Trilogiq (France) Market Value
| ALTRI Stock | EUR 5.85 0.10 1.74% |
| Symbol | Trilogiq |
Trilogiq '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 Trilogiq'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 Trilogiq.
| 02/01/2024 |
| 11/27/2024 |
If you would invest 0.00 in Trilogiq on February 1, 2024 and sell it all today you would earn a total of 0.00 from holding Trilogiq or generate 0.0% return on investment in Trilogiq over 300 days. Trilogiq is related to or competes with Passat Socit, Groupe Partouche, Gevelot, Plastiques, and VIEL Cie. Trilogiq S.A. designs and manufactures modular systems for automotive, electronics, and aerospace sectors in France and ... More
Trilogiq 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 Trilogiq'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 Trilogiq upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.41 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 12.1 | |||
| Value At Risk | (3.28) | |||
| Potential Upside | 1.74 |
Trilogiq Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Trilogiq's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Trilogiq's standard deviation. In reality, there are many statistical measures that can use Trilogiq historical prices to predict the future Trilogiq's volatility.| Risk Adjusted Performance | 0.0061 | |||
| Jensen Alpha | 0.0304 | |||
| Total Risk Alpha | (0.28) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.0269 |
Trilogiq Backtested Returns
Trilogiq owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.03, which indicates the firm had a -0.03% return per unit of risk over the last 3 months. Trilogiq exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Trilogiq's Risk Adjusted Performance of 0.0061, semi deviation of 1.44, and Coefficient Of Variation of 134572.89 to confirm the risk estimate we provide. The entity has a beta of -0.33, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Trilogiq are expected to decrease at a much lower rate. During the bear market, Trilogiq is likely to outperform the market. At this point, Trilogiq has a negative expected return of -0.0511%. Please make sure to validate Trilogiq's potential upside, and the relationship between the total risk alpha and kurtosis , to decide if Trilogiq performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.47 |
Modest reverse predictability
Trilogiq has modest reverse predictability. Overlapping area represents the amount of predictability between Trilogiq time series from 1st of February 2024 to 30th of June 2024 and 30th of June 2024 to 27th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Trilogiq price movement. The serial correlation of -0.47 indicates that about 47.0% of current Trilogiq price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.47 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Trilogiq lagged returns against current returns
Autocorrelation, which is Trilogiq 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 Trilogiq's stock expected returns. We can calculate the autocorrelation of Trilogiq returns to help us make a trade decision. For example, suppose you find that Trilogiq 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 |
Trilogiq 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 Trilogiq stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Trilogiq stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Trilogiq stock over time.
Current vs Lagged Prices |
| Timeline |
Trilogiq Lagged Returns
When evaluating Trilogiq's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Trilogiq stock have on its future price. Trilogiq 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, Trilogiq autocorrelation shows the relationship between Trilogiq stock current value and its past values and can show if there is a momentum factor associated with investing in Trilogiq.
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 Trilogiq Stock Analysis
When running Trilogiq's price analysis, check to measure Trilogiq'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 Trilogiq is operating at the current time. Most of Trilogiq's value examination focuses on studying past and present price action to predict the probability of Trilogiq's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Trilogiq's price. Additionally, you may evaluate how the addition of Trilogiq to your portfolios can decrease your overall portfolio volatility.