Compagnie Financière's market value is the price at which a share of Compagnie Financière trades on a public exchange. It measures the collective expectations of Compagnie Financire Richemont investors about its performance. Compagnie Financière is trading at 195.25 as of the 1st of February 2025. This is a 0.13% up since the beginning of the trading day. The stock's lowest day price was 192.0. With this module, you can estimate the performance of a buy and hold strategy of Compagnie Financire Richemont and determine expected loss or profit from investing in Compagnie Financière over a given investment horizon. Check out Compagnie Financière Correlation, Compagnie Financière Volatility and Compagnie Financière Alpha and Beta module to complement your research on Compagnie Financière.
Please note, there is a significant difference between Compagnie Financière's value and its price as these two are different measures arrived at by different means. Investors typically determine if Compagnie Financière is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Compagnie Financière's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Compagnie Financière '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 Compagnie Financière's pink sheet 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 Compagnie Financière.
0.00
01/02/2025
No Change 0.00
0.0
In 30 days
02/01/2025
0.00
If you would invest 0.00 in Compagnie Financière on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding Compagnie Financire Richemont or generate 0.0% return on investment in Compagnie Financière over 30 days. Compagnie Financière is related to or competes with Christian Dior, Kering SA, Prada SpA, Compagnie Financiere, Burberry Group, Swatch Group, and Prada Spa. Compagnie Financire Richemont SA engages in the luxury goods business in Europe, the Middle East, Africa, Asia, and the ... More
Compagnie Financière 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 Compagnie Financière's pink sheet 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 Compagnie Financire Richemont upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Compagnie Financière's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Compagnie Financière's standard deviation. In reality, there are many statistical measures that can use Compagnie Financière historical prices to predict the future Compagnie Financière's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Compagnie Financière. Your research has to be compared to or analyzed against Compagnie Financière's peers to derive any actionable benefits. When done correctly, Compagnie Financière's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Compagnie Financière.
Compagnie Financière Backtested Returns
Compagnie Financière appears to be very steady, given 3 months investment horizon. Compagnie Financière secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the company had a 0.16 % return per unit of risk over the last 3 months. By analyzing Compagnie Financière's technical indicators, you can evaluate if the expected return of 0.52% is justified by implied risk. Please makes use of Compagnie Financière's Mean Deviation of 2.13, risk adjusted performance of 0.1336, and Downside Deviation of 2.76 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Compagnie Financière holds a performance score of 12. The firm shows a Beta (market volatility) of -0.77, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Compagnie Financière are expected to decrease at a much lower rate. During the bear market, Compagnie Financière is likely to outperform the market. Please check Compagnie Financière's jensen alpha, potential upside, accumulation distribution, as well as the relationship between the treynor ratio and expected short fall , to make a quick decision on whether Compagnie Financière's price patterns will revert.
Auto-correlation
0.46
Average predictability
Compagnie Financire Richemont has average predictability. Overlapping area represents the amount of predictability between Compagnie Financière time series from 2nd of January 2025 to 17th of January 2025 and 17th of January 2025 to 1st of February 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 Compagnie Financière price movement. The serial correlation of 0.46 indicates that about 46.0% of current Compagnie Financière price fluctuation can be explain by its past prices.
Correlation Coefficient
0.46
Spearman Rank Test
0.31
Residual Average
0.0
Price Variance
26.95
Compagnie Financière lagged returns against current returns
Autocorrelation, which is Compagnie Financière pink sheet'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 Compagnie Financière's pink sheet expected returns. We can calculate the autocorrelation of Compagnie Financière returns to help us make a trade decision. For example, suppose you find that Compagnie Financière has exhibited high autocorrelation historically, and you observe that the pink sheet 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
Compagnie Financière 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 Compagnie Financière pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Compagnie Financière pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Compagnie Financière pink sheet over time.
Current vs Lagged Prices
Timeline
Compagnie Financière Lagged Returns
When evaluating Compagnie Financière's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Compagnie Financière pink sheet have on its future price. Compagnie Financière 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, Compagnie Financière autocorrelation shows the relationship between Compagnie Financière pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Compagnie Financire Richemont.
Other Information on Investing in Compagnie Pink Sheet
Compagnie Financière financial ratios help investors to determine whether Compagnie Pink Sheet 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 Compagnie with respect to the benefits of owning Compagnie Financière security.