Assystem (France) Price on February 19, 2024
| ASY Stock | EUR 36.80 0.20 0.55% |
If you're considering investing in Assystem Stock, it is important to understand the factors that can impact its price. As of today, the current price of Assystem stands at 36.80, as last reported on the 28th of November, with the highest price reaching 38.10 and the lowest price hitting 36.60 during the day. Assystem SA secures Sharpe Ratio (or Efficiency) of -0.17, which signifies that the company had a -0.17% return per unit of risk over the last 3 months. Assystem SA exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Assystem's Standard Deviation of 2.79, mean deviation of 1.83, and Risk Adjusted Performance of (0.12) to double-check the risk estimate we provide.
Assystem Stock price history is provided at the adjusted basis, taking into account all of the recent filings.
Assystem |
Sharpe Ratio = -0.1662
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | ASY |
Estimated Market Risk
| 2.81 actual daily | 25 75% of assets are more volatile |
Expected Return
| -0.47 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.17 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Assystem is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Assystem by adding Assystem to a well-diversified portfolio.
Assystem Valuation on February 19, 2024
It is possible to determine the worth of Assystem on a given historical date. On February 19, 2024 Assystem was worth 45.82 at the beginning of the trading date compared to the closed value of 46.69. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Assystem stock. Still, in general, we apply an absolute valuation method to find Assystem's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Assystem where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Assystem's related companies.
| Open | High | Low | Close | Volume | |
| 46.52 | 47.04 | 45.82 | 46.00 | 4,813 | |
02/19/2024 | 45.82 | 47.04 | 45.82 | 46.69 | 9,775 |
| 46.69 | 47.56 | 46.69 | 47.21 | 3,537 |
| Backtest Assystem | | | Assystem History | | | Assystem Valuation | Previous | Next |
Assystem Trading Date Momentum on February 19, 2024
| On February 20 2024 Assystem SA was traded for 47.21 at the closing time. The maximum traded price for the trading interval was 47.56 and the lowest daily price was 46.69 . The daily volume was recorded at 3.5 K. The volume of trading on 20th of February 2024 played a part in the next trading day price jump. The overall trading delta to the next closing price was 1.11% . The overall trading delta to the closing price today is 0.36% . |
Assystem SA Fundamentals Correlations and Trends
By evaluating Assystem's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Assystem's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Assystem financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Assystem Stock history
Assystem investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Assystem is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Assystem SA will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Assystem stock prices may prove useful in developing a viable investing in Assystem
Assystem S.A. operates as an infrastructure engineering and consultancy company worldwide. The company was founded in 1966 and is headquartered in Paris, France. ASSYSTEM operates under Engineering Construction classification in France and is traded on Paris Stock Exchange. It employs 4823 people.
Assystem Stock Technical Analysis
Assystem 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.
Price Boundaries
Assystem Period Price Range
Low | November 28, 2024
| High |
0.00 | 0.00 |
Assystem SA cannot be verified against its exchange. Please verify the symbol is currently traded on Euronext Paris. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Assystem November 28, 2024 Market Strength
Market strength indicators help investors to evaluate how Assystem stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Assystem shares will generate the highest return on investment. By undertsting and applying Assystem stock market strength indicators, traders can identify Assystem SA entry and exit signals to maximize returns
Assystem Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Assystem's price direction in advance. Along with the technical and fundamental analysis of Assystem Stock historical price patterns, it is also worthwhile for investors to track various predictive indicators of Assystem to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.50) | |||
| Total Risk Alpha | (0.89) | |||
| Treynor Ratio | (1.64) |
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Complementary Tools for Assystem Stock analysis
When running Assystem's price analysis, check to measure Assystem'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 Assystem is operating at the current time. Most of Assystem's value examination focuses on studying past and present price action to predict the probability of Assystem's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Assystem's price. Additionally, you may evaluate how the addition of Assystem to your portfolios can decrease your overall portfolio volatility.
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Sync Your Broker Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors. | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| Share Portfolio Track or share privately all of your investments from the convenience of any device | |
| Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities | |
| Companies Directory Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios |