Soiltech ASA (Norway) Market Value
| STECH Stock | 80.60 0.60 0.75% |
| Symbol | Soiltech |
Soiltech ASA '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 Soiltech ASA'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 Soiltech ASA.
| 12/13/2025 |
| 01/12/2026 |
If you would invest 0.00 in Soiltech ASA on December 13, 2025 and sell it all today you would earn a total of 0.00 from holding Soiltech ASA or generate 0.0% return on investment in Soiltech ASA over 30 days.
Soiltech ASA 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 Soiltech ASA'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 Soiltech ASA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.34 | |||
| Information Ratio | 0.0819 | |||
| Maximum Drawdown | 16.05 | |||
| Value At Risk | (2.90) | |||
| Potential Upside | 4.55 |
Soiltech ASA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Soiltech ASA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Soiltech ASA's standard deviation. In reality, there are many statistical measures that can use Soiltech ASA historical prices to predict the future Soiltech ASA's volatility.| Risk Adjusted Performance | 0.096 | |||
| Jensen Alpha | 0.3335 | |||
| Total Risk Alpha | 0.0058 | |||
| Sortino Ratio | 0.0874 | |||
| Treynor Ratio | (0.55) |
Soiltech ASA Backtested Returns
Soiltech ASA appears to be very steady, given 3 months investment horizon. Soiltech ASA owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the firm had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Soiltech ASA, which you can use to evaluate the volatility of the company. Please review Soiltech ASA's Semi Deviation of 1.76, risk adjusted performance of 0.096, and Coefficient Of Variation of 835.96 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Soiltech ASA holds a performance score of 10. The entity has a beta of -0.53, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Soiltech ASA are expected to decrease at a much lower rate. During the bear market, Soiltech ASA is likely to outperform the market. Please check Soiltech ASA's total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to make a quick decision on whether Soiltech ASA's existing price patterns will revert.
Auto-correlation | 0.51 |
Modest predictability
Soiltech ASA has modest predictability. Overlapping area represents the amount of predictability between Soiltech ASA time series from 13th of December 2025 to 28th of December 2025 and 28th of December 2025 to 12th 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 Soiltech ASA price movement. The serial correlation of 0.51 indicates that about 51.0% of current Soiltech ASA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 3.22 |
Soiltech ASA lagged returns against current returns
Autocorrelation, which is Soiltech ASA 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 Soiltech ASA's stock expected returns. We can calculate the autocorrelation of Soiltech ASA returns to help us make a trade decision. For example, suppose you find that Soiltech ASA 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 |
Soiltech ASA 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 Soiltech ASA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Soiltech ASA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Soiltech ASA stock over time.
Current vs Lagged Prices |
| Timeline |
Soiltech ASA Lagged Returns
When evaluating Soiltech ASA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Soiltech ASA stock have on its future price. Soiltech ASA 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, Soiltech ASA autocorrelation shows the relationship between Soiltech ASA stock current value and its past values and can show if there is a momentum factor associated with investing in Soiltech ASA.
Regressed Prices |
| Timeline |
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