South Bow Stock Market Value
| SOBO Stock | 37.75 1.12 2.88% |
| Symbol | South |
South Bow Company Valuation
South Bow '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 South Bow'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 South Bow.
| 12/02/2025 |
| 01/01/2026 |
If you would invest 0.00 in South Bow on December 2, 2025 and sell it all today you would earn a total of 0.00 from holding South Bow or generate 0.0% return on investment in South Bow over 30 days. South Bow is related to or competes with Finning International, Bombardier Pref, Groupe Dynamite, TFI International, Air Canada, Secure Energy, and MDA. South Bow is entity of Canada. It is traded as Stock on TO exchange. More
South Bow 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 South Bow'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 South Bow upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.25 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 8.29 | |||
| Value At Risk | (2.01) | |||
| Potential Upside | 1.7 |
South Bow Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for South Bow's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as South Bow's standard deviation. In reality, there are many statistical measures that can use South Bow historical prices to predict the future South Bow's volatility.| Risk Adjusted Performance | 0.0048 | |||
| Jensen Alpha | 0.0188 | |||
| Total Risk Alpha | (0.10) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.0169 |
South Bow Backtested Returns
South Bow owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0779, which indicates the firm had a -0.0779 % return per unit of risk over the last 3 months. South Bow exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate South Bow's Semi Deviation of 1.21, coefficient of variation of 8821120.63, and Risk Adjusted Performance of 0.0048 to confirm the risk estimate we provide. The entity has a beta of -0.59, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning South Bow are expected to decrease at a much lower rate. During the bear market, South Bow is likely to outperform the market. At this point, South Bow has a negative expected return of -0.11%. Please make sure to validate South Bow's treynor ratio, value at risk, downside variance, as well as the relationship between the maximum drawdown and potential upside , to decide if South Bow performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.28 |
Weak reverse predictability
South Bow has weak reverse predictability. Overlapping area represents the amount of predictability between South Bow time series from 2nd of December 2025 to 17th of December 2025 and 17th of December 2025 to 1st 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 South Bow price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current South Bow price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.28 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.23 |
South Bow lagged returns against current returns
Autocorrelation, which is South Bow 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 South Bow's stock expected returns. We can calculate the autocorrelation of South Bow returns to help us make a trade decision. For example, suppose you find that South Bow 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 |
South Bow 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 South Bow stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if South Bow stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in South Bow stock over time.
Current vs Lagged Prices |
| Timeline |
South Bow Lagged Returns
When evaluating South Bow's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of South Bow stock have on its future price. South Bow 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, South Bow autocorrelation shows the relationship between South Bow stock current value and its past values and can show if there is a momentum factor associated with investing in South Bow.
Regressed Prices |
| Timeline |
Pair Trading with South Bow
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if South Bow position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in South Bow will appreciate offsetting losses from the drop in the long position's value.Moving together with South Stock
Moving against South Stock
| 0.65 | CMC | Cielo Waste Solutions | PairCorr |
| 0.39 | PPL-PA | Pembina Pipeline Corp | PairCorr |
| 0.32 | PPL-PO | Pembina Pipeline Corp | PairCorr |
The ability to find closely correlated positions to South Bow could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace South Bow when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back South Bow - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling South Bow to buy it.
The correlation of South Bow is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as South Bow moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if South Bow moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for South Bow can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in South Stock
South Bow financial ratios help investors to determine whether South Stock 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 South with respect to the benefits of owning South Bow security.