Atos SE (France) Market Value
| ATO Stock | EUR 0.31 0.15 93.75% |
| Symbol | Atos |
Atos SE '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 Atos SE'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 Atos SE.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Atos SE on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Atos SE or generate 0.0% return on investment in Atos SE over 30 days. Atos SE is related to or competes with Capgemini, Worldline, Thales SA, Bouygues, and Dassault Systemes. Atos SE provides information technology services and solutions worldwide More
Atos SE 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 Atos SE'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 Atos SE upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 11.71 | |||
| Information Ratio | 0.1215 | |||
| Maximum Drawdown | 8508.1 | |||
| Value At Risk | (15.52) | |||
| Potential Upside | 8.0 |
Atos SE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Atos SE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Atos SE's standard deviation. In reality, there are many statistical measures that can use Atos SE historical prices to predict the future Atos SE's volatility.| Risk Adjusted Performance | 0.1033 | |||
| Jensen Alpha | 153.43 | |||
| Total Risk Alpha | (37.39) | |||
| Sortino Ratio | 10.83 | |||
| Treynor Ratio | (0.58) |
Atos SE Backtested Returns
Atos SE is out of control given 3 months investment horizon. Atos SE secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12% return per unit of risk over the last 3 months. We were able to break down and interpolate data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 15.61% are justified by taking the suggested risk. Use Atos SE Coefficient Of Variation of 822.06, mean deviation of 252.87, and Risk Adjusted Performance of 0.1033 to evaluate company specific risk that cannot be diversified away. Atos SE holds a performance score of 9 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -219.94, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Atos SE are expected to decrease by larger amounts. On the other hand, during market turmoil, Atos SE is expected to outperform it. Use Atos SE semi variance, rate of daily change, and the relationship between the value at risk and kurtosis , to analyze future returns on Atos SE.
Auto-correlation | -0.1 |
Very weak reverse predictability
Atos SE has very weak reverse predictability. Overlapping area represents the amount of predictability between Atos SE time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 Atos SE price movement. The serial correlation of -0.1 indicates that less than 10.0% of current Atos SE price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.1 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Atos SE lagged returns against current returns
Autocorrelation, which is Atos SE 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 Atos SE's stock expected returns. We can calculate the autocorrelation of Atos SE returns to help us make a trade decision. For example, suppose you find that Atos SE 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 |
Atos SE 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 Atos SE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Atos SE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Atos SE stock over time.
Current vs Lagged Prices |
| Timeline |
Atos SE Lagged Returns
When evaluating Atos SE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Atos SE stock have on its future price. Atos SE 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, Atos SE autocorrelation shows the relationship between Atos SE stock current value and its past values and can show if there is a momentum factor associated with investing in Atos SE.
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.Other Information on Investing in Atos Stock
Atos SE financial ratios help investors to determine whether Atos Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Atos with respect to the benefits of owning Atos SE security.