Stolt Nielsen Limited Stock Market Value
| SOIEF Stock | USD 25.25 0.43 1.67% |
| Symbol | Stolt |
Stolt Nielsen '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 Stolt Nielsen'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 Stolt Nielsen.
| 12/15/2022 |
| 12/04/2024 |
If you would invest 0.00 in Stolt Nielsen on December 15, 2022 and sell it all today you would earn a total of 0.00 from holding Stolt Nielsen Limited or generate 0.0% return on investment in Stolt Nielsen over 720 days. Stolt Nielsen is related to or competes with COSCO SHIPPING, and Orient Overseas. Stolt-Nielsen Limited provides transportation, storage, and distribution solutions for bulk liquid chemicals, edible oil... More
Stolt Nielsen 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 Stolt Nielsen'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 Stolt Nielsen Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.27) | |||
| Maximum Drawdown | 19.13 | |||
| Value At Risk | (7.40) | |||
| Potential Upside | 0.3591 |
Stolt Nielsen Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Stolt Nielsen's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Stolt Nielsen's standard deviation. In reality, there are many statistical measures that can use Stolt Nielsen historical prices to predict the future Stolt Nielsen's volatility.| Risk Adjusted Performance | (0.17) | |||
| Jensen Alpha | (0.66) | |||
| Total Risk Alpha | (1.03) | |||
| Treynor Ratio | (18.45) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Stolt Nielsen's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Stolt Nielsen Limited Backtested Returns
Stolt Nielsen Limited owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.2, which indicates the firm had a -0.2% return per unit of risk over the last 3 months. Stolt Nielsen Limited exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Stolt Nielsen's Coefficient Of Variation of (428.46), risk adjusted performance of (0.17), and Variance of 7.72 to confirm the risk estimate we provide. The entity has a beta of 0.0357, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Stolt Nielsen's returns are expected to increase less than the market. However, during the bear market, the loss of holding Stolt Nielsen is expected to be smaller as well. At this point, Stolt Nielsen Limited has a negative expected return of -0.54%. Please make sure to validate Stolt Nielsen's daily balance of power, and the relationship between the potential upside and day typical price , to decide if Stolt Nielsen Limited performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.51 |
Modest predictability
Stolt Nielsen Limited has modest predictability. Overlapping area represents the amount of predictability between Stolt Nielsen time series from 15th of December 2022 to 10th of December 2023 and 10th of December 2023 to 4th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Stolt Nielsen Limited price movement. The serial correlation of 0.51 indicates that about 51.0% of current Stolt Nielsen price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 30.45 |
Stolt Nielsen Limited lagged returns against current returns
Autocorrelation, which is Stolt Nielsen 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 Stolt Nielsen's pink sheet expected returns. We can calculate the autocorrelation of Stolt Nielsen returns to help us make a trade decision. For example, suppose you find that Stolt Nielsen 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 |
Stolt Nielsen 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 Stolt Nielsen pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Stolt Nielsen pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Stolt Nielsen pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Stolt Nielsen Lagged Returns
When evaluating Stolt Nielsen's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Stolt Nielsen pink sheet have on its future price. Stolt Nielsen 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, Stolt Nielsen autocorrelation shows the relationship between Stolt Nielsen pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Stolt Nielsen Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Stolt Pink Sheet
Stolt Nielsen financial ratios help investors to determine whether Stolt 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 Stolt with respect to the benefits of owning Stolt Nielsen security.