Plant Advanced (France) Market Value
| ALPAT Stock | EUR 11.90 0.10 0.85% |
| Symbol | Plant |
Plant Advanced '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 Plant Advanced'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 Plant Advanced.
| 12/10/2024 |
| 01/09/2025 |
If you would invest 0.00 in Plant Advanced on December 10, 2024 and sell it all today you would earn a total of 0.00 from holding Plant Advanced Technologies or generate 0.0% return on investment in Plant Advanced over 30 days. Plant Advanced is related to or competes with Sensorion, Valbiotis SAS, and OSE Pharma. Plant Advanced Technologies SA, a plant biotechnology company, produces and sells actives for cosmetic, pharmaceutical, ... More
Plant Advanced 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 Plant Advanced'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 Plant Advanced Technologies upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 14.39 | |||
| Value At Risk | (3.47) | |||
| Potential Upside | 4.32 |
Plant Advanced Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Plant Advanced's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Plant Advanced's standard deviation. In reality, there are many statistical measures that can use Plant Advanced historical prices to predict the future Plant Advanced's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.28) | |||
| Total Risk Alpha | (0.28) | |||
| Treynor Ratio | 0.751 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Plant Advanced'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.
Plant Advanced Techn Backtested Returns
Plant Advanced Techn maintains Sharpe Ratio (i.e., Efficiency) of -0.11, which implies the firm had a -0.11% return per unit of risk over the last 3 months. Plant Advanced Techn exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Plant Advanced's Risk Adjusted Performance of (0.09), coefficient of variation of (861.39), and Variance of 5.55 to confirm the risk estimate we provide. The company holds a Beta of -0.38, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Plant Advanced are expected to decrease at a much lower rate. During the bear market, Plant Advanced is likely to outperform the market. At this point, Plant Advanced Techn has a negative expected return of -0.26%. Please make sure to check Plant Advanced's variance, as well as the relationship between the potential upside and day median price , to decide if Plant Advanced Techn performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.21 |
Weak reverse predictability
Plant Advanced Technologies has weak reverse predictability. Overlapping area represents the amount of predictability between Plant Advanced time series from 10th of December 2024 to 25th of December 2024 and 25th of December 2024 to 9th of January 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 Plant Advanced Techn price movement. The serial correlation of -0.21 indicates that over 21.0% of current Plant Advanced price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Plant Advanced Techn lagged returns against current returns
Autocorrelation, which is Plant Advanced 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 Plant Advanced's stock expected returns. We can calculate the autocorrelation of Plant Advanced returns to help us make a trade decision. For example, suppose you find that Plant Advanced 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 |
Plant Advanced 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 Plant Advanced stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Plant Advanced stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Plant Advanced stock over time.
Current vs Lagged Prices |
| Timeline |
Plant Advanced Lagged Returns
When evaluating Plant Advanced's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Plant Advanced stock have on its future price. Plant Advanced 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, Plant Advanced autocorrelation shows the relationship between Plant Advanced stock current value and its past values and can show if there is a momentum factor associated with investing in Plant Advanced Technologies.
Regressed Prices |
| Timeline |
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Additional Tools for Plant Stock Analysis
When running Plant Advanced's price analysis, check to measure Plant Advanced'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 Plant Advanced is operating at the current time. Most of Plant Advanced's value examination focuses on studying past and present price action to predict the probability of Plant Advanced's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Plant Advanced's price. Additionally, you may evaluate how the addition of Plant Advanced to your portfolios can decrease your overall portfolio volatility.