Klarsen SA (France) Market Value
| ALKLA Stock | 0.85 0.02 2.41% |
| Symbol | Klarsen |
Klarsen 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 Klarsen 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 Klarsen SA.
| 12/15/2025 |
| 01/14/2026 |
If you would invest 0.00 in Klarsen SA on December 15, 2025 and sell it all today you would earn a total of 0.00 from holding Klarsen SA or generate 0.0% return on investment in Klarsen SA over 30 days.
Klarsen 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 Klarsen 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 Klarsen SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.31 | |||
| Information Ratio | 0.0025 | |||
| Maximum Drawdown | 26.93 | |||
| Value At Risk | (5.88) | |||
| Potential Upside | 6.33 |
Klarsen SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Klarsen SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Klarsen SA's standard deviation. In reality, there are many statistical measures that can use Klarsen SA historical prices to predict the future Klarsen SA's volatility.| Risk Adjusted Performance | 0.0265 | |||
| Jensen Alpha | 0.1414 | |||
| Total Risk Alpha | (0.37) | |||
| Sortino Ratio | 0.0024 | |||
| Treynor Ratio | (0.16) |
Klarsen SA Backtested Returns
Currently, Klarsen SA is extremely dangerous. Klarsen SA has Sharpe Ratio of 0.0194, which conveys that the firm had a 0.0194 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Klarsen SA, which you can use to evaluate the volatility of the firm. Please verify Klarsen SA's Downside Deviation of 4.31, risk adjusted performance of 0.0265, and Mean Deviation of 2.85 to check out if the risk estimate we provide is consistent with the expected return of 0.0789%. Klarsen SA has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.58, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Klarsen SA are expected to decrease at a much lower rate. During the bear market, Klarsen SA is likely to outperform the market. Klarsen SA right now secures a risk of 4.07%. Please verify Klarsen SA sortino ratio, semi variance, and the relationship between the information ratio and value at risk , to decide if Klarsen SA will be following its current price movements.
Auto-correlation | -0.34 |
Poor reverse predictability
Klarsen SA has poor reverse predictability. Overlapping area represents the amount of predictability between Klarsen SA time series from 15th of December 2025 to 30th of December 2025 and 30th of December 2025 to 14th 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 Klarsen SA price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current Klarsen SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Klarsen SA lagged returns against current returns
Autocorrelation, which is Klarsen 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 Klarsen SA's stock expected returns. We can calculate the autocorrelation of Klarsen SA returns to help us make a trade decision. For example, suppose you find that Klarsen 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 |
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Klarsen 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 Klarsen SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Klarsen SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Klarsen SA stock over time.
Current vs Lagged Prices |
| Timeline |
Klarsen SA Lagged Returns
When evaluating Klarsen SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Klarsen SA stock have on its future price. Klarsen 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, Klarsen SA autocorrelation shows the relationship between Klarsen SA stock current value and its past values and can show if there is a momentum factor associated with investing in Klarsen SA.
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 Klarsen Stock Analysis
When running Klarsen SA's price analysis, check to measure Klarsen 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 Klarsen SA is operating at the current time. Most of Klarsen SA's value examination focuses on studying past and present price action to predict the probability of Klarsen 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 Klarsen SA's price. Additionally, you may evaluate how the addition of Klarsen SA to your portfolios can decrease your overall portfolio volatility.