Lepermislibre (France) Market Value
| ALLPL Stock | 0.10 0.01 14.94% |
| Symbol | Lepermislibre |
Lepermislibre '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 Lepermislibre'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 Lepermislibre.
| 12/12/2025 |
| 01/11/2026 |
If you would invest 0.00 in Lepermislibre on December 12, 2025 and sell it all today you would earn a total of 0.00 from holding Lepermislibre Sa or generate 0.0% return on investment in Lepermislibre over 30 days.
Lepermislibre 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 Lepermislibre'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 Lepermislibre Sa upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.59 | |||
| Information Ratio | 0.0589 | |||
| Maximum Drawdown | 86.05 | |||
| Value At Risk | (12.50) | |||
| Potential Upside | 14.94 |
Lepermislibre Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lepermislibre's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lepermislibre's standard deviation. In reality, there are many statistical measures that can use Lepermislibre historical prices to predict the future Lepermislibre's volatility.| Risk Adjusted Performance | 0.0591 | |||
| Jensen Alpha | 1.03 | |||
| Total Risk Alpha | (0.56) | |||
| Sortino Ratio | 0.0924 | |||
| Treynor Ratio | (0.27) |
Lepermislibre Sa Backtested Returns
Lepermislibre appears to be out of control, given 3 months investment horizon. Lepermislibre Sa has Sharpe Ratio of 0.0663, which conveys that the firm had a 0.0663 % return per unit of risk over the last 3 months. By analyzing Lepermislibre's technical indicators, you can evaluate if the expected return of 0.78% is justified by implied risk. Please exercise Lepermislibre's Risk Adjusted Performance of 0.0591, downside deviation of 7.59, and Mean Deviation of 6.86 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Lepermislibre holds a performance score of 5. The company secures a Beta (Market Risk) of -2.94, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Lepermislibre are expected to decrease by larger amounts. On the other hand, during market turmoil, Lepermislibre is expected to outperform it. Please check Lepermislibre's treynor ratio and the relationship between the semi variance and price action indicator , to make a quick decision on whether Lepermislibre's current price movements will revert.
Auto-correlation | -0.25 |
Weak reverse predictability
Lepermislibre Sa has weak reverse predictability. Overlapping area represents the amount of predictability between Lepermislibre time series from 12th of December 2025 to 27th of December 2025 and 27th of December 2025 to 11th 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 Lepermislibre Sa price movement. The serial correlation of -0.25 indicates that over 25.0% of current Lepermislibre price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Lepermislibre Sa lagged returns against current returns
Autocorrelation, which is Lepermislibre 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 Lepermislibre's stock expected returns. We can calculate the autocorrelation of Lepermislibre returns to help us make a trade decision. For example, suppose you find that Lepermislibre 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 |
Lepermislibre 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 Lepermislibre stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lepermislibre stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lepermislibre stock over time.
Current vs Lagged Prices |
| Timeline |
Lepermislibre Lagged Returns
When evaluating Lepermislibre's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lepermislibre stock have on its future price. Lepermislibre 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, Lepermislibre autocorrelation shows the relationship between Lepermislibre stock current value and its past values and can show if there is a momentum factor associated with investing in Lepermislibre 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 Lepermislibre Stock Analysis
When running Lepermislibre's price analysis, check to measure Lepermislibre'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 Lepermislibre is operating at the current time. Most of Lepermislibre's value examination focuses on studying past and present price action to predict the probability of Lepermislibre's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lepermislibre's price. Additionally, you may evaluate how the addition of Lepermislibre to your portfolios can decrease your overall portfolio volatility.