Sats ASA (Norway) Market Value
| SATS Stock | NOK 38.70 0.60 1.57% |
| Symbol | Sats |
Sats 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 Sats 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 Sats ASA.
| 08/30/2025 |
| 11/28/2025 |
If you would invest 0.00 in Sats ASA on August 30, 2025 and sell it all today you would earn a total of 0.00 from holding Sats ASA or generate 0.0% return on investment in Sats ASA over 90 days. Sats ASA is related to or competes with Skue Sparebank, Odfjell Drilling, 5Th Planet, Nidaros Sparebank, and Xplora Technologies. Sats ASA provides fitness and training services in Norway, Sweden, Denmark and Finland More
Sats 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 Sats 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 Sats ASA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.17 | |||
| Information Ratio | 0.0138 | |||
| Maximum Drawdown | 10.36 | |||
| Value At Risk | (2.65) | |||
| Potential Upside | 2.58 |
Sats ASA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sats ASA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sats ASA's standard deviation. In reality, there are many statistical measures that can use Sats ASA historical prices to predict the future Sats ASA's volatility.| Risk Adjusted Performance | 0.0411 | |||
| Jensen Alpha | 0.0567 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.0115 | |||
| Treynor Ratio | 0.1835 |
Sats ASA Backtested Returns
As of now, Sats Stock is very steady. Sats ASA owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0476, which indicates the firm had a 0.0476 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Sats ASA, which you can use to evaluate the volatility of the company. Please validate Sats ASA's Semi Deviation of 1.99, risk adjusted performance of 0.0411, and Coefficient Of Variation of 1945.51 to confirm if the risk estimate we provide is consistent with the expected return of 0.0866%. Sats ASA has a performance score of 3 on a scale of 0 to 100. The entity has a beta of 0.45, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sats ASA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sats ASA is expected to be smaller as well. Sats ASA right now has a risk of 1.82%. Please validate Sats ASA value at risk, downside variance, and the relationship between the maximum drawdown and potential upside , to decide if Sats ASA will be following its existing price patterns.
Auto-correlation | -0.08 |
Very weak reverse predictability
Sats ASA has very weak reverse predictability. Overlapping area represents the amount of predictability between Sats ASA time series from 30th of August 2025 to 14th of October 2025 and 14th of October 2025 to 28th of November 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 Sats ASA price movement. The serial correlation of -0.08 indicates that barely 8.0% of current Sats ASA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.08 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 3.04 |
Sats ASA lagged returns against current returns
Autocorrelation, which is Sats 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 Sats ASA's stock expected returns. We can calculate the autocorrelation of Sats ASA returns to help us make a trade decision. For example, suppose you find that Sats 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 |
Sats 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 Sats ASA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sats ASA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sats ASA stock over time.
Current vs Lagged Prices |
| Timeline |
Sats ASA Lagged Returns
When evaluating Sats ASA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sats ASA stock have on its future price. Sats 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, Sats ASA autocorrelation shows the relationship between Sats ASA stock current value and its past values and can show if there is a momentum factor associated with investing in Sats ASA.
Regressed Prices |
| Timeline |
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Try AI Portfolio ProphetOther Information on Investing in Sats Stock
Sats ASA financial ratios help investors to determine whether Sats Stock 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 Sats with respect to the benefits of owning Sats ASA security.