Sophia Genetics Sa Stock Market Value
| SOPH Stock | USD 4.73 0.13 2.83% |
| Symbol | Sophia |
Is Health Care Equipment & Supplies 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 Sophia Genetics. If investors know Sophia 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 Sophia Genetics listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Sophia Genetics SA is measured differently than its book value, which is the value of Sophia that is recorded on the company's balance sheet. Investors also form their own opinion of Sophia Genetics' value that differs from its market value or its book value, called intrinsic value, which is Sophia Genetics' 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 Sophia Genetics' market value can be influenced by many factors that don't directly affect Sophia Genetics' 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 Sophia Genetics' value and its price as these two are different measures arrived at by different means. Investors typically determine if Sophia Genetics is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sophia Genetics' 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.
Sophia Genetics '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 Sophia Genetics' 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 Sophia Genetics.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in Sophia Genetics on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Sophia Genetics SA or generate 0.0% return on investment in Sophia Genetics over 30 days. Sophia Genetics is related to or competes with Simulations Plus, Definitive Healthcare, Kindly MD,, Alto Neuroscience,, Cellectis, National Research, and OPTIMIZERx Corp. SOPHiA GENETICS SA operates as a healthcare technology company More
Sophia Genetics 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 Sophia Genetics' 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 Sophia Genetics SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.16 | |||
| Information Ratio | 0.0274 | |||
| Maximum Drawdown | 22.25 | |||
| Value At Risk | (6.51) | |||
| Potential Upside | 7.69 |
Sophia Genetics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sophia Genetics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sophia Genetics' standard deviation. In reality, there are many statistical measures that can use Sophia Genetics historical prices to predict the future Sophia Genetics' volatility.| Risk Adjusted Performance | 0.0399 | |||
| Jensen Alpha | 0.1139 | |||
| Total Risk Alpha | (0.32) | |||
| Sortino Ratio | 0.0324 | |||
| Treynor Ratio | 0.1645 |
Sophia Genetics SA Backtested Returns
Sophia Genetics appears to be risky, given 3 months investment horizon. Sophia Genetics SA owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0447, which indicates the firm had a 0.0447 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Sophia Genetics SA, which you can use to evaluate the volatility of the company. Please review Sophia Genetics' Semi Deviation of 4.0, risk adjusted performance of 0.0399, and Coefficient Of Variation of 2237.52 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sophia Genetics holds a performance score of 3. The entity has a beta of 1.28, 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, Sophia Genetics will likely underperform. Please check Sophia Genetics' value at risk, as well as the relationship between the skewness and day median price , to make a quick decision on whether Sophia Genetics' existing price patterns will revert.
Auto-correlation | 0.59 |
Modest predictability
Sophia Genetics SA has modest predictability. Overlapping area represents the amount of predictability between Sophia Genetics time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th of December 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 Sophia Genetics SA price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Sophia Genetics price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Sophia Genetics SA lagged returns against current returns
Autocorrelation, which is Sophia Genetics 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 Sophia Genetics' stock expected returns. We can calculate the autocorrelation of Sophia Genetics returns to help us make a trade decision. For example, suppose you find that Sophia Genetics 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 |
Sophia Genetics 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 Sophia Genetics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sophia Genetics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sophia Genetics stock over time.
Current vs Lagged Prices |
| Timeline |
Sophia Genetics Lagged Returns
When evaluating Sophia Genetics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sophia Genetics stock have on its future price. Sophia Genetics 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, Sophia Genetics autocorrelation shows the relationship between Sophia Genetics stock current value and its past values and can show if there is a momentum factor associated with investing in Sophia Genetics SA.
Regressed Prices |
| Timeline |
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Check out Sophia Genetics Correlation, Sophia Genetics Volatility and Sophia Genetics Alpha and Beta module to complement your research on Sophia Genetics. You can also try the Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
Sophia Genetics 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.