Groupe Airwell (France) Market Value
| ALAIR Stock | 1.36 0.02 1.49% |
| Symbol | Groupe |
Groupe Airwell '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 Groupe Airwell'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 Groupe Airwell.
| 01/08/2025 |
| 02/07/2025 |
If you would invest 0.00 in Groupe Airwell on January 8, 2025 and sell it all today you would earn a total of 0.00 from holding Groupe Airwell Socit or generate 0.0% return on investment in Groupe Airwell over 30 days.
Groupe Airwell 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 Groupe Airwell'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 Groupe Airwell Socit upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 20.39 | |||
| Value At Risk | (8.22) | |||
| Potential Upside | 6.49 |
Groupe Airwell Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Groupe Airwell's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Groupe Airwell's standard deviation. In reality, there are many statistical measures that can use Groupe Airwell historical prices to predict the future Groupe Airwell's volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.51) | |||
| Total Risk Alpha | (0.95) | |||
| Treynor Ratio | 1.99 |
Groupe Airwell Socit Backtested Returns
Groupe Airwell Socit holds Efficiency (Sharpe) Ratio of -0.12, which attests that the entity had a -0.12 % return per unit of risk over the last 3 months. Groupe Airwell Socit exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Groupe Airwell's Standard Deviation of 3.97, risk adjusted performance of (0.10), and Market Risk Adjusted Performance of 2.0 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.27, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Groupe Airwell are expected to decrease at a much lower rate. During the bear market, Groupe Airwell is likely to outperform the market. At this point, Groupe Airwell Socit has a negative expected return of -0.47%. Please make sure to check out Groupe Airwell's information ratio, potential upside, as well as the relationship between the Potential Upside and rate of daily change , to decide if Groupe Airwell Socit performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.50 |
Modest predictability
Groupe Airwell Socit has modest predictability. Overlapping area represents the amount of predictability between Groupe Airwell time series from 8th of January 2025 to 23rd of January 2025 and 23rd of January 2025 to 7th 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 Groupe Airwell Socit price movement. The serial correlation of 0.5 indicates that about 50.0% of current Groupe Airwell price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Groupe Airwell Socit lagged returns against current returns
Autocorrelation, which is Groupe Airwell 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 Groupe Airwell's stock expected returns. We can calculate the autocorrelation of Groupe Airwell returns to help us make a trade decision. For example, suppose you find that Groupe Airwell 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 |
Groupe Airwell 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 Groupe Airwell stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Groupe Airwell stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Groupe Airwell stock over time.
Current vs Lagged Prices |
| Timeline |
Groupe Airwell Lagged Returns
When evaluating Groupe Airwell's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Groupe Airwell stock have on its future price. Groupe Airwell 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, Groupe Airwell autocorrelation shows the relationship between Groupe Airwell stock current value and its past values and can show if there is a momentum factor associated with investing in Groupe Airwell Socit.
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 Groupe Stock Analysis
When running Groupe Airwell's price analysis, check to measure Groupe Airwell'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 Groupe Airwell is operating at the current time. Most of Groupe Airwell's value examination focuses on studying past and present price action to predict the probability of Groupe Airwell's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Groupe Airwell's price. Additionally, you may evaluate how the addition of Groupe Airwell to your portfolios can decrease your overall portfolio volatility.