Idsud SA (France) Market Value
| ALIDS Stock | EUR 194.40 2.45 1.24% |
| Symbol | Idsud |
Idsud SA '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 Idsud SA'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 Idsud SA.
| 03/10/2023 |
| 02/27/2025 |
If you would invest 0.00 in Idsud SA on March 10, 2023 and sell it all today you would earn a total of 0.00 from holding Idsud SA or generate 0.0% return on investment in Idsud SA over 720 days. Idsud SA is related to or competes with GEA Grenobl, ID Logistics, Graines Voltz, and IDI SCA. Idsud S.A. engages in the travel, exchange, games, renewable energies, and investment businesses in France More
Idsud SA 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 Idsud SA'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 Idsud SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8639 | |||
| Information Ratio | 0.0663 | |||
| Maximum Drawdown | 2.84 | |||
| Value At Risk | (0.49) | |||
| Potential Upside | 0.9487 |
Idsud SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Idsud SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Idsud SA's standard deviation. In reality, there are many statistical measures that can use Idsud SA historical prices to predict the future Idsud SA's volatility.| Risk Adjusted Performance | 0.0478 | |||
| Jensen Alpha | 0.0227 | |||
| Total Risk Alpha | 0.0263 | |||
| Sortino Ratio | 0.0335 | |||
| Treynor Ratio | 0.4858 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Idsud SA'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.
Idsud SA Backtested Returns
Currently, Idsud SA is very steady. Idsud SA holds Efficiency (Sharpe) Ratio of 0.0773, which attests that the entity had a 0.0773 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Idsud SA, which you can use to evaluate the volatility of the firm. Please check out Idsud SA's Downside Deviation of 0.8639, market risk adjusted performance of 0.4958, and Risk Adjusted Performance of 0.0478 to validate if the risk estimate we provide is consistent with the expected return of 0.0351%. Idsud SA has a performance score of 6 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.0462, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Idsud SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Idsud SA is expected to be smaller as well. Idsud SA right now retains a risk of 0.45%. Please check out Idsud SA expected short fall, and the relationship between the maximum drawdown and rate of daily change , to decide if Idsud SA will be following its current trending patterns.
Auto-correlation | -0.42 |
Modest reverse predictability
Idsud SA has modest reverse predictability. Overlapping area represents the amount of predictability between Idsud SA time series from 10th of March 2023 to 4th of March 2024 and 4th of March 2024 to 27th of February 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 Idsud SA price movement. The serial correlation of -0.42 indicates that just about 42.0% of current Idsud SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.42 | |
| Spearman Rank Test | -0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 127.31 |
Idsud SA lagged returns against current returns
Autocorrelation, which is Idsud SA 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 Idsud SA's stock expected returns. We can calculate the autocorrelation of Idsud SA returns to help us make a trade decision. For example, suppose you find that Idsud SA 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 |
Idsud SA 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 Idsud SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Idsud SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Idsud SA stock over time.
Current vs Lagged Prices |
| Timeline |
Idsud SA Lagged Returns
When evaluating Idsud SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Idsud SA stock have on its future price. Idsud SA 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, Idsud SA autocorrelation shows the relationship between Idsud SA stock current value and its past values and can show if there is a momentum factor associated with investing in Idsud SA.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Idsud Stock Analysis
When running Idsud SA's price analysis, check to measure Idsud SA'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 Idsud SA is operating at the current time. Most of Idsud SA's value examination focuses on studying past and present price action to predict the probability of Idsud SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Idsud SA's price. Additionally, you may evaluate how the addition of Idsud SA to your portfolios can decrease your overall portfolio volatility.