Fonciere Inea (France) Market Value
| INEA Stock | EUR 31.90 0.90 2.90% |
| Symbol | Fonciere |
Fonciere Inea '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 Inea'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 Inea.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Fonciere Inea on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Fonciere Inea or generate 0.0% return on investment in Fonciere Inea over 30 days. Fonciere Inea is related to or competes with Fonciere Lyonnaise, Immobiliere Dassault, and Frey SA. Fonciere Inea S.A., a real estate investment company, engages in owning and managing business real estate properties in ... More
Fonciere Inea 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 Inea'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 Inea upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8177 | |||
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 2.89 | |||
| Value At Risk | (0.97) | |||
| Potential Upside | 0.974 |
Fonciere Inea Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fonciere Inea's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fonciere Inea's standard deviation. In reality, there are many statistical measures that can use Fonciere Inea historical prices to predict the future Fonciere Inea's volatility.| Risk Adjusted Performance | 0.0051 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.13) | |||
| Treynor Ratio | (0.02) |
Fonciere Inea Backtested Returns
At this point, Fonciere Inea is very steady. Fonciere Inea secures Sharpe Ratio (or Efficiency) of 0.0792, which denotes the company had a 0.0792% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Fonciere Inea, which you can use to evaluate the volatility of the firm. Please confirm Fonciere Inea's Downside Deviation of 0.8177, mean deviation of 0.3711, and Coefficient Of Variation of 8677.08 to check if the risk estimate we provide is consistent with the expected return of 0.051%. Fonciere Inea has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.23, which means not very significant fluctuations relative to the market. As returns on the market increase, Fonciere Inea's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fonciere Inea is expected to be smaller as well. Fonciere Inea right now shows a risk of 0.64%. Please confirm Fonciere Inea standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if Fonciere Inea will be following its price patterns.
Auto-correlation | 0.51 |
Modest predictability
Fonciere Inea has modest predictability. Overlapping area represents the amount of predictability between Fonciere Inea time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd 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 Inea price movement. The serial correlation of 0.51 indicates that about 51.0% of current Fonciere Inea price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Fonciere Inea lagged returns against current returns
Autocorrelation, which is Fonciere Inea 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 Inea's stock expected returns. We can calculate the autocorrelation of Fonciere Inea returns to help us make a trade decision. For example, suppose you find that Fonciere Inea 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 Inea 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 Inea stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fonciere Inea stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fonciere Inea stock over time.
Current vs Lagged Prices |
| Timeline |
Fonciere Inea Lagged Returns
When evaluating Fonciere Inea's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fonciere Inea stock have on its future price. Fonciere Inea 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 Inea autocorrelation shows the relationship between Fonciere Inea stock current value and its past values and can show if there is a momentum factor associated with investing in Fonciere Inea.
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 Inea 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 Inea security.