Boiron SA (UK) Market Value
| 0DTF Stock | 30.30 0.05 0.17% |
| Symbol | Boiron |
Boiron SA '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 Boiron SA'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 Boiron SA.
| 12/16/2025 |
| 01/15/2026 |
If you would invest 0.00 in Boiron SA on December 16, 2025 and sell it all today you would earn a total of 0.00 from holding Boiron SA or generate 0.0% return on investment in Boiron SA over 30 days. Boiron SA is related to or competes with Enbridge, Endo International, UP Fintech, Align Technology, Transense Technologies, Fidelity Emerging, and ASML Holding. Boiron SA is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Boiron SA 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 Boiron SA'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 Boiron SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.24 | |||
| Information Ratio | 0.1151 | |||
| Maximum Drawdown | 15.05 | |||
| Value At Risk | (3.21) | |||
| Potential Upside | 6.84 |
Boiron SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Boiron SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Boiron SA's standard deviation. In reality, there are many statistical measures that can use Boiron SA historical prices to predict the future Boiron SA's volatility.| Risk Adjusted Performance | 0.1195 | |||
| Jensen Alpha | 0.4618 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | 0.1421 | |||
| Treynor Ratio | (1.40) |
Boiron SA Backtested Returns
Boiron SA appears to be not too volatile, given 3 months investment horizon. Boiron SA secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the company had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Boiron SA, which you can use to evaluate the volatility of the firm. Please makes use of Boiron SA's Downside Deviation of 2.24, mean deviation of 1.91, and Risk Adjusted Performance of 0.1195 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Boiron SA holds a performance score of 11. The firm shows a Beta (market volatility) of -0.31, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Boiron SA are expected to decrease at a much lower rate. During the bear market, Boiron SA is likely to outperform the market. Please check Boiron SA's semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to make a quick decision on whether Boiron SA's price patterns will revert.
Auto-correlation | -0.91 |
Near perfect reversele predictability
Boiron SA has near perfect reversele predictability. Overlapping area represents the amount of predictability between Boiron SA time series from 16th of December 2025 to 31st of December 2025 and 31st of December 2025 to 15th 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 Boiron SA price movement. The serial correlation of -0.91 indicates that approximately 91.0% of current Boiron SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.91 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Boiron SA lagged returns against current returns
Autocorrelation, which is Boiron SA 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 Boiron SA's stock expected returns. We can calculate the autocorrelation of Boiron SA returns to help us make a trade decision. For example, suppose you find that Boiron SA 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 |
Boiron SA 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 Boiron SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Boiron SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Boiron SA stock over time.
Current vs Lagged Prices |
| Timeline |
Boiron SA Lagged Returns
When evaluating Boiron SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Boiron SA stock have on its future price. Boiron SA 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, Boiron SA autocorrelation shows the relationship between Boiron SA stock current value and its past values and can show if there is a momentum factor associated with investing in Boiron SA.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Boiron Stock Analysis
When running Boiron SA's price analysis, check to measure Boiron SA'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 Boiron SA is operating at the current time. Most of Boiron SA's value examination focuses on studying past and present price action to predict the probability of Boiron SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Boiron SA's price. Additionally, you may evaluate how the addition of Boiron SA to your portfolios can decrease your overall portfolio volatility.