LES MOULINS (Mauritius) Market Value
| LMLC-P Stock | 400.00 0.00 0.00% |
| Symbol | LES |
LES MOULINS '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 MOULINS'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 LES MOULINS.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in LES MOULINS on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding LES MOULINS DE or generate 0.0% return on investment in LES MOULINS over 30 days.
LES MOULINS 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 MOULINS'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 LES MOULINS DE upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.28) | |||
| Maximum Drawdown | 2.56 |
LES MOULINS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LES MOULINS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LES MOULINS's standard deviation. In reality, there are many statistical measures that can use LES MOULINS historical prices to predict the future LES MOULINS's volatility.| Risk Adjusted Performance | (0.01) | |||
| Total Risk Alpha | (0.08) |
LES MOULINS DE Backtested Returns
At this point, LES MOULINS is very steady. LES MOULINS DE has Sharpe Ratio of 0.13, which conveys that the firm had a 0.13% return per unit of volatility over the last 3 months. We have found thirteen technical indicators for LES MOULINS, which you can use to evaluate the volatility of the firm. Please verify LES MOULINS's risk adjusted performance of (0.01), and Coefficient Of Variation of 45733.05 to check out if the risk estimate we provide is consistent with the expected return of 0.042%. LES MOULINS has a performance score of 10 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.0, which conveys not very significant fluctuations relative to the market. the returns on MARKET and LES MOULINS are completely uncorrelated. LES MOULINS DE currently secures a risk of 0.33%. Please verify LES MOULINS DE standard deviation, information ratio, and the relationship between the coefficient of variation and variance , to decide if LES MOULINS DE will be following its current price movements.
Auto-correlation | 0.00 |
No correlation between past and present
LES MOULINS DE has no correlation between past and present. Overlapping area represents the amount of predictability between LES MOULINS time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th 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 MOULINS DE price movement. The serial correlation of 0.0 indicates that just 0.0% of current LES MOULINS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
LES MOULINS DE lagged returns against current returns
Autocorrelation, which is LES MOULINS 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 MOULINS's stock expected returns. We can calculate the autocorrelation of LES MOULINS returns to help us make a trade decision. For example, suppose you find that LES MOULINS 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 MOULINS 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 MOULINS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LES MOULINS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LES MOULINS stock over time.
Current vs Lagged Prices |
| Timeline |
LES MOULINS Lagged Returns
When evaluating LES MOULINS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LES MOULINS stock have on its future price. LES MOULINS 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 MOULINS autocorrelation shows the relationship between LES MOULINS stock current value and its past values and can show if there is a momentum factor associated with investing in LES MOULINS DE.
Regressed Prices |
| Timeline |
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