NFL Biosciences (France) Market Value
| ALNFL Stock | 1.47 0.09 6.52% |
| Symbol | NFL |
NFL Biosciences '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 NFL Biosciences' 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 NFL Biosciences.
| 01/21/2025 |
| 01/16/2026 |
If you would invest 0.00 in NFL Biosciences on January 21, 2025 and sell it all today you would earn a total of 0.00 from holding NFL Biosciences SAS or generate 0.0% return on investment in NFL Biosciences over 360 days.
NFL Biosciences 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 NFL Biosciences' 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 NFL Biosciences SAS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.75 | |||
| Information Ratio | 0.0472 | |||
| Maximum Drawdown | 20.32 | |||
| Value At Risk | (6.96) | |||
| Potential Upside | 6.52 |
NFL Biosciences Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for NFL Biosciences' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as NFL Biosciences' standard deviation. In reality, there are many statistical measures that can use NFL Biosciences historical prices to predict the future NFL Biosciences' volatility.| Risk Adjusted Performance | 0.0587 | |||
| Jensen Alpha | 0.3173 | |||
| Total Risk Alpha | (0.32) | |||
| Sortino Ratio | 0.0429 | |||
| Treynor Ratio | (2.14) |
NFL Biosciences SAS Backtested Returns
NFL Biosciences appears to be dangerous, given 3 months investment horizon. NFL Biosciences SAS has Sharpe Ratio of 0.07, which conveys that the firm had a 0.07 % return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for NFL Biosciences, which you can use to evaluate the volatility of the firm. Please exercise NFL Biosciences' mean deviation of 2.89, and Risk Adjusted Performance of 0.0587 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, NFL Biosciences holds a performance score of 5. The company secures a Beta (Market Risk) of -0.14, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning NFL Biosciences are expected to decrease at a much lower rate. During the bear market, NFL Biosciences is likely to outperform the market. Please check NFL Biosciences' total risk alpha, expected short fall, price action indicator, as well as the relationship between the value at risk and daily balance of power , to make a quick decision on whether NFL Biosciences' current price movements will revert.
Auto-correlation | 0.49 |
Average predictability
NFL Biosciences SAS has average predictability. Overlapping area represents the amount of predictability between NFL Biosciences time series from 21st of January 2025 to 20th of July 2025 and 20th of July 2025 to 16th 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 NFL Biosciences SAS price movement. The serial correlation of 0.49 indicates that about 49.0% of current NFL Biosciences price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
NFL Biosciences SAS lagged returns against current returns
Autocorrelation, which is NFL Biosciences 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 NFL Biosciences' stock expected returns. We can calculate the autocorrelation of NFL Biosciences returns to help us make a trade decision. For example, suppose you find that NFL Biosciences 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 |
NFL Biosciences 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 NFL Biosciences stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if NFL Biosciences stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in NFL Biosciences stock over time.
Current vs Lagged Prices |
| Timeline |
NFL Biosciences Lagged Returns
When evaluating NFL Biosciences' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of NFL Biosciences stock have on its future price. NFL Biosciences 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, NFL Biosciences autocorrelation shows the relationship between NFL Biosciences stock current value and its past values and can show if there is a momentum factor associated with investing in NFL Biosciences SAS.
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 NFL Stock Analysis
When running NFL Biosciences' price analysis, check to measure NFL Biosciences' 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 NFL Biosciences is operating at the current time. Most of NFL Biosciences' value examination focuses on studying past and present price action to predict the probability of NFL Biosciences' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move NFL Biosciences' price. Additionally, you may evaluate how the addition of NFL Biosciences to your portfolios can decrease your overall portfolio volatility.