Foncire 7 (France) Market Value
| LEBL Stock | EUR 0.36 0.00 0.00% |
| Symbol | Foncire |
Foncire 7 '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 Foncire 7'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 Foncire 7.
| 09/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Foncire 7 on September 30, 2024 and sell it all today you would earn a total of 0.00 from holding Foncire 7 investissement or generate 0.0% return on investment in Foncire 7 over 60 days. Foncire 7 is related to or competes with CMG Cleantech, Union Technologies, Sartorius Stedim, ZCCM Investments, Broadpeak, and Guandao Puer. Foncire 7 investissement Socit Anonyme operates as a real estate company More
Foncire 7 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 Foncire 7'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 Foncire 7 investissement upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 47.06 |
Foncire 7 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Foncire 7's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Foncire 7's standard deviation. In reality, there are many statistical measures that can use Foncire 7 historical prices to predict the future Foncire 7's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.65) | |||
| Total Risk Alpha | (1.60) | |||
| Treynor Ratio | 1.12 |
Foncire 7 investissement Backtested Returns
Foncire 7 investissement secures Sharpe Ratio (or Efficiency) of -0.12, which denotes the company had a -0.12% return per unit of risk over the last 3 months. Foncire 7 investissement exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Foncire 7's Variance of 33.55, mean deviation of 1.4, and Standard Deviation of 5.79 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.65, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Foncire 7 are expected to decrease at a much lower rate. During the bear market, Foncire 7 is likely to outperform the market. At this point, Foncire 7 investissement has a negative expected return of -0.72%. Please make sure to confirm Foncire 7's treynor ratio, skewness, rate of daily change, as well as the relationship between the maximum drawdown and kurtosis , to decide if Foncire 7 investissement performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Foncire 7 investissement has no correlation between past and present. Overlapping area represents the amount of predictability between Foncire 7 time series from 30th of September 2024 to 30th of October 2024 and 30th of October 2024 to 29th 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 Foncire 7 investissement price movement. The serial correlation of 0.0 indicates that just 0.0% of current Foncire 7 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Foncire 7 investissement lagged returns against current returns
Autocorrelation, which is Foncire 7 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 Foncire 7's stock expected returns. We can calculate the autocorrelation of Foncire 7 returns to help us make a trade decision. For example, suppose you find that Foncire 7 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 |
Foncire 7 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 Foncire 7 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Foncire 7 stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Foncire 7 stock over time.
Current vs Lagged Prices |
| Timeline |
Foncire 7 Lagged Returns
When evaluating Foncire 7's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Foncire 7 stock have on its future price. Foncire 7 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, Foncire 7 autocorrelation shows the relationship between Foncire 7 stock current value and its past values and can show if there is a momentum factor associated with investing in Foncire 7 investissement.
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 Foncire Stock
Foncire 7 financial ratios help investors to determine whether Foncire 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 Foncire with respect to the benefits of owning Foncire 7 security.