Acheter Louer (France) Market Value
| ALALO Stock | EUR 0.52 0.03 5.45% |
| Symbol | Acheter |
Acheter Louer '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 Acheter Louer'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 Acheter Louer.
| 12/07/2022 |
| 11/26/2024 |
If you would invest 0.00 in Acheter Louer on December 7, 2022 and sell it all today you would earn a total of 0.00 from holding Acheter Louer or generate 0.0% return on investment in Acheter Louer over 720 days. Acheter Louer is related to or competes with Biophytis, and DBT SA. Acheter-Louer.Fr SA provides communications solutions for commercial development and promotion of the professions of its... More
Acheter Louer 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 Acheter Louer'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 Acheter Louer upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 65.0 | |||
| Value At Risk | (5.88) |
Acheter Louer Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Acheter Louer's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Acheter Louer's standard deviation. In reality, there are many statistical measures that can use Acheter Louer historical prices to predict the future Acheter Louer's volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (1.68) | |||
| Total Risk Alpha | (2.68) | |||
| Treynor Ratio | (0.41) |
Acheter Louer Backtested Returns
Acheter Louer 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. Acheter Louer exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Acheter Louer's mean deviation of 3.11, and Risk Adjusted Performance of (0.10) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 3.18, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Acheter Louer will likely underperform. At this point, Acheter Louer has a negative expected return of -1.41%. Please make sure to confirm Acheter Louer's total risk alpha, as well as the relationship between the accumulation distribution and market facilitation index , to decide if Acheter Louer performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.42 |
Average predictability
Acheter Louer has average predictability. Overlapping area represents the amount of predictability between Acheter Louer time series from 7th of December 2022 to 2nd of December 2023 and 2nd of December 2023 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 Acheter Louer price movement. The serial correlation of 0.42 indicates that just about 42.0% of current Acheter Louer price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | 0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 7006.26 |
Acheter Louer lagged returns against current returns
Autocorrelation, which is Acheter Louer 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 Acheter Louer's stock expected returns. We can calculate the autocorrelation of Acheter Louer returns to help us make a trade decision. For example, suppose you find that Acheter Louer 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 |
Acheter Louer 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 Acheter Louer stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Acheter Louer stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Acheter Louer stock over time.
Current vs Lagged Prices |
| Timeline |
Acheter Louer Lagged Returns
When evaluating Acheter Louer's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Acheter Louer stock have on its future price. Acheter Louer 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, Acheter Louer autocorrelation shows the relationship between Acheter Louer stock current value and its past values and can show if there is a momentum factor associated with investing in Acheter Louer.
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 Acheter Stock Analysis
When running Acheter Louer's price analysis, check to measure Acheter Louer'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 Acheter Louer is operating at the current time. Most of Acheter Louer's value examination focuses on studying past and present price action to predict the probability of Acheter Louer's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Acheter Louer's price. Additionally, you may evaluate how the addition of Acheter Louer to your portfolios can decrease your overall portfolio volatility.