Bernard Loisea (France) Market Value
| ALDBL Stock | EUR 3.28 0.16 4.65% |
| Symbol | Bernard |
Bernard Loisea '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 Bernard Loisea'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 Bernard Loisea.
| 06/03/2024 |
| 11/30/2024 |
If you would invest 0.00 in Bernard Loisea on June 3, 2024 and sell it all today you would earn a total of 0.00 from holding Bernard Loisea or generate 0.0% return on investment in Bernard Loisea over 180 days. Bernard Loisea is related to or competes with Les Htels, Entreparticuli, Les Hotels, and GEA Grenobl. Bernard Loiseau S.A. operates hotels, restaurants, and spas in France More
Bernard Loisea 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 Bernard Loisea'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 Bernard Loisea upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.12 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 28.79 | |||
| Value At Risk | (8.82) | |||
| Potential Upside | 9.03 |
Bernard Loisea Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bernard Loisea's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bernard Loisea's standard deviation. In reality, there are many statistical measures that can use Bernard Loisea historical prices to predict the future Bernard Loisea's volatility.| Risk Adjusted Performance | 0.0153 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.74) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0761 |
Bernard Loisea Backtested Returns
Currently, Bernard Loisea is very risky. Bernard Loisea secures Sharpe Ratio (or Efficiency) of 0.0109, which signifies that the company had a 0.0109% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Bernard Loisea, which you can use to evaluate the volatility of the firm. Please confirm Bernard Loisea's Mean Deviation of 2.27, risk adjusted performance of 0.0153, and Downside Deviation of 7.12 to double-check if the risk estimate we provide is consistent with the expected return of 0.0509%. The firm shows a Beta (market volatility) of 0.42, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Bernard Loisea's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bernard Loisea is expected to be smaller as well. Bernard Loisea right now shows a risk of 4.65%. Please confirm Bernard Loisea semi variance, day median price, and the relationship between the value at risk and kurtosis , to decide if Bernard Loisea will be following its price patterns.
Auto-correlation | 0.03 |
Virtually no predictability
Bernard Loisea has virtually no predictability. Overlapping area represents the amount of predictability between Bernard Loisea time series from 3rd of June 2024 to 1st of September 2024 and 1st of September 2024 to 30th 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 Bernard Loisea price movement. The serial correlation of 0.03 indicates that only 3.0% of current Bernard Loisea price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.03 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Bernard Loisea lagged returns against current returns
Autocorrelation, which is Bernard Loisea 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 Bernard Loisea's stock expected returns. We can calculate the autocorrelation of Bernard Loisea returns to help us make a trade decision. For example, suppose you find that Bernard Loisea 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 |
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Bernard Loisea 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 Bernard Loisea stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bernard Loisea stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bernard Loisea stock over time.
Current vs Lagged Prices |
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Bernard Loisea Lagged Returns
When evaluating Bernard Loisea's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bernard Loisea stock have on its future price. Bernard Loisea 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, Bernard Loisea autocorrelation shows the relationship between Bernard Loisea stock current value and its past values and can show if there is a momentum factor associated with investing in Bernard Loisea.
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 Bernard Stock Analysis
When running Bernard Loisea's price analysis, check to measure Bernard Loisea'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 Bernard Loisea is operating at the current time. Most of Bernard Loisea's value examination focuses on studying past and present price action to predict the probability of Bernard Loisea's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bernard Loisea's price. Additionally, you may evaluate how the addition of Bernard Loisea to your portfolios can decrease your overall portfolio volatility.