Fonciere Lyonnaise (France) Market Value
| FLY Stock | EUR 73.00 0.20 0.27% |
| Symbol | Fonciere |
Fonciere Lyonnaise '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 Fonciere Lyonnaise'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 Fonciere Lyonnaise.
| 07/05/2023 |
| 11/26/2024 |
If you would invest 0.00 in Fonciere Lyonnaise on July 5, 2023 and sell it all today you would earn a total of 0.00 from holding Fonciere Lyonnaise or generate 0.0% return on investment in Fonciere Lyonnaise over 510 days. Fonciere Lyonnaise is related to or competes with Gecina SA, Icade SA, Altarea SCA, Mercialys, and Argan SA. Leader in the prime segment of the Parisian commercial real estate market, Societe Fonciere Lyonnaise stands out for the... More
Fonciere Lyonnaise 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 Fonciere Lyonnaise'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 Fonciere Lyonnaise upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.1 | |||
| Information Ratio | 0.0496 | |||
| Maximum Drawdown | 10.73 | |||
| Value At Risk | (1.35) | |||
| Potential Upside | 2.49 |
Fonciere Lyonnaise Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fonciere Lyonnaise's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fonciere Lyonnaise's standard deviation. In reality, there are many statistical measures that can use Fonciere Lyonnaise historical prices to predict the future Fonciere Lyonnaise's volatility.| Risk Adjusted Performance | 0.1055 | |||
| Jensen Alpha | 0.1968 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.0707 | |||
| Treynor Ratio | (151.23) |
Fonciere Lyonnaise Backtested Returns
Fonciere Lyonnaise appears to be very steady, given 3 months investment horizon. Fonciere Lyonnaise secures Sharpe Ratio (or Efficiency) of 0.14, which denotes the company had a 0.14% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Fonciere Lyonnaise, which you can use to evaluate the volatility of the firm. Please utilize Fonciere Lyonnaise's Coefficient Of Variation of 761.59, downside deviation of 1.1, and Mean Deviation of 0.8716 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Fonciere Lyonnaise holds a performance score of 11. The firm shows a Beta (market volatility) of -0.0013, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Fonciere Lyonnaise are expected to decrease at a much lower rate. During the bear market, Fonciere Lyonnaise is likely to outperform the market. Please check Fonciere Lyonnaise's total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to make a quick decision on whether Fonciere Lyonnaise's price patterns will revert.
Auto-correlation | 0.41 |
Average predictability
Fonciere Lyonnaise has average predictability. Overlapping area represents the amount of predictability between Fonciere Lyonnaise time series from 5th of July 2023 to 16th of March 2024 and 16th of March 2024 to 26th 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 Fonciere Lyonnaise price movement. The serial correlation of 0.41 indicates that just about 41.0% of current Fonciere Lyonnaise price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.41 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 5.29 |
Fonciere Lyonnaise lagged returns against current returns
Autocorrelation, which is Fonciere Lyonnaise 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 Fonciere Lyonnaise's stock expected returns. We can calculate the autocorrelation of Fonciere Lyonnaise returns to help us make a trade decision. For example, suppose you find that Fonciere Lyonnaise 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 |
Fonciere Lyonnaise 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 Fonciere Lyonnaise stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fonciere Lyonnaise stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fonciere Lyonnaise stock over time.
Current vs Lagged Prices |
| Timeline |
Fonciere Lyonnaise Lagged Returns
When evaluating Fonciere Lyonnaise's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fonciere Lyonnaise stock have on its future price. Fonciere Lyonnaise 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, Fonciere Lyonnaise autocorrelation shows the relationship between Fonciere Lyonnaise stock current value and its past values and can show if there is a momentum factor associated with investing in Fonciere Lyonnaise.
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 Fonciere Stock
Fonciere Lyonnaise financial ratios help investors to determine whether Fonciere 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 Fonciere with respect to the benefits of owning Fonciere Lyonnaise security.