Ca Toulouse (France) Market Value
| CAT31 Stock | EUR 113.00 0.10 0.09% |
| Symbol | CAT31 |
Ca Toulouse '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 Ca Toulouse'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 Ca Toulouse.
| 01/19/2025 |
| 01/14/2026 |
If you would invest 0.00 in Ca Toulouse on January 19, 2025 and sell it all today you would earn a total of 0.00 from holding Ca Toulouse 31 or generate 0.0% return on investment in Ca Toulouse over 360 days. Ca Toulouse is related to or competes with Caisse Rgionale, Caisse Rgionale, Caisse Regionale, Caisse Regionale, Caisse Reg, Caisse Regionale, and Caisse Regionale. Caisse Regionale de Credit Agricole Mutuel Toulouse 31 operates as a cooperative bank in Haute-Garonne, France More
Ca Toulouse 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 Ca Toulouse'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 Ca Toulouse 31 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 12.05 | |||
| Value At Risk | (4.01) | |||
| Potential Upside | 3.95 |
Ca Toulouse Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ca Toulouse's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ca Toulouse's standard deviation. In reality, there are many statistical measures that can use Ca Toulouse historical prices to predict the future Ca Toulouse's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.39) | |||
| Treynor Ratio | (0.19) |
Ca Toulouse 31 Backtested Returns
Ca Toulouse 31 retains Efficiency (Sharpe Ratio) of -0.0374, which signifies that the company had a -0.0374 % return per unit of price deviation over the last 3 months. Ca Toulouse exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Ca Toulouse's Market Risk Adjusted Performance of (0.18), information ratio of (0.07), and Variance of 6.53 to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 0.58, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Ca Toulouse's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ca Toulouse is expected to be smaller as well. At this point, Ca Toulouse 31 has a negative expected return of -0.0989%. Please make sure to confirm Ca Toulouse's coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if Ca Toulouse 31 performance from the past will be repeated at some future date.
Auto-correlation | 0.29 |
Poor predictability
Ca Toulouse 31 has poor predictability. Overlapping area represents the amount of predictability between Ca Toulouse time series from 19th of January 2025 to 18th of July 2025 and 18th of July 2025 to 14th 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 Ca Toulouse 31 price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current Ca Toulouse price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 76.54 |
Ca Toulouse 31 lagged returns against current returns
Autocorrelation, which is Ca Toulouse 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 Ca Toulouse's stock expected returns. We can calculate the autocorrelation of Ca Toulouse returns to help us make a trade decision. For example, suppose you find that Ca Toulouse 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 |
Ca Toulouse 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 Ca Toulouse stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ca Toulouse stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ca Toulouse stock over time.
Current vs Lagged Prices |
| Timeline |
Ca Toulouse Lagged Returns
When evaluating Ca Toulouse's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ca Toulouse stock have on its future price. Ca Toulouse 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, Ca Toulouse autocorrelation shows the relationship between Ca Toulouse stock current value and its past values and can show if there is a momentum factor associated with investing in Ca Toulouse 31.
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 CAT31 Stock Analysis
When running Ca Toulouse's price analysis, check to measure Ca Toulouse'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 Ca Toulouse is operating at the current time. Most of Ca Toulouse's value examination focuses on studying past and present price action to predict the probability of Ca Toulouse's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ca Toulouse's price. Additionally, you may evaluate how the addition of Ca Toulouse to your portfolios can decrease your overall portfolio volatility.