ALGAE (France) Market Value
| ALGAE Stock | 0.46 0.01 2.13% |
| Symbol | ALGAE |
ALGAE '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 ALGAE'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 ALGAE.
| 12/16/2025 |
| 01/15/2026 |
If you would invest 0.00 in ALGAE on December 16, 2025 and sell it all today you would earn a total of 0.00 from holding ALGAE or generate 0.0% return on investment in ALGAE over 30 days.
ALGAE 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 ALGAE'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 ALGAE upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 11.69 | |||
| Value At Risk | (4.44) | |||
| Potential Upside | 4.76 |
ALGAE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ALGAE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ALGAE's standard deviation. In reality, there are many statistical measures that can use ALGAE historical prices to predict the future ALGAE's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.53) | |||
| Treynor Ratio | 0.198 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of ALGAE'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.
ALGAE Backtested Returns
ALGAE secures Sharpe Ratio (or Efficiency) of -0.0236, which signifies that the company had a -0.0236 % return per unit of risk over the last 3 months. ALGAE exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm ALGAE's Standard Deviation of 2.76, mean deviation of 2.07, and Risk Adjusted Performance of (0.02) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.5, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning ALGAE are expected to decrease at a much lower rate. During the bear market, ALGAE is likely to outperform the market. At this point, ALGAE has a negative expected return of -0.0658%. Please make sure to confirm ALGAE's treynor ratio, kurtosis, and the relationship between the jensen alpha and potential upside , to decide if ALGAE performance from the past will be repeated in the future.
Auto-correlation | 0.15 |
Insignificant predictability
ALGAE has insignificant predictability. Overlapping area represents the amount of predictability between ALGAE 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 ALGAE price movement. The serial correlation of 0.15 indicates that less than 15.0% of current ALGAE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.15 | |
| Spearman Rank Test | 0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
ALGAE lagged returns against current returns
Autocorrelation, which is ALGAE 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 ALGAE's stock expected returns. We can calculate the autocorrelation of ALGAE returns to help us make a trade decision. For example, suppose you find that ALGAE 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 |
ALGAE 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 ALGAE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ALGAE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ALGAE stock over time.
Current vs Lagged Prices |
| Timeline |
ALGAE Lagged Returns
When evaluating ALGAE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ALGAE stock have on its future price. ALGAE 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, ALGAE autocorrelation shows the relationship between ALGAE stock current value and its past values and can show if there is a momentum factor associated with investing in ALGAE.
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 ALGAE Stock Analysis
When running ALGAE's price analysis, check to measure ALGAE'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 ALGAE is operating at the current time. Most of ALGAE's value examination focuses on studying past and present price action to predict the probability of ALGAE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ALGAE's price. Additionally, you may evaluate how the addition of ALGAE to your portfolios can decrease your overall portfolio volatility.