Sohgo Security Services Stock Market Value
| SOHGF Stock | USD 7.85 0.00 0.00% |
| Symbol | Sohgo |
Sohgo Security '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 Sohgo Security'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 Sohgo Security.
| 12/14/2025 |
| 01/13/2026 |
If you would invest 0.00 in Sohgo Security on December 14, 2025 and sell it all today you would earn a total of 0.00 from holding Sohgo Security Services or generate 0.0% return on investment in Sohgo Security over 30 days. Sohgo Security is related to or competes with Sixt SE, Odakyu Electric, Qube Holdings, and FLSmidth. ,Ltd. engages in the security, integrated management, and disaster prevention businesses in Japan and internationally More
Sohgo Security 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 Sohgo Security'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 Sohgo Security Services upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.23) | |||
| Maximum Drawdown | 2.08 |
Sohgo Security Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sohgo Security's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sohgo Security's standard deviation. In reality, there are many statistical measures that can use Sohgo Security historical prices to predict the future Sohgo Security's volatility.| Risk Adjusted Performance | 0.0757 | |||
| Jensen Alpha | 0.0245 | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | (1.30) |
Sohgo Security Services Backtested Returns
At this point, Sohgo Security is very steady. Sohgo Security Services owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the firm had a 0.13 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for Sohgo Security Services, which you can use to evaluate the volatility of the company. Please validate Sohgo Security's Coefficient Of Variation of 793.73, risk adjusted performance of 0.0757, and Variance of 0.0687 to confirm if the risk estimate we provide is consistent with the expected return of 0.033%. Sohgo Security has a performance score of 10 on a scale of 0 to 100. The entity has a beta of -0.0177, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Sohgo Security are expected to decrease at a much lower rate. During the bear market, Sohgo Security is likely to outperform the market. Sohgo Security Services right now has a risk of 0.26%. Please validate Sohgo Security treynor ratio, as well as the relationship between the kurtosis and day typical price , to decide if Sohgo Security will be following its existing price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Sohgo Security Services has no correlation between past and present. Overlapping area represents the amount of predictability between Sohgo Security time series from 14th of December 2025 to 29th of December 2025 and 29th of December 2025 to 13th 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 Sohgo Security Services price movement. The serial correlation of 0.0 indicates that just 0.0% of current Sohgo Security price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Sohgo Security Services lagged returns against current returns
Autocorrelation, which is Sohgo Security 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 Sohgo Security's pink sheet expected returns. We can calculate the autocorrelation of Sohgo Security returns to help us make a trade decision. For example, suppose you find that Sohgo Security 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 |
Sohgo Security 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 Sohgo Security pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sohgo Security pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sohgo Security pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Sohgo Security Lagged Returns
When evaluating Sohgo Security's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sohgo Security pink sheet have on its future price. Sohgo Security 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, Sohgo Security autocorrelation shows the relationship between Sohgo Security pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Sohgo Security Services.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Sohgo Pink Sheet
Sohgo Security financial ratios help investors to determine whether Sohgo Pink Sheet 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 Sohgo with respect to the benefits of owning Sohgo Security security.