Compagnie D39entreprises Cfe Stock Beta
| 0O2T Stock | 11.83 0.20 1.72% |
As of the 27th of February, Compagnie D#39;Entreprises shows the Downside Deviation of 1.03, mean deviation of 1.26, and Risk Adjusted Performance of 0.1641. Compagnie D#39;Entreprises technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates the direction of the firm's future prices. Please confirm Compagnie D#39;Entreprises coefficient of variation, variance, and the relationship between the downside deviation and standard deviation to decide if Compagnie D#39;Entreprises is priced correctly, providing market reflects its regular price of 11.83 per share.
Compagnie D#39;Entreprises' financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Compagnie D#39;Entreprises' valuation are provided below:Compagnie d39Entreprises CFE does not presently have any fundamental signals for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Compagnie |
Compagnie D#39;Entreprises '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 Compagnie D#39;Entreprises' 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 Compagnie D#39;Entreprises.
| 11/29/2025 |
| 02/27/2026 |
If you would invest 0.00 in Compagnie D#39;Entreprises on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Compagnie d39Entreprises CFE or generate 0.0% return on investment in Compagnie D#39;Entreprises over 90 days. Compagnie D#39;Entreprises is related to or competes with SMA Solar, Target Healthcare, PureTech Health, United Utilities, Microchip Technology, CelLBxHealth Plc, and Ashtead Technology. More
Compagnie D#39;Entreprises 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 Compagnie D#39;Entreprises' 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 Compagnie d39Entreprises CFE upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.03 | |||
| Information Ratio | 0.157 | |||
| Maximum Drawdown | 6.48 | |||
| Value At Risk | (1.58) | |||
| Potential Upside | 3.15 |
Compagnie D#39;Entreprises Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Compagnie D#39;Entreprises' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Compagnie D#39;Entreprises' standard deviation. In reality, there are many statistical measures that can use Compagnie D#39;Entreprises historical prices to predict the future Compagnie D#39;Entreprises' volatility.| Risk Adjusted Performance | 0.1641 | |||
| Jensen Alpha | 0.4621 | |||
| Total Risk Alpha | 0.1361 | |||
| Sortino Ratio | 0.378 | |||
| Treynor Ratio | 1.47 |
Compagnie D#39;Entreprises February 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 | 0.1641 | |||
| Market Risk Adjusted Performance | 1.48 | |||
| Mean Deviation | 1.26 | |||
| Semi Deviation | 0.2539 | |||
| Downside Deviation | 1.03 | |||
| Coefficient Of Variation | 484.32 | |||
| Standard Deviation | 2.47 | |||
| Variance | 6.11 | |||
| Information Ratio | 0.157 | |||
| Jensen Alpha | 0.4621 | |||
| Total Risk Alpha | 0.1361 | |||
| Sortino Ratio | 0.378 | |||
| Treynor Ratio | 1.47 | |||
| Maximum Drawdown | 6.48 | |||
| Value At Risk | (1.58) | |||
| Potential Upside | 3.15 | |||
| Downside Variance | 1.05 | |||
| Semi Variance | 0.0645 | |||
| Expected Short fall | (1.70) | |||
| Skewness | 4.97 | |||
| Kurtosis | 31.66 |
Compagnie D#39;Entreprises Backtested Returns
Compagnie D#39;Entreprises appears to be not too volatile, given 3 months investment horizon. Compagnie D#39;Entreprises secures Sharpe Ratio (or Efficiency) of 0.21, which signifies that the company had a 0.21 % return per unit of risk over the last 3 months. By analyzing Compagnie D#39;Entreprises' technical indicators, you can evaluate if the expected return of 0.51% is justified by implied risk. Please makes use of Compagnie D#39;Entreprises' Mean Deviation of 1.26, downside deviation of 1.03, and Risk Adjusted Performance of 0.1641 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Compagnie D#39;Entreprises holds a performance score of 16. The firm shows a Beta (market volatility) of 0.34, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Compagnie D#39;Entreprises' returns are expected to increase less than the market. However, during the bear market, the loss of holding Compagnie D#39;Entreprises is expected to be smaller as well. Please check Compagnie D#39;Entreprises' semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and information ratio , to make a quick decision on whether Compagnie D#39;Entreprises' price patterns will revert.
Auto-correlation | 0.32 |
Below average predictability
Compagnie d39Entreprises CFE has below average predictability. Overlapping area represents the amount of predictability between Compagnie D#39;Entreprises time series from 29th of November 2025 to 13th of January 2026 and 13th of January 2026 to 27th of February 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 Compagnie D#39;Entreprises price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current Compagnie D#39;Entreprises price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.32 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
| Competition |
In accordance with the recently published financial statements, Compagnie d39Entreprises CFE has a Beta of 1.33. This is 2.92% lower than that of the Commercial Services & Supplies sector and significantly higher than that of the Industrials industry. The beta for all United Kingdom stocks is notably lower than that of the firm.
Compagnie Beta Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Compagnie D#39;Entreprises' direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the stocks which would be a good addition to a portfolio. Peer analysis of Compagnie D#39;Entreprises could also be used in its relative valuation, which is a method of valuing Compagnie D#39;Entreprises by comparing valuation metrics of similar companies.Compagnie D39Entreprises is currently under evaluation in beta category among its peers.
As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Compagnie D#39;Entreprises will likely underperform.
Compagnie Fundamentals
| Return On Equity | 0.12 | ||||
| Return On Asset | 0.0135 | ||||
| Profit Margin | 0.02 % | ||||
| Operating Margin | 0.02 % | ||||
| Current Valuation | 333.34 M | ||||
| Shares Owned By Insiders | 74.23 % | ||||
| Shares Owned By Institutions | 4.11 % | ||||
| Revenue | 1.13 B | ||||
| Gross Profit | 339.94 M | ||||
| EBITDA | 33.2 M | ||||
| Net Income | 22.78 M | ||||
| Book Value Per Share | 9.57 X | ||||
| Cash Flow From Operations | 69.89 M | ||||
| Number Of Employees | 2.71 K | ||||
| Beta | 1.33 | ||||
| Market Capitalization | 3 B | ||||
| Retained Earnings | 105.7 M | ||||
| Last Dividend Paid | 0.4 |
About Compagnie D#39;Entreprises Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Compagnie d39Entreprises CFE's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Compagnie D#39;Entreprises using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Compagnie d39Entreprises CFE based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
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When running Compagnie D#39;Entreprises' price analysis, check to measure Compagnie D#39;Entreprises' 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 Compagnie D#39;Entreprises is operating at the current time. Most of Compagnie D#39;Entreprises' value examination focuses on studying past and present price action to predict the probability of Compagnie D#39;Entreprises' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Compagnie D#39;Entreprises' price. Additionally, you may evaluate how the addition of Compagnie D#39;Entreprises to your portfolios can decrease your overall portfolio volatility.