Eurasia Fonciere (France) Market Value
| EFI Stock | EUR 0.29 0.00 0.00% |
| Symbol | Eurasia |
Eurasia Fonciere '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 Eurasia Fonciere'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 Eurasia Fonciere.
| 10/24/2024 |
| 11/23/2024 |
If you would invest 0.00 in Eurasia Fonciere on October 24, 2024 and sell it all today you would earn a total of 0.00 from holding Eurasia Fonciere Investissements or generate 0.0% return on investment in Eurasia Fonciere over 30 days. Eurasia Fonciere is related to or competes with Soc Centrale, Fonciere Inea, and Artea SA. Eurasia Fonciere Investissements Socit Anonyme acquires, constructs, rents, leases, and manages real estate properties i... More
Eurasia Fonciere 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 Eurasia Fonciere'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 Eurasia Fonciere Investissements upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 28.72 |
Eurasia Fonciere Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Eurasia Fonciere's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Eurasia Fonciere's standard deviation. In reality, there are many statistical measures that can use Eurasia Fonciere historical prices to predict the future Eurasia Fonciere's volatility.| Risk Adjusted Performance | 3.0E-4 | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.77) | |||
| Treynor Ratio | (0.12) |
Eurasia Fonciere Inv Backtested Returns
Eurasia Fonciere Inv secures Sharpe Ratio (or Efficiency) of -0.0105, which denotes the company had a -0.0105% return per unit of risk over the last 3 months. Eurasia Fonciere Investissements exposes seventeen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Eurasia Fonciere's Variance of 20.21, standard deviation of 4.5, and Mean Deviation of 1.37 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.47, which means possible diversification benefits within a given portfolio. As returns on the market increase, Eurasia Fonciere's returns are expected to increase less than the market. However, during the bear market, the loss of holding Eurasia Fonciere is expected to be smaller as well. At this point, Eurasia Fonciere Inv has a negative expected return of -0.0471%. Please make sure to confirm Eurasia Fonciere's information ratio, skewness, as well as the relationship between the Skewness and day median price , to decide if Eurasia Fonciere Inv performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Eurasia Fonciere Investissements has no correlation between past and present. Overlapping area represents the amount of predictability between Eurasia Fonciere time series from 24th of October 2024 to 8th of November 2024 and 8th of November 2024 to 23rd 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 Eurasia Fonciere Inv price movement. The serial correlation of 0.0 indicates that just 0.0% of current Eurasia Fonciere price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Eurasia Fonciere Inv lagged returns against current returns
Autocorrelation, which is Eurasia Fonciere 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 Eurasia Fonciere's stock expected returns. We can calculate the autocorrelation of Eurasia Fonciere returns to help us make a trade decision. For example, suppose you find that Eurasia Fonciere 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 |
Eurasia Fonciere 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 Eurasia Fonciere stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Eurasia Fonciere stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Eurasia Fonciere stock over time.
Current vs Lagged Prices |
| Timeline |
Eurasia Fonciere Lagged Returns
When evaluating Eurasia Fonciere's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Eurasia Fonciere stock have on its future price. Eurasia Fonciere 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, Eurasia Fonciere autocorrelation shows the relationship between Eurasia Fonciere stock current value and its past values and can show if there is a momentum factor associated with investing in Eurasia Fonciere Investissements.
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 Eurasia Stock
Eurasia Fonciere financial ratios help investors to determine whether Eurasia 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 Eurasia with respect to the benefits of owning Eurasia Fonciere security.