Malteries Franco (France) Market Value
| MALT Stock | EUR 720.00 5.00 0.69% |
| Symbol | Malteries |
Malteries Franco '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 Malteries Franco'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 Malteries Franco.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in Malteries Franco on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding Malteries Franco Belges Socit or generate 0.0% return on investment in Malteries Franco over 720 days. Malteries Franco is related to or competes with Grard Perrier, Robertet, Thermador Groupe, and Piscines Desjoyaux. Malteries Franco-Belges Socit Anonyme produces and sells malt primarily for brewers in France and internationally More
Malteries Franco 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 Malteries Franco'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 Malteries Franco Belges Socit upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.96 | |||
| Information Ratio | 0.0315 | |||
| Maximum Drawdown | 7.82 | |||
| Value At Risk | (2.38) | |||
| Potential Upside | 3.1 |
Malteries Franco Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Malteries Franco's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Malteries Franco's standard deviation. In reality, there are many statistical measures that can use Malteries Franco historical prices to predict the future Malteries Franco's volatility.| Risk Adjusted Performance | 0.0978 | |||
| Jensen Alpha | 0.1523 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0231 | |||
| Treynor Ratio | 1.47 |
Malteries Franco Belges Backtested Returns
Malteries Franco appears to be very steady, given 3 months investment horizon. Malteries Franco Belges has Sharpe Ratio of 0.15, which conveys that the firm had a 0.15% return per unit of risk over the last 3 months. We have found thirty technical indicators for Malteries Franco, which you can use to evaluate the volatility of the firm. Please exercise Malteries Franco's Risk Adjusted Performance of 0.0978, downside deviation of 1.96, and Mean Deviation of 0.9624 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Malteries Franco holds a performance score of 11. The company secures a Beta (Market Risk) of 0.11, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Malteries Franco's returns are expected to increase less than the market. However, during the bear market, the loss of holding Malteries Franco is expected to be smaller as well. Please check Malteries Franco's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Malteries Franco's current price movements will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Malteries Franco Belges Socit has no correlation between past and present. Overlapping area represents the amount of predictability between Malteries Franco time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 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 Malteries Franco Belges price movement. The serial correlation of 0.0 indicates that just 0.0% of current Malteries Franco price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 415.86 |
Malteries Franco Belges lagged returns against current returns
Autocorrelation, which is Malteries Franco 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 Malteries Franco's stock expected returns. We can calculate the autocorrelation of Malteries Franco returns to help us make a trade decision. For example, suppose you find that Malteries Franco 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 |
Malteries Franco 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 Malteries Franco stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Malteries Franco stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Malteries Franco stock over time.
Current vs Lagged Prices |
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Malteries Franco Lagged Returns
When evaluating Malteries Franco's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Malteries Franco stock have on its future price. Malteries Franco 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, Malteries Franco autocorrelation shows the relationship between Malteries Franco stock current value and its past values and can show if there is a momentum factor associated with investing in Malteries Franco Belges Socit.
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 Malteries Stock
Malteries Franco financial ratios help investors to determine whether Malteries 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 Malteries with respect to the benefits of owning Malteries Franco security.