SA price fluctuation can be explain by its past prices.
Correlation Coefficient
0.61
Spearman Rank Test
0.37
Residual Average
0.0
Price Variance
86.69
Soitec SA lagged returns against current returns
Autocorrelation, which is Soitec SA 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 Soitec SA's pink sheet expected returns. We can calculate the autocorrelation of Soitec SA returns to help us make a trade decision. For example, suppose you find that Soitec SA 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
Soitec SA 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 Soitec SA pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Soitec SA pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Soitec SA pink sheet over time.
Current vs Lagged Prices
Timeline
Soitec SA Lagged Returns
When evaluating Soitec SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Soitec SA pink sheet have on its future price. Soitec SA 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, Soitec SA autocorrelation shows the relationship between Soitec SA pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Soitec SA.
Other Information on Investing in Soitec Pink Sheet
Soitec SA financial ratios help investors to determine whether Soitec 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 Soitec with respect to the benefits of owning Soitec SA security.