Substrate (Spain) Technical Analysis
| SAI Stock | 0.07 0.0002 0.29% |
As of the 27th of January, Substrate has the Coefficient Of Variation of 2144.48, semi deviation of 3.68, and Risk Adjusted Performance of 0.0433. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Substrate AI SA, as well as the relationship between them.
Substrate Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Substrate, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SubstrateSubstrate |
Substrate '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 Substrate'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 Substrate.
| 10/29/2025 |
| 01/27/2026 |
If you would invest 0.00 in Substrate on October 29, 2025 and sell it all today you would earn a total of 0.00 from holding Substrate AI SA or generate 0.0% return on investment in Substrate over 90 days. Substrate is related to or competes with Agile Content, Soluciones Cuatroochenta, Gigas Hosting, Facephi Biometria, and Aeternal Mentis. More
Substrate 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 Substrate'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 Substrate AI SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.2 | |||
| Information Ratio | 0.0364 | |||
| Maximum Drawdown | 59.37 | |||
| Value At Risk | (6.25) | |||
| Potential Upside | 11.25 |
Substrate Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Substrate's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Substrate's standard deviation. In reality, there are many statistical measures that can use Substrate historical prices to predict the future Substrate's volatility.| Risk Adjusted Performance | 0.0433 | |||
| Jensen Alpha | 0.4283 | |||
| Total Risk Alpha | (0.40) | |||
| Sortino Ratio | 0.0682 | |||
| Treynor Ratio | (0.36) |
Substrate January 27, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0433 | |||
| Market Risk Adjusted Performance | (0.35) | |||
| Mean Deviation | 4.34 | |||
| Semi Deviation | 3.68 | |||
| Downside Deviation | 4.2 | |||
| Coefficient Of Variation | 2144.48 | |||
| Standard Deviation | 7.89 | |||
| Variance | 62.23 | |||
| Information Ratio | 0.0364 | |||
| Jensen Alpha | 0.4283 | |||
| Total Risk Alpha | (0.40) | |||
| Sortino Ratio | 0.0682 | |||
| Treynor Ratio | (0.36) | |||
| Maximum Drawdown | 59.37 | |||
| Value At Risk | (6.25) | |||
| Potential Upside | 11.25 | |||
| Downside Variance | 17.68 | |||
| Semi Variance | 13.55 | |||
| Expected Short fall | (6.56) | |||
| Skewness | 3.72 | |||
| Kurtosis | 19.3 |
Substrate AI SA Backtested Returns
Substrate AI SA owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0799, which indicates the firm had a -0.0799 % return per unit of risk over the last 3 months. Substrate AI SA exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Substrate's Risk Adjusted Performance of 0.0433, coefficient of variation of 2144.48, and Semi Deviation of 3.68 to confirm the risk estimate we provide. The entity has a beta of -0.99, which indicates possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Substrate are expected to decrease slowly. On the other hand, during market turmoil, Substrate is expected to outperform it slightly. At this point, Substrate AI SA has a negative expected return of -0.43%. Please make sure to validate Substrate's total risk alpha, value at risk, and the relationship between the standard deviation and treynor ratio , to decide if Substrate AI SA performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.66 |
Good predictability
Substrate AI SA has good predictability. Overlapping area represents the amount of predictability between Substrate time series from 29th of October 2025 to 13th of December 2025 and 13th of December 2025 to 27th 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 Substrate AI SA price movement. The serial correlation of 0.66 indicates that around 66.0% of current Substrate price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Substrate 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.
Substrate AI SA Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Substrate AI SA volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Substrate Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Substrate AI SA on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Substrate AI SA based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Substrate AI SA price pattern first instead of the macroeconomic environment surrounding Substrate AI SA. By analyzing Substrate's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Substrate's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Substrate specific price patterns or momentum indicators. Please read more on our technical analysis page.
Substrate January 27, 2026 Technical Indicators
Most technical analysis of Substrate help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Substrate from various momentum indicators to cycle indicators. When you analyze Substrate charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0433 | |||
| Market Risk Adjusted Performance | (0.35) | |||
| Mean Deviation | 4.34 | |||
| Semi Deviation | 3.68 | |||
| Downside Deviation | 4.2 | |||
| Coefficient Of Variation | 2144.48 | |||
| Standard Deviation | 7.89 | |||
| Variance | 62.23 | |||
| Information Ratio | 0.0364 | |||
| Jensen Alpha | 0.4283 | |||
| Total Risk Alpha | (0.40) | |||
| Sortino Ratio | 0.0682 | |||
| Treynor Ratio | (0.36) | |||
| Maximum Drawdown | 59.37 | |||
| Value At Risk | (6.25) | |||
| Potential Upside | 11.25 | |||
| Downside Variance | 17.68 | |||
| Semi Variance | 13.55 | |||
| Expected Short fall | (6.56) | |||
| Skewness | 3.72 | |||
| Kurtosis | 19.3 |
Substrate January 27, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Substrate stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 64,226 | ||
| Daily Balance Of Power | (0.04) | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 0.07 | ||
| Day Typical Price | 0.07 | ||
| Price Action Indicator | 0.00 |
Complementary Tools for Substrate Stock analysis
When running Substrate's price analysis, check to measure Substrate's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Substrate is operating at the current time. Most of Substrate's value examination focuses on studying past and present price action to predict the probability of Substrate's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Substrate's price. Additionally, you may evaluate how the addition of Substrate to your portfolios can decrease your overall portfolio volatility.
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