MR BRICOLAGE (Germany) Market Value
| 4OL Stock | EUR 7.66 0.26 3.51% |
| 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.
| 02/23/2025 |
| 03/25/2025 |
If you would invest 0.00 in MR BRICOLAGE on February 23, 2025 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 Ryanair Holdings, Enter Air, AIR LIQUIDE, Adtalem Global, CAREER EDUCATION, and Altair Engineering. 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.
| Downside Deviation | 1.55 | |||
| Information Ratio | 0.0942 | |||
| Maximum Drawdown | 9.16 | |||
| Value At Risk | (1.90) | |||
| Potential Upside | 1.98 |
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 | 0.0701 | |||
| Jensen Alpha | 0.0987 | |||
| Total Risk Alpha | 0.1414 | |||
| Sortino Ratio | 0.0801 | |||
| Treynor Ratio | 0.3005 |
MR BRICOLAGE INH Backtested Returns
At this point, MR BRICOLAGE is not too volatile. MR BRICOLAGE INH retains Efficiency (Sharpe Ratio) of 0.0742, which conveys that the firm had a 0.0742 % return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for MR BRICOLAGE, which you can use to evaluate the volatility of the firm. Please verify MR BRICOLAGE's Mean Deviation of 0.8384, market risk adjusted performance of 0.3105, and Standard Deviation of 1.32 to check out if the risk estimate we provide is consistent with the expected return of 0.098%. MR BRICOLAGE has a performance score of 5 on a scale of 0 to 100. The company owns a Beta (Systematic Risk) of 0.29, which conveys not very significant fluctuations relative to the market. As returns on the market increase, MR BRICOLAGE's returns are expected to increase less than the market. However, during the bear market, the loss of holding MR BRICOLAGE is expected to be smaller as well. MR BRICOLAGE INH today owns a risk of 1.32%. Please verify MR BRICOLAGE INH semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to decide if MR BRICOLAGE INH will be following its current price history.
Auto-correlation | 0.03 |
Virtually no predictability
MR BRICOLAGE INH has virtually no predictability. Overlapping area represents the amount of predictability between MR BRICOLAGE time series from 23rd of February 2025 to 10th of March 2025 and 10th of March 2025 to 25th of March 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 MR BRICOLAGE INH price movement. The serial correlation of 0.03 indicates that only 3.0% of current MR BRICOLAGE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.03 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
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.