Sofi Technologies Stock Market Value
| SOFI Stock | USD 15.78 0.66 4.01% |
| Symbol | SoFi |
SoFi Technologies Price To Book Ratio
Is Consumer Finance space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of SoFi Technologies. If investors know SoFi will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about SoFi Technologies listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share 0.39 | Revenue Per Share | Quarterly Revenue Growth 0.341 | Return On Assets | Return On Equity |
The market value of SoFi Technologies is measured differently than its book value, which is the value of SoFi that is recorded on the company's balance sheet. Investors also form their own opinion of SoFi Technologies' value that differs from its market value or its book value, called intrinsic value, which is SoFi Technologies' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because SoFi Technologies' market value can be influenced by many factors that don't directly affect SoFi Technologies' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between SoFi Technologies' value and its price as these two are different measures arrived at by different means. Investors typically determine if SoFi Technologies is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SoFi Technologies' 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.
SoFi Technologies '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 SoFi Technologies' 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 SoFi Technologies.
| 08/05/2024 |
| 02/01/2025 |
If you would invest 0.00 in SoFi Technologies on August 5, 2024 and sell it all today you would earn a total of 0.00 from holding SoFi Technologies or generate 0.0% return on investment in SoFi Technologies over 180 days. SoFi Technologies is related to or competes with Upstart Holdings, Affirm Holdings, Lucid, Palantir Technologies, and Roblox Corp. SoFi Technologies, Inc. provides digital financial services More
SoFi Technologies 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 SoFi Technologies' 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 SoFi Technologies upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.73 | |||
| Information Ratio | 0.1548 | |||
| Maximum Drawdown | 19.6 | |||
| Value At Risk | (6.43) | |||
| Potential Upside | 7.16 |
SoFi Technologies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SoFi Technologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SoFi Technologies' standard deviation. In reality, there are many statistical measures that can use SoFi Technologies historical prices to predict the future SoFi Technologies' volatility.| Risk Adjusted Performance | 0.1589 | |||
| Jensen Alpha | 0.5784 | |||
| Total Risk Alpha | 0.2706 | |||
| Sortino Ratio | 0.1591 | |||
| Treynor Ratio | 0.5877 |
SoFi Technologies Backtested Returns
SoFi Technologies appears to be somewhat reliable, given 3 months investment horizon. SoFi Technologies owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.18, which indicates the firm had a 0.18 % return per unit of volatility over the last 3 months. By inspecting SoFi Technologies' technical indicators, you can evaluate if the expected return of 0.69% is justified by implied risk. Please review SoFi Technologies' coefficient of variation of 552.75, and Risk Adjusted Performance of 0.1589 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, SoFi Technologies holds a performance score of 14. The entity has a beta of 1.16, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, SoFi Technologies will likely underperform. Please check SoFi Technologies' total risk alpha, expected short fall, period momentum indicator, as well as the relationship between the value at risk and rate of daily change , to make a quick decision on whether SoFi Technologies' existing price patterns will revert.
Auto-correlation | 0.62 |
Good predictability
SoFi Technologies has good predictability. Overlapping area represents the amount of predictability between SoFi Technologies time series from 5th of August 2024 to 3rd of November 2024 and 3rd of November 2024 to 1st of February 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 SoFi Technologies price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current SoFi Technologies price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.62 | |
| Spearman Rank Test | 0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 2.15 |
SoFi Technologies lagged returns against current returns
Autocorrelation, which is SoFi Technologies 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 SoFi Technologies' stock expected returns. We can calculate the autocorrelation of SoFi Technologies returns to help us make a trade decision. For example, suppose you find that SoFi Technologies 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 |
SoFi Technologies 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 SoFi Technologies stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SoFi Technologies stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SoFi Technologies stock over time.
Current vs Lagged Prices |
| Timeline |
SoFi Technologies Lagged Returns
When evaluating SoFi Technologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SoFi Technologies stock have on its future price. SoFi Technologies 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, SoFi Technologies autocorrelation shows the relationship between SoFi Technologies stock current value and its past values and can show if there is a momentum factor associated with investing in SoFi Technologies.
Regressed Prices |
| Timeline |
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Check out SoFi Technologies Correlation, SoFi Technologies Volatility and SoFi Technologies Alpha and Beta module to complement your research on SoFi Technologies. For more detail on how to invest in SoFi Stock please use our How to Invest in SoFi Technologies guide.You can also try the Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.
SoFi Technologies technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.