Clariane (France) Market Value
| CLARI Stock | 1.87 0.02 1.06% |
| Symbol | Clariane |
Clariane '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 Clariane'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 Clariane.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in Clariane on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding Clariane SE or generate 0.0% return on investment in Clariane over 720 days.
Clariane 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 Clariane'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 Clariane SE upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.84 | |||
| Information Ratio | 0.009 | |||
| Maximum Drawdown | 19.37 | |||
| Value At Risk | (4.29) | |||
| Potential Upside | 6.21 |
Clariane Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Clariane's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Clariane's standard deviation. In reality, there are many statistical measures that can use Clariane historical prices to predict the future Clariane's volatility.| Risk Adjusted Performance | 0.0448 | |||
| Jensen Alpha | 0.2151 | |||
| Total Risk Alpha | (0.42) | |||
| Sortino Ratio | 0.011 | |||
| Treynor Ratio | (0.36) |
Clariane SE Backtested Returns
Currently, Clariane SE is very risky. Clariane SE secures Sharpe Ratio (or Efficiency) of 0.0484, which signifies that the company had a 0.0484% return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Clariane SE, which you can use to evaluate the volatility of the firm. Please confirm Clariane's mean deviation of 2.52, and Risk Adjusted Performance of 0.0448 to double-check if the risk estimate we provide is consistent with the expected return of 0.17%. Clariane has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.44, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Clariane are expected to decrease at a much lower rate. During the bear market, Clariane is likely to outperform the market. Clariane SE right now shows a risk of 3.49%. Please confirm Clariane SE value at risk, daily balance of power, and the relationship between the total risk alpha and expected short fall , to decide if Clariane SE will be following its price patterns.
Auto-correlation | -0.33 |
Poor reverse predictability
Clariane SE has poor reverse predictability. Overlapping area represents the amount of predictability between Clariane time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 to 2nd of December 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 Clariane SE price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Clariane price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
Clariane SE lagged returns against current returns
Autocorrelation, which is Clariane 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 Clariane's stock expected returns. We can calculate the autocorrelation of Clariane returns to help us make a trade decision. For example, suppose you find that Clariane 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 |
Clariane 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 Clariane stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Clariane stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Clariane stock over time.
Current vs Lagged Prices |
| Timeline |
Clariane Lagged Returns
When evaluating Clariane's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Clariane stock have on its future price. Clariane 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, Clariane autocorrelation shows the relationship between Clariane stock current value and its past values and can show if there is a momentum factor associated with investing in Clariane 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.Additional Tools for Clariane Stock Analysis
When running Clariane's price analysis, check to measure Clariane'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 Clariane is operating at the current time. Most of Clariane's value examination focuses on studying past and present price action to predict the probability of Clariane's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Clariane's price. Additionally, you may evaluate how the addition of Clariane to your portfolios can decrease your overall portfolio volatility.