Sentia Asa (Norway) Market Value
| SNTIA Stock | 62.01 0.21 0.34% |
| Symbol | Sentia |
Sentia Asa '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 Sentia Asa'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 Sentia Asa.
| 12/20/2025 |
| 01/19/2026 |
If you would invest 0.00 in Sentia Asa on December 20, 2025 and sell it all today you would earn a total of 0.00 from holding Sentia Asa or generate 0.0% return on investment in Sentia Asa over 30 days.
Sentia Asa 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 Sentia Asa'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 Sentia Asa upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 6.07 | |||
| Value At Risk | (2.58) | |||
| Potential Upside | 2.08 |
Sentia Asa Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sentia Asa's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sentia Asa's standard deviation. In reality, there are many statistical measures that can use Sentia Asa historical prices to predict the future Sentia Asa's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.26) | |||
| Treynor Ratio | 0.7918 |
Sentia Asa Backtested Returns
Sentia Asa owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0388, which indicates the firm had a -0.0388 % return per unit of risk over the last 3 months. Sentia Asa exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sentia Asa's Coefficient Of Variation of (1,965), variance of 1.85, and Risk Adjusted Performance of (0.03) to confirm the risk estimate we provide. The entity has a beta of -0.1, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Sentia Asa are expected to decrease at a much lower rate. During the bear market, Sentia Asa is likely to outperform the market. At this point, Sentia Asa has a negative expected return of -0.053%. Please make sure to validate Sentia Asa's accumulation distribution, and the relationship between the potential upside and day median price , to decide if Sentia Asa performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.11 |
Insignificant predictability
Sentia Asa has insignificant predictability. Overlapping area represents the amount of predictability between Sentia Asa time series from 20th of December 2025 to 4th of January 2026 and 4th of January 2026 to 19th of January 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 Sentia Asa price movement. The serial correlation of 0.11 indicates that less than 11.0% of current Sentia Asa price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | -0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.66 |
Sentia Asa lagged returns against current returns
Autocorrelation, which is Sentia Asa stock'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 Sentia Asa's stock expected returns. We can calculate the autocorrelation of Sentia Asa returns to help us make a trade decision. For example, suppose you find that Sentia Asa has exhibited high autocorrelation historically, and you observe that the stock 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 |
Sentia Asa 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 Sentia Asa stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sentia Asa stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sentia Asa stock over time.
Current vs Lagged Prices |
| Timeline |
Sentia Asa Lagged Returns
When evaluating Sentia Asa's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sentia Asa stock have on its future price. Sentia Asa 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, Sentia Asa autocorrelation shows the relationship between Sentia Asa stock current value and its past values and can show if there is a momentum factor associated with investing in Sentia Asa.
Regressed Prices |
| Timeline |
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