Accor Sa Stock Market Value
| ACRFF Stock | USD 49.30 2.15 4.56% |
| 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 pink sheet 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.
| 01/29/2025 |
| 02/28/2025 |
If you would invest 0.00 in Accor SA on January 29, 2025 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 30 days. Accor SA is related to or competes with Hilton Worldwide, InterContinental, Marriott International, Choice Hotels, Wyndham Hotels, and Hyatt Hotels. It operates through two segments, HotelServices, and Hotel Assets Other 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 pink sheet 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 | 3.29 | |||
| Information Ratio | 0.1781 | |||
| Maximum Drawdown | 14.45 | |||
| Value At Risk | (2.69) | |||
| Potential Upside | 5.64 |
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 | 0.13 | |||
| Jensen Alpha | 0.3993 | |||
| Total Risk Alpha | 0.4728 | |||
| Sortino Ratio | 0.1243 | |||
| Treynor Ratio | 0.5749 |
Accor SA Backtested Returns
Accor SA appears to be very steady, given 3 months investment horizon. Accor SA secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Accor SA, which you can use to evaluate the volatility of the firm. Please makes use of Accor SA's mean deviation of 1.47, and Risk Adjusted Performance of 0.13 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 8. The firm shows a Beta (market volatility) of 0.66, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Accor SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Accor SA is expected to be smaller as well. Please check Accor SA's sortino ratio, semi variance, and the relationship between the information ratio and value at risk , to make a quick decision on whether Accor SA's price patterns will revert.
Auto-correlation | 0.10 |
Insignificant predictability
Accor SA has insignificant predictability. Overlapping area represents the amount of predictability between Accor SA time series from 29th of January 2025 to 13th of February 2025 and 13th of February 2025 to 28th of February 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 Accor SA price movement. The serial correlation of 0.1 indicates that less than 10.0% of current Accor SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.1 | |
| Spearman Rank Test | -0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 1.98 |
Accor SA lagged returns against current returns
Autocorrelation, which is Accor SA pink sheet'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 pink sheet 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 pink sheet 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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Accor SA pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Accor SA pink sheet 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 pink sheet 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 pink sheet 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 Pink Sheet
Accor SA financial ratios help investors to determine whether Accor Pink Sheet 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.