Cabasse SA (France) Market Value
| ALCAB Stock | 0 0.0002 5.26% |
| Symbol | Cabasse |
Cabasse 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 Cabasse 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 Cabasse SA.
| 12/16/2025 |
| 01/15/2026 |
If you would invest 0.00 in Cabasse SA on December 16, 2025 and sell it all today you would earn a total of 0.00 from holding Cabasse SA or generate 0.0% return on investment in Cabasse SA over 30 days.
Cabasse 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 Cabasse 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 Cabasse SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 150.58 | |||
| Value At Risk | (18.87) | |||
| Potential Upside | 10.0 |
Cabasse SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cabasse SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cabasse SA's standard deviation. In reality, there are many statistical measures that can use Cabasse SA historical prices to predict the future Cabasse SA's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.86) | |||
| Total Risk Alpha | (3.65) | |||
| Treynor Ratio | (0.43) |
Cabasse SA Backtested Returns
Cabasse SA secures Sharpe Ratio (or Efficiency) of -0.0261, which signifies that the company had a -0.0261 % return per unit of standard deviation over the last 3 months. Cabasse SA exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Cabasse SA's risk adjusted performance of (0.02), and Mean Deviation of 9.26 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.59, 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, Cabasse SA will likely underperform. At this point, Cabasse SA has a negative expected return of -0.51%. Please make sure to confirm Cabasse SA's total risk alpha, potential upside, and the relationship between the standard deviation and maximum drawdown , to decide if Cabasse SA performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.11 |
Insignificant predictability
Cabasse SA has insignificant predictability. Overlapping area represents the amount of predictability between Cabasse SA time series from 16th of December 2025 to 31st of December 2025 and 31st of December 2025 to 15th 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 Cabasse SA price movement. The serial correlation of 0.11 indicates that less than 11.0% of current Cabasse SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | -0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Cabasse SA lagged returns against current returns
Autocorrelation, which is Cabasse 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 Cabasse SA's stock expected returns. We can calculate the autocorrelation of Cabasse SA returns to help us make a trade decision. For example, suppose you find that Cabasse 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 |
Cabasse 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 Cabasse SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cabasse SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cabasse SA stock over time.
Current vs Lagged Prices |
| Timeline |
Cabasse SA Lagged Returns
When evaluating Cabasse SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cabasse SA stock have on its future price. Cabasse 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, Cabasse SA autocorrelation shows the relationship between Cabasse SA stock current value and its past values and can show if there is a momentum factor associated with investing in Cabasse 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 Cabasse Stock Analysis
When running Cabasse SA's price analysis, check to measure Cabasse 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 Cabasse SA is operating at the current time. Most of Cabasse SA's value examination focuses on studying past and present price action to predict the probability of Cabasse 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 Cabasse SA's price. Additionally, you may evaluate how the addition of Cabasse SA to your portfolios can decrease your overall portfolio volatility.