HAVAS SA (Netherlands) Market Value
| HAVAS Stock | 17.00 0.27 1.61% |
| Symbol | HAVAS |
HAVAS 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 HAVAS SA'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 HAVAS SA.
| 12/03/2025 |
| 01/02/2026 |
If you would invest 0.00 in HAVAS SA on December 3, 2025 and sell it all today you would earn a total of 0.00 from holding HAVAS SA or generate 0.0% return on investment in HAVAS SA over 30 days.
HAVAS 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 HAVAS SA'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 HAVAS SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.81 | |||
| Information Ratio | 0.0543 | |||
| Maximum Drawdown | 10.24 | |||
| Value At Risk | (2.35) | |||
| Potential Upside | 2.11 |
HAVAS SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for HAVAS SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as HAVAS SA's standard deviation. In reality, there are many statistical measures that can use HAVAS SA historical prices to predict the future HAVAS SA's volatility.| Risk Adjusted Performance | 0.0696 | |||
| Jensen Alpha | 0.1191 | |||
| Total Risk Alpha | 0.0251 | |||
| Sortino Ratio | 0.0483 | |||
| Treynor Ratio | 0.3895 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of HAVAS 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.
HAVAS SA Backtested Returns
HAVAS SA appears to be very steady, given 3 months investment horizon. HAVAS SA holds Efficiency (Sharpe) Ratio of 0.15, which attests that the company had a 0.15 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for HAVAS SA, which you can use to evaluate the volatility of the entity. Please utilize HAVAS SA's semi deviation of 1.53, and Market Risk Adjusted Performance of 0.3995 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, HAVAS SA holds a performance score of 11. The firm retains a Market Volatility (i.e., Beta) of 0.35, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, HAVAS SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding HAVAS SA is expected to be smaller as well. Please check HAVAS SA's potential upside, as well as the relationship between the kurtosis and day typical price , to make a quick decision on whether HAVAS SA's current trending patterns will revert.
Auto-correlation | 0.94 |
Excellent predictability
HAVAS SA has excellent predictability. Overlapping area represents the amount of predictability between HAVAS SA time series from 3rd of December 2025 to 18th of December 2025 and 18th of December 2025 to 2nd of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of HAVAS SA price movement. The serial correlation of 0.94 indicates that approximately 94.0% of current HAVAS SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.94 | |
| Spearman Rank Test | 0.95 | |
| Residual Average | 0.0 | |
| Price Variance | 0.27 |
HAVAS SA lagged returns against current returns
Autocorrelation, which is HAVAS SA 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 HAVAS SA's stock expected returns. We can calculate the autocorrelation of HAVAS SA returns to help us make a trade decision. For example, suppose you find that HAVAS SA 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 |
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HAVAS 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 HAVAS SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if HAVAS SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in HAVAS SA stock over time.
Current vs Lagged Prices |
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HAVAS SA Lagged Returns
When evaluating HAVAS SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of HAVAS SA stock have on its future price. HAVAS 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, HAVAS SA autocorrelation shows the relationship between HAVAS SA stock current value and its past values and can show if there is a momentum factor associated with investing in HAVAS SA.
Regressed Prices |
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