Les Htels (France) Market Value
| HDP Stock | EUR 1.41 0.11 8.46% |
| Symbol | Les |
Les Htels '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 Les Htels' 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 Les Htels.
| 08/05/2023 |
| 11/27/2024 |
If you would invest 0.00 in Les Htels on August 5, 2023 and sell it all today you would earn a total of 0.00 from holding Les Htels de or generate 0.0% return on investment in Les Htels over 480 days. Les Htels is related to or competes with Accor S, Ferm Casino, Les Hotels, Hoteles Bestprice, Hotelim Socit, Socit Htelire, and Les Htels. Les Htels de Paris SA operates and manages 3 star, 4 star, and 5 star hotels in Paris, France More
Les Htels 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 Les Htels' 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 Les Htels de upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 34.75 | |||
| Value At Risk | (12.50) | |||
| Potential Upside | 10.29 |
Les Htels Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Les Htels' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Les Htels' standard deviation. In reality, there are many statistical measures that can use Les Htels historical prices to predict the future Les Htels' volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.46) | |||
| Total Risk Alpha | (1.53) | |||
| Treynor Ratio | 1.55 |
Les Htels de Backtested Returns
Les Htels de has Sharpe Ratio of -0.0744, which conveys that the firm had a -0.0744% return per unit of risk over the last 3 months. Les Htels exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Les Htels' Risk Adjusted Performance of (0.05), mean deviation of 4.15, and Standard Deviation of 6.55 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.32, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Les Htels are expected to decrease at a much lower rate. During the bear market, Les Htels is likely to outperform the market. At this point, Les Htels de has a negative expected return of -0.49%. Please make sure to verify Les Htels' daily balance of power, and the relationship between the potential upside and day typical price , to decide if Les Htels de performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.05 |
Very weak reverse predictability
Les Htels de has very weak reverse predictability. Overlapping area represents the amount of predictability between Les Htels time series from 5th of August 2023 to 1st of April 2024 and 1st of April 2024 to 27th 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 Les Htels de price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current Les Htels price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.4 |
Les Htels de lagged returns against current returns
Autocorrelation, which is Les Htels 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 Les Htels' stock expected returns. We can calculate the autocorrelation of Les Htels returns to help us make a trade decision. For example, suppose you find that Les Htels 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 |
Les Htels 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 Les Htels stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Les Htels stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Les Htels stock over time.
Current vs Lagged Prices |
| Timeline |
Les Htels Lagged Returns
When evaluating Les Htels' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Les Htels stock have on its future price. Les Htels 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, Les Htels autocorrelation shows the relationship between Les Htels stock current value and its past values and can show if there is a momentum factor associated with investing in Les Htels de.
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 Les Stock
Les Htels financial ratios help investors to determine whether Les 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 Les with respect to the benefits of owning Les Htels security.