EdiliziAcrobatica (France) Market Value
| ALEAC Stock | EUR 4.20 0.10 2.44% |
| Symbol | EdiliziAcrobatica |
EdiliziAcrobatica '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 EdiliziAcrobatica'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 EdiliziAcrobatica.
| 11/29/2025 |
| 12/29/2025 |
If you would invest 0.00 in EdiliziAcrobatica on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding EdiliziAcrobatica SpA or generate 0.0% return on investment in EdiliziAcrobatica over 30 days. EdiliziAcrobatica is related to or competes with Grande Armee, Balyo SA, NSC Groupe, Poujoulat, Fiducial Office, and Aurea SA. EdiliziAcrobatica S.p.A. engages in the outdoor construction works in Italy More
EdiliziAcrobatica 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 EdiliziAcrobatica'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 EdiliziAcrobatica SpA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.28) | |||
| Maximum Drawdown | 6.92 | |||
| Value At Risk | (3.92) | |||
| Potential Upside | 2.13 |
EdiliziAcrobatica Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for EdiliziAcrobatica's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as EdiliziAcrobatica's standard deviation. In reality, there are many statistical measures that can use EdiliziAcrobatica historical prices to predict the future EdiliziAcrobatica's volatility.| Risk Adjusted Performance | (0.15) | |||
| Jensen Alpha | (0.35) | |||
| Total Risk Alpha | (0.57) | |||
| Treynor Ratio | 0.7577 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of EdiliziAcrobatica'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.
EdiliziAcrobatica SpA Backtested Returns
EdiliziAcrobatica SpA secures Sharpe Ratio (or Efficiency) of -0.21, which denotes the company had a -0.21 % return per unit of risk over the last 3 months. EdiliziAcrobatica SpA exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm EdiliziAcrobatica's Variance of 2.76, standard deviation of 1.66, and Mean Deviation of 1.2 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.51, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning EdiliziAcrobatica are expected to decrease at a much lower rate. During the bear market, EdiliziAcrobatica is likely to outperform the market. At this point, EdiliziAcrobatica SpA has a negative expected return of -0.35%. Please make sure to confirm EdiliziAcrobatica's maximum drawdown, daily balance of power, and the relationship between the total risk alpha and skewness , to decide if EdiliziAcrobatica SpA performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.49 |
Average predictability
EdiliziAcrobatica SpA has average predictability. Overlapping area represents the amount of predictability between EdiliziAcrobatica time series from 29th of November 2025 to 14th of December 2025 and 14th of December 2025 to 29th 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 EdiliziAcrobatica SpA price movement. The serial correlation of 0.49 indicates that about 49.0% of current EdiliziAcrobatica price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
EdiliziAcrobatica SpA lagged returns against current returns
Autocorrelation, which is EdiliziAcrobatica 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 EdiliziAcrobatica's stock expected returns. We can calculate the autocorrelation of EdiliziAcrobatica returns to help us make a trade decision. For example, suppose you find that EdiliziAcrobatica 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 |
EdiliziAcrobatica 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 EdiliziAcrobatica stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if EdiliziAcrobatica stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in EdiliziAcrobatica stock over time.
Current vs Lagged Prices |
| Timeline |
EdiliziAcrobatica Lagged Returns
When evaluating EdiliziAcrobatica's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of EdiliziAcrobatica stock have on its future price. EdiliziAcrobatica 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, EdiliziAcrobatica autocorrelation shows the relationship between EdiliziAcrobatica stock current value and its past values and can show if there is a momentum factor associated with investing in EdiliziAcrobatica SpA.
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 EdiliziAcrobatica Stock Analysis
When running EdiliziAcrobatica's price analysis, check to measure EdiliziAcrobatica'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 EdiliziAcrobatica is operating at the current time. Most of EdiliziAcrobatica's value examination focuses on studying past and present price action to predict the probability of EdiliziAcrobatica's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move EdiliziAcrobatica's price. Additionally, you may evaluate how the addition of EdiliziAcrobatica to your portfolios can decrease your overall portfolio volatility.