CFM Indosuez (France) Market Value
| MLCFM Stock | EUR 1,150 0.00 0.00% |
| Symbol | CFM |
CFM Indosuez '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 CFM Indosuez'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 CFM Indosuez.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in CFM Indosuez on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding CFM Indosuez Wealth or generate 0.0% return on investment in CFM Indosuez over 30 days. CFM Indosuez is related to or competes with Caisse Rgionale, Caisse Regionale, Manitou BF, Ossiam Minimum, Ekinops SA, Orapi SA, and Memscap Regpt. CFM Indosuez Wealth Management SA provides banking and financial solutions services to individuals, professionals, and b... More
CFM Indosuez 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 CFM Indosuez'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 CFM Indosuez Wealth upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 14.23 | |||
| Potential Upside | 0.8065 |
CFM Indosuez Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CFM Indosuez's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CFM Indosuez's standard deviation. In reality, there are many statistical measures that can use CFM Indosuez historical prices to predict the future CFM Indosuez's volatility.| Risk Adjusted Performance | 0.0448 | |||
| Jensen Alpha | 0.0948 | |||
| Total Risk Alpha | (0.17) | |||
| Treynor Ratio | (0.31) |
CFM Indosuez Wealth Backtested Returns
Currently, CFM Indosuez Wealth is very steady. CFM Indosuez Wealth secures Sharpe Ratio (or Efficiency) of 0.0529, which signifies that the company had a 0.0529% return per unit of risk over the last 3 months. We have found seventeen technical indicators for CFM Indosuez Wealth, which you can use to evaluate the volatility of the firm. Please confirm CFM Indosuez's risk adjusted performance of 0.0448, and Mean Deviation of 0.4675 to double-check if the risk estimate we provide is consistent with the expected return of 0.0809%. CFM Indosuez has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.22, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning CFM Indosuez are expected to decrease at a much lower rate. During the bear market, CFM Indosuez is likely to outperform the market. CFM Indosuez Wealth at this time shows a risk of 1.53%. Please confirm CFM Indosuez Wealth information ratio, skewness, as well as the relationship between the Skewness and day typical price , to decide if CFM Indosuez Wealth will be following its price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
CFM Indosuez Wealth has no correlation between past and present. Overlapping area represents the amount of predictability between CFM Indosuez time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 CFM Indosuez Wealth price movement. The serial correlation of 0.0 indicates that just 0.0% of current CFM Indosuez price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
CFM Indosuez Wealth lagged returns against current returns
Autocorrelation, which is CFM Indosuez 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 CFM Indosuez's stock expected returns. We can calculate the autocorrelation of CFM Indosuez returns to help us make a trade decision. For example, suppose you find that CFM Indosuez 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 |
CFM Indosuez 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 CFM Indosuez stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CFM Indosuez stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CFM Indosuez stock over time.
Current vs Lagged Prices |
| Timeline |
CFM Indosuez Lagged Returns
When evaluating CFM Indosuez's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CFM Indosuez stock have on its future price. CFM Indosuez 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, CFM Indosuez autocorrelation shows the relationship between CFM Indosuez stock current value and its past values and can show if there is a momentum factor associated with investing in CFM Indosuez Wealth.
Regressed Prices |
| Timeline |
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When running CFM Indosuez's price analysis, check to measure CFM Indosuez's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy CFM Indosuez is operating at the current time. Most of CFM Indosuez's value examination focuses on studying past and present price action to predict the probability of CFM Indosuez's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CFM Indosuez's price. Additionally, you may evaluate how the addition of CFM Indosuez to your portfolios can decrease your overall portfolio volatility.