Soc Centrale (France) Market Value
| CBSM Stock | EUR 8.60 0.10 1.18% |
| Symbol | Soc |
Soc Centrale '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 Soc Centrale'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 Soc Centrale.
| 01/30/2025 |
| 03/01/2025 |
If you would invest 0.00 in Soc Centrale on January 30, 2025 and sell it all today you would earn a total of 0.00 from holding Soc Centrale Bois or generate 0.0% return on investment in Soc Centrale over 30 days. Soc Centrale is related to or competes with Immobiliere Dassault, Fonciere Inea, Selectirente, Groupe Partouche, and Societe De. Societe Centrale des Bois et Scieries de la Manche engages in the ownership, management, and lease of real estate proper... More
Soc Centrale 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 Soc Centrale'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 Soc Centrale Bois upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.93 | |||
| Information Ratio | 0.0766 | |||
| Maximum Drawdown | 6.78 | |||
| Value At Risk | (2.30) | |||
| Potential Upside | 3.2 |
Soc Centrale Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Soc Centrale's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Soc Centrale's standard deviation. In reality, there are many statistical measures that can use Soc Centrale historical prices to predict the future Soc Centrale's volatility.| Risk Adjusted Performance | 0.0553 | |||
| Jensen Alpha | 0.0942 | |||
| Total Risk Alpha | 0.1419 | |||
| Sortino Ratio | 0.0607 | |||
| Treynor Ratio | 29.42 |
Soc Centrale Bois Backtested Returns
At this point, Soc Centrale is not too volatile. Soc Centrale Bois owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0489, which indicates the firm had a 0.0489 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Soc Centrale Bois, which you can use to evaluate the volatility of the company. Please validate Soc Centrale's Risk Adjusted Performance of 0.0553, coefficient of variation of 1468.07, and Semi Deviation of 1.15 to confirm if the risk estimate we provide is consistent with the expected return of 0.0746%. Soc Centrale has a performance score of 3 on a scale of 0 to 100. The entity has a beta of 0.0032, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Soc Centrale's returns are expected to increase less than the market. However, during the bear market, the loss of holding Soc Centrale is expected to be smaller as well. Soc Centrale Bois right now has a risk of 1.53%. Please validate Soc Centrale downside deviation, information ratio, and the relationship between the semi deviation and coefficient of variation , to decide if Soc Centrale will be following its existing price patterns.
Auto-correlation | 0.48 |
Average predictability
Soc Centrale Bois has average predictability. Overlapping area represents the amount of predictability between Soc Centrale time series from 30th of January 2025 to 14th of February 2025 and 14th of February 2025 to 1st of March 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 Soc Centrale Bois price movement. The serial correlation of 0.48 indicates that about 48.0% of current Soc Centrale price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.48 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Soc Centrale Bois lagged returns against current returns
Autocorrelation, which is Soc Centrale 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 Soc Centrale's stock expected returns. We can calculate the autocorrelation of Soc Centrale returns to help us make a trade decision. For example, suppose you find that Soc Centrale 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 |
Soc Centrale 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 Soc Centrale stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Soc Centrale stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Soc Centrale stock over time.
Current vs Lagged Prices |
| Timeline |
Soc Centrale Lagged Returns
When evaluating Soc Centrale's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Soc Centrale stock have on its future price. Soc Centrale 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, Soc Centrale autocorrelation shows the relationship between Soc Centrale stock current value and its past values and can show if there is a momentum factor associated with investing in Soc Centrale Bois.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Soc Stock
Soc Centrale financial ratios help investors to determine whether Soc 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 Soc with respect to the benefits of owning Soc Centrale security.