2CRSI SA (France) Market Value
| AL2SI Stock | 12.18 0.10 0.81% |
| Symbol | 2CRSI |
2CRSI 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 2CRSI 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 2CRSI SA.
| 10/20/2025 |
| 01/18/2026 |
If you would invest 0.00 in 2CRSI SA on October 20, 2025 and sell it all today you would earn a total of 0.00 from holding 2CRSI SA or generate 0.0% return on investment in 2CRSI SA over 90 days.
2CRSI 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 2CRSI 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 2CRSI SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 29.56 | |||
| Value At Risk | (6.47) | |||
| Potential Upside | 8.53 |
2CRSI SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 2CRSI SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 2CRSI SA's standard deviation. In reality, there are many statistical measures that can use 2CRSI SA historical prices to predict the future 2CRSI SA's volatility.| Risk Adjusted Performance | 0.006 | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.70) | |||
| Treynor Ratio | (0.1) |
2CRSI SA Backtested Returns
2CRSI SA secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of risk over the last 3 months. 2CRSI SA exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 2CRSI SA's variance of 26.3, and Mean Deviation of 3.48 to double-check the risk estimate we provide. 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, 2CRSI SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding 2CRSI SA is expected to be smaller as well. At this point, 2CRSI SA has a negative expected return of -0.0196%. Please make sure to confirm 2CRSI SA's potential upside, as well as the relationship between the daily balance of power and market facilitation index , to decide if 2CRSI SA performance from the past will be repeated at some future date.
Auto-correlation | -0.29 |
Weak reverse predictability
2CRSI SA has weak reverse predictability. Overlapping area represents the amount of predictability between 2CRSI SA time series from 20th of October 2025 to 4th of December 2025 and 4th of December 2025 to 18th 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 2CRSI SA price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current 2CRSI SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.29 |
2CRSI SA lagged returns against current returns
Autocorrelation, which is 2CRSI 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 2CRSI SA's stock expected returns. We can calculate the autocorrelation of 2CRSI SA returns to help us make a trade decision. For example, suppose you find that 2CRSI 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 |
2CRSI 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 2CRSI SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 2CRSI SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 2CRSI SA stock over time.
Current vs Lagged Prices |
| Timeline |
2CRSI SA Lagged Returns
When evaluating 2CRSI SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 2CRSI SA stock have on its future price. 2CRSI 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, 2CRSI SA autocorrelation shows the relationship between 2CRSI SA stock current value and its past values and can show if there is a momentum factor associated with investing in 2CRSI 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 2CRSI Stock Analysis
When running 2CRSI SA's price analysis, check to measure 2CRSI 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 2CRSI SA is operating at the current time. Most of 2CRSI SA's value examination focuses on studying past and present price action to predict the probability of 2CRSI 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 2CRSI SA's price. Additionally, you may evaluate how the addition of 2CRSI SA to your portfolios can decrease your overall portfolio volatility.