Catering International (France) Market Value
| ALCIS Stock | 13.65 0.00 0.00% |
| Symbol | Catering |
Catering International '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 Catering International'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 Catering International.
| 06/09/2024 |
| 12/31/2025 |
If you would invest 0.00 in Catering International on June 9, 2024 and sell it all today you would earn a total of 0.00 from holding Catering International Services or generate 0.0% return on investment in Catering International over 570 days.
Catering International 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 Catering International'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 Catering International Services upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.9 | |||
| Information Ratio | 0.0929 | |||
| Maximum Drawdown | 13.65 | |||
| Value At Risk | (2.55) | |||
| Potential Upside | 4.31 |
Catering International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Catering International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Catering International's standard deviation. In reality, there are many statistical measures that can use Catering International historical prices to predict the future Catering International's volatility.| Risk Adjusted Performance | 0.0951 | |||
| Jensen Alpha | 0.2203 | |||
| Total Risk Alpha | 0.0747 | |||
| Sortino Ratio | 0.1035 | |||
| Treynor Ratio | 0.4241 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Catering International's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Catering International Backtested Returns
Catering International appears to be not too volatile, given 3 months investment horizon. Catering International secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Catering International Services, which you can use to evaluate the volatility of the firm. Please makes use of Catering International's Mean Deviation of 1.46, downside deviation of 1.9, and Risk Adjusted Performance of 0.0951 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Catering International holds a performance score of 10. The firm shows a Beta (market volatility) of 0.61, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Catering International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Catering International is expected to be smaller as well. Please check Catering International's value at risk, as well as the relationship between the skewness and day typical price , to make a quick decision on whether Catering International's price patterns will revert.
Auto-correlation | 0.74 |
Good predictability
Catering International Services has good predictability. Overlapping area represents the amount of predictability between Catering International time series from 9th of June 2024 to 21st of March 2025 and 21st of March 2025 to 31st of December 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 Catering International price movement. The serial correlation of 0.74 indicates that around 74.0% of current Catering International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.74 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 3.37 |
Catering International lagged returns against current returns
Autocorrelation, which is Catering International 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 Catering International's stock expected returns. We can calculate the autocorrelation of Catering International returns to help us make a trade decision. For example, suppose you find that Catering International 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 |
Catering International 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 Catering International stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Catering International stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Catering International stock over time.
Current vs Lagged Prices |
| Timeline |
Catering International Lagged Returns
When evaluating Catering International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Catering International stock have on its future price. Catering International 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, Catering International autocorrelation shows the relationship between Catering International stock current value and its past values and can show if there is a momentum factor associated with investing in Catering International Services.
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 Catering Stock Analysis
When running Catering International's price analysis, check to measure Catering International'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 Catering International is operating at the current time. Most of Catering International's value examination focuses on studying past and present price action to predict the probability of Catering International's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Catering International's price. Additionally, you may evaluate how the addition of Catering International to your portfolios can decrease your overall portfolio volatility.