Mare Nostrum (France) Market Value
| ALMAR Stock | EUR 0.32 0.01 3.23% |
| Symbol | Mare |
Mare Nostrum '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 Mare Nostrum'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 Mare Nostrum.
| 11/30/2025 |
| 12/30/2025 |
If you would invest 0.00 in Mare Nostrum on November 30, 2025 and sell it all today you would earn a total of 0.00 from holding Mare Nostrum or generate 0.0% return on investment in Mare Nostrum over 30 days. Mare Nostrum is related to or competes with Lucibel, Umalis, Ecoslops, Financiere Marjos, and Aquila SA. Mare Nostrum Socit anonyme provides human resources management services to SMEs in France and internationally More
Mare Nostrum 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 Mare Nostrum'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 Mare Nostrum upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 24.04 | |||
| Value At Risk | (6.45) | |||
| Potential Upside | 6.67 |
Mare Nostrum Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mare Nostrum's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mare Nostrum's standard deviation. In reality, there are many statistical measures that can use Mare Nostrum historical prices to predict the future Mare Nostrum's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.66) | |||
| Total Risk Alpha | (1.06) | |||
| Treynor Ratio | (1.28) |
Mare Nostrum Backtested Returns
Mare Nostrum has Sharpe Ratio of -0.14, which conveys that the firm had a -0.14 % return per unit of risk over the last 3 months. Mare Nostrum exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mare Nostrum's Standard Deviation of 4.21, mean deviation of 2.67, and Risk Adjusted Performance of (0.09) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.49, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Mare Nostrum's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mare Nostrum is expected to be smaller as well. At this point, Mare Nostrum has a negative expected return of -0.62%. Please make sure to verify Mare Nostrum's total risk alpha, skewness, as well as the relationship between the Skewness and day median price , to decide if Mare Nostrum performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.79 |
Almost perfect reverse predictability
Mare Nostrum has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Mare Nostrum time series from 30th of November 2025 to 15th of December 2025 and 15th of December 2025 to 30th 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 Mare Nostrum price movement. The serial correlation of -0.79 indicates that around 79.0% of current Mare Nostrum price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.79 | |
| Spearman Rank Test | -0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Mare Nostrum lagged returns against current returns
Autocorrelation, which is Mare Nostrum 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 Mare Nostrum's stock expected returns. We can calculate the autocorrelation of Mare Nostrum returns to help us make a trade decision. For example, suppose you find that Mare Nostrum 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 |
Mare Nostrum 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 Mare Nostrum stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mare Nostrum stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mare Nostrum stock over time.
Current vs Lagged Prices |
| Timeline |
Mare Nostrum Lagged Returns
When evaluating Mare Nostrum's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mare Nostrum stock have on its future price. Mare Nostrum 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, Mare Nostrum autocorrelation shows the relationship between Mare Nostrum stock current value and its past values and can show if there is a momentum factor associated with investing in Mare Nostrum.
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 Mare Stock Analysis
When running Mare Nostrum's price analysis, check to measure Mare Nostrum'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 Mare Nostrum is operating at the current time. Most of Mare Nostrum's value examination focuses on studying past and present price action to predict the probability of Mare Nostrum's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mare Nostrum's price. Additionally, you may evaluate how the addition of Mare Nostrum to your portfolios can decrease your overall portfolio volatility.