ALDUX (France) Market Value
| ALDUX Stock | 2.04 0.05 2.51% |
| Symbol | ALDUX |
ALDUX '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 ALDUX'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 ALDUX.
| 12/03/2025 |
| 01/02/2026 |
If you would invest 0.00 in ALDUX on December 3, 2025 and sell it all today you would earn a total of 0.00 from holding ALDUX or generate 0.0% return on investment in ALDUX over 30 days.
ALDUX 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 ALDUX'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 ALDUX upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.86 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 7.9 | |||
| Value At Risk | (2.84) | |||
| Potential Upside | 2.51 |
ALDUX Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ALDUX's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ALDUX's standard deviation. In reality, there are many statistical measures that can use ALDUX historical prices to predict the future ALDUX's volatility.| Risk Adjusted Performance | 0.0121 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0178 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of ALDUX'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.
ALDUX Backtested Returns
ALDUX secures Sharpe Ratio (or Efficiency) of -0.0206, which signifies that the company had a -0.0206 % return per unit of risk over the last 3 months. ALDUX exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm ALDUX's Downside Deviation of 1.86, risk adjusted performance of 0.0121, and Mean Deviation of 1.36 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.29, which signifies not very significant fluctuations relative to the market. As returns on the market increase, ALDUX's returns are expected to increase less than the market. However, during the bear market, the loss of holding ALDUX is expected to be smaller as well. At this point, ALDUX has a negative expected return of -0.0337%. Please make sure to confirm ALDUX's potential upside, and the relationship between the jensen alpha and accumulation distribution , to decide if ALDUX performance from the past will be repeated in the future.
Auto-correlation | 0.24 |
Weak predictability
ALDUX has weak predictability. Overlapping area represents the amount of predictability between ALDUX time series from 3rd of December 2025 to 18th of December 2025 and 18th of December 2025 to 2nd 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 ALDUX price movement. The serial correlation of 0.24 indicates that over 24.0% of current ALDUX price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
ALDUX lagged returns against current returns
Autocorrelation, which is ALDUX 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 ALDUX's stock expected returns. We can calculate the autocorrelation of ALDUX returns to help us make a trade decision. For example, suppose you find that ALDUX 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 |
ALDUX 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 ALDUX stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ALDUX stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ALDUX stock over time.
Current vs Lagged Prices |
| Timeline |
ALDUX Lagged Returns
When evaluating ALDUX's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ALDUX stock have on its future price. ALDUX 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, ALDUX autocorrelation shows the relationship between ALDUX stock current value and its past values and can show if there is a momentum factor associated with investing in ALDUX.
Regressed Prices |
| Timeline |
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Additional Tools for ALDUX Stock Analysis
When running ALDUX's price analysis, check to measure ALDUX'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 ALDUX is operating at the current time. Most of ALDUX's value examination focuses on studying past and present price action to predict the probability of ALDUX's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ALDUX's price. Additionally, you may evaluate how the addition of ALDUX to your portfolios can decrease your overall portfolio volatility.