Baikowski SASU (France) Market Value
| ALBKK Stock | EUR 16.20 0.10 0.61% |
| Symbol | Baikowski |
Baikowski SASU '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 Baikowski SASU'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 Baikowski SASU.
| 09/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Baikowski SASU on September 27, 2024 and sell it all today you would earn a total of 0.00 from holding Baikowski SASU or generate 0.0% return on investment in Baikowski SASU over 60 days. Baikowski SASU is related to or competes with Grard Perrier, Samse SA, Manitou BF, Ossiam Minimum, Ekinops SA, Orapi SA, and Memscap Regpt. Baikowski SAS, together with its subsidiaries, engages in the production of alumina powders and formulations in France, ... More
Baikowski SASU 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 Baikowski SASU'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 Baikowski SASU upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.25 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 12.93 | |||
| Value At Risk | (3.45) | |||
| Potential Upside | 3.66 |
Baikowski SASU Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Baikowski SASU's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Baikowski SASU's standard deviation. In reality, there are many statistical measures that can use Baikowski SASU historical prices to predict the future Baikowski SASU's volatility.| Risk Adjusted Performance | 0.0309 | |||
| Jensen Alpha | 0.0623 | |||
| Total Risk Alpha | (0.29) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 32.93 |
Baikowski SASU Backtested Returns
Baikowski SASU secures Sharpe Ratio (or Efficiency) of -0.0015, which signifies that the company had a -0.0015% return per unit of risk over the last 3 months. Baikowski SASU exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Baikowski SASU's Mean Deviation of 1.63, downside deviation of 2.25, and Risk Adjusted Performance of 0.0309 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0019, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Baikowski SASU's returns are expected to increase less than the market. However, during the bear market, the loss of holding Baikowski SASU is expected to be smaller as well. At this point, Baikowski SASU has a negative expected return of -0.0033%. Please make sure to confirm Baikowski SASU's jensen alpha, semi variance, day typical price, as well as the relationship between the maximum drawdown and accumulation distribution , to decide if Baikowski SASU performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.21 |
Weak predictability
Baikowski SASU has weak predictability. Overlapping area represents the amount of predictability between Baikowski SASU 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 Baikowski SASU price movement. The serial correlation of 0.21 indicates that over 21.0% of current Baikowski SASU price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.21 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Baikowski SASU lagged returns against current returns
Autocorrelation, which is Baikowski SASU 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 Baikowski SASU's stock expected returns. We can calculate the autocorrelation of Baikowski SASU returns to help us make a trade decision. For example, suppose you find that Baikowski SASU 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 |
Baikowski SASU 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 Baikowski SASU stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Baikowski SASU stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Baikowski SASU stock over time.
Current vs Lagged Prices |
| Timeline |
Baikowski SASU Lagged Returns
When evaluating Baikowski SASU's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Baikowski SASU stock have on its future price. Baikowski SASU 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, Baikowski SASU autocorrelation shows the relationship between Baikowski SASU stock current value and its past values and can show if there is a momentum factor associated with investing in Baikowski SASU.
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 Baikowski Stock Analysis
When running Baikowski SASU's price analysis, check to measure Baikowski SASU'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 Baikowski SASU is operating at the current time. Most of Baikowski SASU's value examination focuses on studying past and present price action to predict the probability of Baikowski SASU's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Baikowski SASU's price. Additionally, you may evaluate how the addition of Baikowski SASU to your portfolios can decrease your overall portfolio volatility.