Soitec Sa Adr Stock Market Value
| SLOIY Stock | USD 13.75 0.68 4.71% |
| Symbol | Soitec |
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.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in Soitec SA on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Soitec SA ADR or generate 0.0% return on investment in Soitec SA over 30 days. Soitec SA is related to or competes with Siltronic, AIXTRON SE, Silex Systems, Mixi, Aixtron SE, Oxford Instruments, and TeamViewer. 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 ADR upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 47.19 |
Soitec SA Market Risk Indicators
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.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.85) | |||
| Total Risk Alpha | (1.42) | |||
| Treynor Ratio | (1.75) |
Soitec SA ADR Backtested Returns
Soitec SA ADR owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.14, which indicates the firm had a -0.14 % return per unit of risk over the last 3 months. Soitec SA ADR exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Soitec SA's Risk Adjusted Performance of (0.09), variance of 35.96, and Coefficient Of Variation of (740.22) to confirm the risk estimate we provide. The entity has a beta of 0.47, which indicates possible diversification benefits within a given portfolio. 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 ADR has a negative expected return of -0.82%. Please make sure to validate Soitec SA's variance and daily balance of power , to decide if Soitec SA ADR performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Soitec SA ADR has no correlation between past and present. Overlapping area represents the amount of predictability between Soitec SA time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th 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 ADR price movement. The serial correlation of 0.0 indicates that just 0.0% of current Soitec SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
Soitec SA ADR 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 ADR.
Regressed Prices |
| Timeline |
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 Soitec Pink Sheet Analysis
When running Soitec SA's price analysis, check to measure Soitec SA'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 Soitec SA is operating at the current time. Most of Soitec SA's value examination focuses on studying past and present price action to predict the probability of Soitec SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Soitec SA's price. Additionally, you may evaluate how the addition of Soitec SA to your portfolios can decrease your overall portfolio volatility.