Genfit Sa Stock Market Value
| GNFTF Stock | USD 4.55 0.41 9.90% |
| Symbol | Genfit |
Genfit SA '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 Genfit SA'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 Genfit SA.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in Genfit SA on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Genfit SA or generate 0.0% return on investment in Genfit SA over 30 days. Genfit SA is related to or competes with Santhera Pharmaceuticals, JW (Cayman), NervGen Pharma, Brii Biosciences, NDT Pharmaceuticals, Silence Therapeutics, and Molecular Partners. Genfit S.A., a biopharmaceutical company, discovers and develops drug candidates and diagnostic solutions for metabolic ... More
Genfit SA 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 Genfit SA'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 Genfit SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1286 | |||
| Maximum Drawdown | 11.29 |
Genfit SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Genfit SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Genfit SA's standard deviation. In reality, there are many statistical measures that can use Genfit SA historical prices to predict the future Genfit SA's volatility.| Risk Adjusted Performance | 0.129 | |||
| Jensen Alpha | 0.3141 | |||
| Total Risk Alpha | 0.1144 | |||
| Treynor Ratio | (7.98) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Genfit SA's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Genfit SA Backtested Returns
Genfit SA appears to be slightly risky, given 3 months investment horizon. Genfit SA holds Efficiency (Sharpe) Ratio of 0.18, which attests that the entity had a 0.18 % return per unit of risk over the last 3 months. We have found nineteen technical indicators for Genfit SA, which you can use to evaluate the volatility of the firm. Please utilize Genfit SA's Market Risk Adjusted Performance of (7.97), risk adjusted performance of 0.129, and Standard Deviation of 1.83 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Genfit SA holds a performance score of 14. The company retains a Market Volatility (i.e., Beta) of -0.039, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Genfit SA are expected to decrease at a much lower rate. During the bear market, Genfit SA is likely to outperform the market. Please check Genfit SA's variance, skewness, as well as the relationship between the Skewness and day median price , to make a quick decision on whether Genfit SA's current trending patterns will revert.
Auto-correlation | -92,233,720,368,547,760 |
Near perfect reversele predictability
Genfit SA has near perfect reversele predictability. Overlapping area represents the amount of predictability between Genfit SA time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th of December 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 Genfit SA price movement. The serial correlation of -9.223372036854776E16 indicates that 9.223372036854776E16% of current Genfit SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -92233.7 T | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Genfit SA lagged returns against current returns
Autocorrelation, which is Genfit SA 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 Genfit SA's pink sheet expected returns. We can calculate the autocorrelation of Genfit SA returns to help us make a trade decision. For example, suppose you find that Genfit SA 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 |
Genfit SA 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 Genfit SA pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Genfit SA pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Genfit SA pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Genfit SA Lagged Returns
When evaluating Genfit SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Genfit SA pink sheet have on its future price. Genfit SA 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, Genfit SA autocorrelation shows the relationship between Genfit SA pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Genfit SA.
Regressed Prices |
| Timeline |
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Additional Information and Resources on Investing in Genfit Pink Sheet
When determining whether Genfit SA is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Genfit Pink Sheet is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Genfit Sa Stock. Highlighted below are key reports to facilitate an investment decision about Genfit Sa Stock:Check out Genfit SA Correlation, Genfit SA Volatility and Genfit SA Alpha and Beta module to complement your research on Genfit SA. For more detail on how to invest in Genfit Pink Sheet please use our How to Invest in Genfit SA guide.You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
Genfit SA technical pink sheet analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, pink sheet market cycles, or different charting patterns.