Sopra Steria's market value is the price at which a share of Sopra Steria trades on a public exchange. It measures the collective expectations of Sopra Steria Group investors about its performance. Sopra Steria is trading at 148.07 as of the 26th of December 2025. This is a No Change since the beginning of the trading day. The stock's lowest day price was 148.07. With this module, you can estimate the performance of a buy and hold strategy of Sopra Steria Group and determine expected loss or profit from investing in Sopra Steria over a given investment horizon. Check out Sopra Steria Correlation, Sopra Steria Volatility and Sopra Steria Alpha and Beta module to complement your research on Sopra Steria.
Please note, there is a significant difference between Sopra Steria's value and its price as these two are different measures arrived at by different means. Investors typically determine if Sopra Steria is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sopra Steria's 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.
Sopra Steria '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 Sopra Steria'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 Sopra Steria.
0.00
12/31/2024
No Change 0.00
0.0
In 11 months and 27 days
12/26/2025
0.00
If you would invest 0.00 in Sopra Steria on December 31, 2024 and sell it all today you would earn a total of 0.00 from holding Sopra Steria Group or generate 0.0% return on investment in Sopra Steria over 360 days. Sopra Steria is related to or competes with TravelSky Technology, TravelSky Technology, Sharp Corp, TCL Electronics, Reply SpA, Melexis NV, and Sharp. Sopra Steria Group SA provides consulting, digital, and software development services in France and internationally More
Sopra Steria 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 Sopra Steria'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 Sopra Steria Group upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sopra Steria's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sopra Steria's standard deviation. In reality, there are many statistical measures that can use Sopra Steria historical prices to predict the future Sopra Steria's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Sopra Steria. Your research has to be compared to or analyzed against Sopra Steria's peers to derive any actionable benefits. When done correctly, Sopra Steria's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Sopra Steria Group.
Sopra Steria Group Backtested Returns
Sopra Steria Group owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.18, which indicates the firm had a -0.18 % return per unit of risk over the last 3 months. Sopra Steria Group exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sopra Steria's Variance of 10.15, coefficient of variation of (561.85), and Risk Adjusted Performance of (0.12) to confirm the risk estimate we provide. The entity has a beta of -0.0195, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Sopra Steria are expected to decrease at a much lower rate. During the bear market, Sopra Steria is likely to outperform the market. At this point, Sopra Steria Group has a negative expected return of -0.56%. Please make sure to validate Sopra Steria's treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if Sopra Steria Group performance from the past will be repeated at some point in the near future.
Auto-correlation
-0.95
Near perfect reversele predictability
Sopra Steria Group has near perfect reversele predictability. Overlapping area represents the amount of predictability between Sopra Steria time series from 31st of December 2024 to 29th of June 2025 and 29th of June 2025 to 26th 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 Sopra Steria Group price movement. The serial correlation of -0.95 indicates that approximately 95.0% of current Sopra Steria price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.95
Spearman Rank Test
-0.62
Residual Average
0.0
Price Variance
787.39
Sopra Steria Group lagged returns against current returns
Autocorrelation, which is Sopra Steria 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 Sopra Steria's pink sheet expected returns. We can calculate the autocorrelation of Sopra Steria returns to help us make a trade decision. For example, suppose you find that Sopra Steria 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
Sopra Steria 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 Sopra Steria pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sopra Steria pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sopra Steria pink sheet over time.
Current vs Lagged Prices
Timeline
Sopra Steria Lagged Returns
When evaluating Sopra Steria's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sopra Steria pink sheet have on its future price. Sopra Steria 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, Sopra Steria autocorrelation shows the relationship between Sopra Steria pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Sopra Steria Group.
Other Information on Investing in Sopra Pink Sheet
Sopra Steria financial ratios help investors to determine whether Sopra 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 Sopra with respect to the benefits of owning Sopra Steria security.