Sociedad Quimica Y Stock Market Value
| SQM Stock | USD 39.63 0.89 2.30% |
| Symbol | Sociedad |
Sociedad Quimica y Price To Book Ratio
Is Fertilizers & Agricultural Chemicals 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 Sociedad Quimica. If investors know Sociedad 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 Sociedad Quimica listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.63) | Earnings Share (1.12) | Revenue Per Share 19.36 | Quarterly Revenue Growth (0.37) | Return On Assets 0.0987 |
The market value of Sociedad Quimica y is measured differently than its book value, which is the value of Sociedad that is recorded on the company's balance sheet. Investors also form their own opinion of Sociedad Quimica's value that differs from its market value or its book value, called intrinsic value, which is Sociedad Quimica's 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 Sociedad Quimica's market value can be influenced by many factors that don't directly affect Sociedad Quimica's 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 Sociedad Quimica's value and its price as these two are different measures arrived at by different means. Investors typically determine if Sociedad Quimica is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sociedad Quimica'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.
Sociedad Quimica '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 Sociedad Quimica's 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 Sociedad Quimica.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in Sociedad Quimica on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding Sociedad Quimica y or generate 0.0% return on investment in Sociedad Quimica over 720 days. Sociedad Quimica is related to or competes with Linde Plc, Air Products, Sherwin Williams, Albemarle Corp, Gevo, PPG Industries, and Ecolab. Sociedad Qumica y Minera de Chile S.A. produces and distributes specialty plant nutrients, iodine and its derivatives, l... More
Sociedad Quimica 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 Sociedad Quimica's 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 Sociedad Quimica y upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.84 | |||
| Information Ratio | 0.0012 | |||
| Maximum Drawdown | 15.14 | |||
| Value At Risk | (4.59) | |||
| Potential Upside | 4.15 |
Sociedad Quimica Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sociedad Quimica's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sociedad Quimica's standard deviation. In reality, there are many statistical measures that can use Sociedad Quimica historical prices to predict the future Sociedad Quimica's volatility.| Risk Adjusted Performance | 0.0333 | |||
| Jensen Alpha | 0.0293 | |||
| Total Risk Alpha | (0.24) | |||
| Sortino Ratio | 0.0012 | |||
| Treynor Ratio | 0.1275 |
Sociedad Quimica y Backtested Returns
As of now, Sociedad Stock is very steady. Sociedad Quimica y owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0337, which indicates the firm had a 0.0337% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Sociedad Quimica y, which you can use to evaluate the volatility of the company. Please validate Sociedad Quimica's Coefficient Of Variation of 2903.65, semi deviation of 2.68, and Risk Adjusted Performance of 0.0333 to confirm if the risk estimate we provide is consistent with the expected return of 0.0972%. Sociedad Quimica has a performance score of 2 on a scale of 0 to 100. The entity has a beta of 0.7, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sociedad Quimica's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sociedad Quimica is expected to be smaller as well. Sociedad Quimica y right now has a risk of 2.88%. Please validate Sociedad Quimica potential upside, and the relationship between the total risk alpha and kurtosis , to decide if Sociedad Quimica will be following its existing price patterns.
Auto-correlation | 0.48 |
Average predictability
Sociedad Quimica y has average predictability. Overlapping area represents the amount of predictability between Sociedad Quimica time series from 3rd of December 2022 to 28th of November 2023 and 28th of November 2023 to 22nd of November 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 Sociedad Quimica y price movement. The serial correlation of 0.48 indicates that about 48.0% of current Sociedad Quimica price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.48 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 34.43 |
Sociedad Quimica y lagged returns against current returns
Autocorrelation, which is Sociedad Quimica 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 Sociedad Quimica's stock expected returns. We can calculate the autocorrelation of Sociedad Quimica returns to help us make a trade decision. For example, suppose you find that Sociedad Quimica 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 |
Sociedad Quimica 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 Sociedad Quimica stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sociedad Quimica stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sociedad Quimica stock over time.
Current vs Lagged Prices |
| Timeline |
Sociedad Quimica Lagged Returns
When evaluating Sociedad Quimica's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sociedad Quimica stock have on its future price. Sociedad Quimica 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, Sociedad Quimica autocorrelation shows the relationship between Sociedad Quimica stock current value and its past values and can show if there is a momentum factor associated with investing in Sociedad Quimica y.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectCheck out Sociedad Quimica Correlation, Sociedad Quimica Volatility and Sociedad Quimica Alpha and Beta module to complement your research on Sociedad Quimica. You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
Sociedad Quimica 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.