Compagnie Lebon (France) Market Value
| ALBON Stock | 99.20 0.20 0.20% |
| Symbol | Compagnie |
Compagnie Lebon '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 Compagnie Lebon'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 Compagnie Lebon.
| 01/23/2024 |
| 01/12/2026 |
If you would invest 0.00 in Compagnie Lebon on January 23, 2024 and sell it all today you would earn a total of 0.00 from holding Compagnie Lebon SA or generate 0.0% return on investment in Compagnie Lebon over 720 days.
Compagnie Lebon 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 Compagnie Lebon'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 Compagnie Lebon SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.23 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 4.89 | |||
| Value At Risk | (2.07) | |||
| Potential Upside | 1.71 |
Compagnie Lebon Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Compagnie Lebon's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Compagnie Lebon's standard deviation. In reality, there are many statistical measures that can use Compagnie Lebon historical prices to predict the future Compagnie Lebon's volatility.| Risk Adjusted Performance | 0.0495 | |||
| Jensen Alpha | 0.0257 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.1596 |
Compagnie Lebon SA Backtested Returns
Currently, Compagnie Lebon SA is very steady. Compagnie Lebon SA secures Sharpe Ratio (or Efficiency) of 0.0785, which signifies that the company had a 0.0785 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Compagnie Lebon SA, which you can use to evaluate the volatility of the firm. Please confirm Compagnie Lebon's Risk Adjusted Performance of 0.0495, downside deviation of 1.23, and Mean Deviation of 0.6619 to double-check if the risk estimate we provide is consistent with the expected return of 0.082%. Compagnie Lebon has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.34, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Compagnie Lebon's returns are expected to increase less than the market. However, during the bear market, the loss of holding Compagnie Lebon is expected to be smaller as well. Compagnie Lebon SA right now shows a risk of 1.04%. Please confirm Compagnie Lebon SA downside variance, and the relationship between the sortino ratio and accumulation distribution , to decide if Compagnie Lebon SA will be following its price patterns.
Auto-correlation | 0.43 |
Average predictability
Compagnie Lebon SA has average predictability. Overlapping area represents the amount of predictability between Compagnie Lebon time series from 23rd of January 2024 to 17th of January 2025 and 17th of January 2025 to 12th 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 Compagnie Lebon SA price movement. The serial correlation of 0.43 indicates that just about 43.0% of current Compagnie Lebon price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 12.45 |
Compagnie Lebon SA lagged returns against current returns
Autocorrelation, which is Compagnie Lebon 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 Compagnie Lebon's stock expected returns. We can calculate the autocorrelation of Compagnie Lebon returns to help us make a trade decision. For example, suppose you find that Compagnie Lebon 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 |
Compagnie Lebon 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 Compagnie Lebon stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Compagnie Lebon stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Compagnie Lebon stock over time.
Current vs Lagged Prices |
| Timeline |
Compagnie Lebon Lagged Returns
When evaluating Compagnie Lebon's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Compagnie Lebon stock have on its future price. Compagnie Lebon 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, Compagnie Lebon autocorrelation shows the relationship between Compagnie Lebon stock current value and its past values and can show if there is a momentum factor associated with investing in Compagnie Lebon 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 Compagnie Stock Analysis
When running Compagnie Lebon's price analysis, check to measure Compagnie Lebon'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 Compagnie Lebon is operating at the current time. Most of Compagnie Lebon's value examination focuses on studying past and present price action to predict the probability of Compagnie Lebon's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Compagnie Lebon's price. Additionally, you may evaluate how the addition of Compagnie Lebon to your portfolios can decrease your overall portfolio volatility.