Accor SA (Germany) Market Value
| ACR Stock | EUR 42.67 0.26 0.61% |
| Symbol | Accor |
Accor 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 Accor 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 Accor SA.
| 09/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Accor SA on September 27, 2024 and sell it all today you would earn a total of 0.00 from holding Accor SA or generate 0.0% return on investment in Accor SA over 60 days. Accor SA is related to or competes with GEA GROUP, Carrefour, Air Liquide, ITV Plc, and Safran SA. It operates through three segments HotelServices, Hotel Assets Others, and New Businesses More
Accor 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 Accor 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 Accor SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.29 | |||
| Information Ratio | 0.0731 | |||
| Maximum Drawdown | 6.94 | |||
| Value At Risk | (1.97) | |||
| Potential Upside | 2.18 |
Accor SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Accor SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Accor SA's standard deviation. In reality, there are many statistical measures that can use Accor SA historical prices to predict the future Accor SA's volatility.| Risk Adjusted Performance | 0.1351 | |||
| Jensen Alpha | 0.2156 | |||
| Total Risk Alpha | 0.011 | |||
| Sortino Ratio | 0.0742 | |||
| Treynor Ratio | (19.13) |
Accor SA Backtested Returns
Accor SA appears to be very steady, given 3 months investment horizon. Accor SA secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the company had a 0.16% return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Accor SA, which you can use to evaluate the volatility of the firm. Please makes use of Accor SA's risk adjusted performance of 0.1351, and Mean Deviation of 0.9833 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Accor SA holds a performance score of 12. The firm shows a Beta (market volatility) of -0.0112, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Accor SA are expected to decrease at a much lower rate. During the bear market, Accor SA is likely to outperform the market. Please check Accor SA's information ratio, treynor ratio, and the relationship between the downside deviation and total risk alpha , to make a quick decision on whether Accor SA's price patterns will revert.
Auto-correlation | 0.52 |
Modest predictability
Accor SA has modest predictability. Overlapping area represents the amount of predictability between Accor SA time series from 27th of September 2024 to 27th of October 2024 and 27th of October 2024 to 26th 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 Accor SA price movement. The serial correlation of 0.52 indicates that about 52.0% of current Accor SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.74 |
Accor SA lagged returns against current returns
Autocorrelation, which is Accor 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 Accor SA's stock expected returns. We can calculate the autocorrelation of Accor SA returns to help us make a trade decision. For example, suppose you find that Accor 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 |
Accor 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 Accor SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Accor SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Accor SA stock over time.
Current vs Lagged Prices |
| Timeline |
Accor SA Lagged Returns
When evaluating Accor SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Accor SA stock have on its future price. Accor 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, Accor SA autocorrelation shows the relationship between Accor SA stock current value and its past values and can show if there is a momentum factor associated with investing in Accor SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Accor Stock
Accor SA financial ratios help investors to determine whether Accor 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 Accor with respect to the benefits of owning Accor SA security.