Sonaecom SGPS (Portugal) Market Value
| SNC Stock | EUR 2.80 0.02 0.71% |
| Symbol | Sonaecom |
Sonaecom SGPS '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 Sonaecom SGPS's stock 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 Sonaecom SGPS.
| 11/05/2025 |
| 02/03/2026 |
If you would invest 0.00 in Sonaecom SGPS on November 5, 2025 and sell it all today you would earn a total of 0.00 from holding Sonaecom SGPS or generate 0.0% return on investment in Sonaecom SGPS over 90 days. Sonaecom SGPS is related to or competes with Sonae SGPS, Semapa, Mota Engil, Jeronimo Martins, and Altri SGPS. Sonaecom, SGPS, S.A. operates in technology, media, and telecommunications sectors worldwide More
Sonaecom SGPS 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 Sonaecom SGPS's stock 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 Sonaecom SGPS upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 5.63 | |||
| Value At Risk | (2.10) | |||
| Potential Upside | 2.08 |
Sonaecom SGPS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sonaecom SGPS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sonaecom SGPS's standard deviation. In reality, there are many statistical measures that can use Sonaecom SGPS historical prices to predict the future Sonaecom SGPS's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.21) | |||
| Treynor Ratio | (6.64) |
Sonaecom SGPS February 3, 2026 Technical Indicators
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| Math Transform | ||
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| Volume Indicators |
| Risk Adjusted Performance | (0.06) | |||
| Market Risk Adjusted Performance | (6.63) | |||
| Mean Deviation | 1.04 | |||
| Coefficient Of Variation | (1,169) | |||
| Standard Deviation | 1.35 | |||
| Variance | 1.82 | |||
| Information Ratio | (0.13) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.21) | |||
| Treynor Ratio | (6.64) | |||
| Maximum Drawdown | 5.63 | |||
| Value At Risk | (2.10) | |||
| Potential Upside | 2.08 | |||
| Skewness | 0.0121 | |||
| Kurtosis | (0.51) |
Sonaecom SGPS Backtested Returns
Sonaecom SGPS owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.078, which indicates the firm had a -0.078 % return per unit of risk over the last 3 months. Sonaecom SGPS exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sonaecom SGPS's Coefficient Of Variation of (1,169), variance of 1.82, and Risk Adjusted Performance of (0.06) to confirm the risk estimate we provide. The entity has a beta of 0.0189, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sonaecom SGPS's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sonaecom SGPS is expected to be smaller as well. At this point, Sonaecom SGPS has a negative expected return of -0.1%. Please make sure to validate Sonaecom SGPS's accumulation distribution, day typical price, and the relationship between the skewness and rate of daily change , to decide if Sonaecom SGPS performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.09 |
Very weak reverse predictability
Sonaecom SGPS has very weak reverse predictability. Overlapping area represents the amount of predictability between Sonaecom SGPS time series from 5th of November 2025 to 20th of December 2025 and 20th of December 2025 to 3rd 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 Sonaecom SGPS price movement. The serial correlation of -0.09 indicates that less than 9.0% of current Sonaecom SGPS price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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Additional Tools for Sonaecom Stock Analysis
When running Sonaecom SGPS's price analysis, check to measure Sonaecom SGPS'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 Sonaecom SGPS is operating at the current time. Most of Sonaecom SGPS's value examination focuses on studying past and present price action to predict the probability of Sonaecom SGPS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sonaecom SGPS's price. Additionally, you may evaluate how the addition of Sonaecom SGPS to your portfolios can decrease your overall portfolio volatility.