Maisons Du (France) Market Value
| MDM Stock | EUR 3.49 0.05 1.41% |
| Symbol | Maisons |
Maisons Du '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 Maisons Du'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 Maisons Du.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Maisons Du on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding Maisons du Monde or generate 0.0% return on investment in Maisons Du over 30 days. Maisons Du is related to or competes with Fnac Darty, Trigano SA, Elis SA, and Derichebourg. Maisons du Monde S.A., through its subsidiaries, creates and distributes decoration items and furniture in France and in... More
Maisons Du 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 Maisons Du'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 Maisons du Monde upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 13.14 | |||
| Value At Risk | (4.32) | |||
| Potential Upside | 4.6 |
Maisons Du Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Maisons Du's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Maisons Du's standard deviation. In reality, there are many statistical measures that can use Maisons Du historical prices to predict the future Maisons Du's volatility.| Risk Adjusted Performance | (0.0001) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.48) | |||
| Treynor Ratio | (1.04) |
Maisons du Monde Backtested Returns
At this point, Maisons Du is relatively risky. Maisons du Monde has Sharpe Ratio of 0.0106, which conveys that the firm had a 0.0106% return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Maisons Du, which you can use to evaluate the volatility of the firm. Please verify Maisons Du's Mean Deviation of 2.31, risk adjusted performance of (0.0001), and Standard Deviation of 2.83 to check out if the risk estimate we provide is consistent with the expected return of 0.0297%. The company secures a Beta (Market Risk) of 0.0359, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Maisons Du's returns are expected to increase less than the market. However, during the bear market, the loss of holding Maisons Du is expected to be smaller as well. Maisons du Monde right now secures a risk of 2.8%. Please verify Maisons du Monde treynor ratio, accumulation distribution, period momentum indicator, as well as the relationship between the potential upside and day median price , to decide if Maisons du Monde will be following its current price movements.
Auto-correlation | -0.23 |
Weak reverse predictability
Maisons du Monde has weak reverse predictability. Overlapping area represents the amount of predictability between Maisons Du 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 Maisons du Monde price movement. The serial correlation of -0.23 indicates that over 23.0% of current Maisons Du price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.23 | |
| Spearman Rank Test | -0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Maisons du Monde lagged returns against current returns
Autocorrelation, which is Maisons Du 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 Maisons Du's stock expected returns. We can calculate the autocorrelation of Maisons Du returns to help us make a trade decision. For example, suppose you find that Maisons Du 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 |
Maisons Du 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 Maisons Du stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Maisons Du stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Maisons Du stock over time.
Current vs Lagged Prices |
| Timeline |
Maisons Du Lagged Returns
When evaluating Maisons Du's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Maisons Du stock have on its future price. Maisons Du 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, Maisons Du autocorrelation shows the relationship between Maisons Du stock current value and its past values and can show if there is a momentum factor associated with investing in Maisons du Monde.
Regressed Prices |
| Timeline |
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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 Maisons Stock
Maisons Du financial ratios help investors to determine whether Maisons 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 Maisons with respect to the benefits of owning Maisons Du security.