MR BRICOLAGE (Germany) Market Value
| 4OL Stock | EUR 7.52 0.10 1.31% |
| Symbol | 4OL |
MR BRICOLAGE '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 MR BRICOLAGE'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 MR BRICOLAGE.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in MR BRICOLAGE on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding MR BRICOLAGE INH or generate 0.0% return on investment in MR BRICOLAGE over 30 days. MR BRICOLAGE is related to or competes with Performance Food, Astral Foods, Warner Music, G III, and INDOFOOD AGRI. Bricolage SA engages in the renovation and embellishment of houses and gardens More
MR BRICOLAGE 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 MR BRICOLAGE'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 MR BRICOLAGE INH upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 4.23 | |||
| Value At Risk | (1.57) | |||
| Potential Upside | 1.32 |
MR BRICOLAGE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MR BRICOLAGE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MR BRICOLAGE's standard deviation. In reality, there are many statistical measures that can use MR BRICOLAGE historical prices to predict the future MR BRICOLAGE's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | 0.6318 |
MR BRICOLAGE INH Backtested Returns
MR BRICOLAGE INH retains Efficiency (Sharpe Ratio) of -0.0472, which conveys that the firm had a -0.0472% return per unit of price deviation over the last 3 months. MR BRICOLAGE exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify MR BRICOLAGE's Information Ratio of (0.19), mean deviation of 0.7449, and Market Risk Adjusted Performance of 0.6418 to check out the risk estimate we provide. The company owns a Beta (Systematic Risk) of -0.0855, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning MR BRICOLAGE are expected to decrease at a much lower rate. During the bear market, MR BRICOLAGE is likely to outperform the market. At this point, MR BRICOLAGE INH has a negative expected return of -0.044%. Please make sure to verify MR BRICOLAGE's market risk adjusted performance, coefficient of variation, jensen alpha, as well as the relationship between the mean deviation and standard deviation , to decide if MR BRICOLAGE INH performance from the past will be repeated sooner or later.
Auto-correlation | -0.43 |
Modest reverse predictability
MR BRICOLAGE INH has modest reverse predictability. Overlapping area represents the amount of predictability between MR BRICOLAGE time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of MR BRICOLAGE INH price movement. The serial correlation of -0.43 indicates that just about 43.0% of current MR BRICOLAGE price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.43 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
MR BRICOLAGE INH lagged returns against current returns
Autocorrelation, which is MR BRICOLAGE 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 MR BRICOLAGE's stock expected returns. We can calculate the autocorrelation of MR BRICOLAGE returns to help us make a trade decision. For example, suppose you find that MR BRICOLAGE 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 |
MR BRICOLAGE 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 MR BRICOLAGE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MR BRICOLAGE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MR BRICOLAGE stock over time.
Current vs Lagged Prices |
| Timeline |
MR BRICOLAGE Lagged Returns
When evaluating MR BRICOLAGE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MR BRICOLAGE stock have on its future price. MR BRICOLAGE 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, MR BRICOLAGE autocorrelation shows the relationship between MR BRICOLAGE stock current value and its past values and can show if there is a momentum factor associated with investing in MR BRICOLAGE INH.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in 4OL Stock
MR BRICOLAGE financial ratios help investors to determine whether 4OL 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 4OL with respect to the benefits of owning MR BRICOLAGE security.