Compagnie (France) Market Value

MLCMB Stock  EUR 150.00  1.00  0.67%   
Compagnie's market value is the price at which a share of Compagnie trades on a public exchange. It measures the collective expectations of Compagnie Du Mont Blanc investors about its performance. Compagnie is selling at 150.00 as of the 11th of December 2024; that is 0.67 percent increase since the beginning of the trading day. The stock's last reported lowest price was 149.0.
With this module, you can estimate the performance of a buy and hold strategy of Compagnie Du Mont Blanc and determine expected loss or profit from investing in Compagnie over a given investment horizon. Check out Compagnie Correlation, Compagnie Volatility and Compagnie Alpha and Beta module to complement your research on Compagnie.
Symbol

Please note, there is a significant difference between Compagnie's value and its price as these two are different measures arrived at by different means. Investors typically determine if Compagnie is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Compagnie's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Compagnie '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 Compagnie'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 Compagnie.
0.00
11/11/2024
No Change 0.00  0.0 
In 30 days
12/11/2024
0.00
If you would invest  0.00  in Compagnie on November 11, 2024 and sell it all today you would earn a total of 0.00 from holding Compagnie Du Mont Blanc or generate 0.0% return on investment in Compagnie over 30 days. Compagnie is related to or competes with Trigano SA, Bnteau SA, SA Catana, Fountaine Pajo, Piscines Desjoyaux, Impulse Fitness. Compagnie Du Mont-Blanc operates as a ski lift company in France More

Compagnie 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 Compagnie'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 Compagnie Du Mont Blanc upside and downside potential and time the market with a certain degree of confidence.

Compagnie Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Compagnie's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Compagnie's standard deviation. In reality, there are many statistical measures that can use Compagnie historical prices to predict the future Compagnie's volatility.
Hype
Prediction
LowEstimatedHigh
148.50150.00151.50
Details
Intrinsic
Valuation
LowRealHigh
144.25145.75165.00
Details
Naive
Forecast
LowNextHigh
151.23152.73154.24
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
136.19142.67149.15
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Compagnie. Your research has to be compared to or analyzed against Compagnie's peers to derive any actionable benefits. When done correctly, Compagnie's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Compagnie Du Mont.

Compagnie Du Mont Backtested Returns

Currently, Compagnie Du Mont Blanc is very steady. Compagnie Du Mont secures Sharpe Ratio (or Efficiency) of 0.0791, which signifies that the company had a 0.0791% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Compagnie Du Mont Blanc, which you can use to evaluate the volatility of the firm. Please confirm Compagnie's Downside Deviation of 2.01, mean deviation of 0.9538, and Risk Adjusted Performance of 0.0608 to double-check if the risk estimate we provide is consistent with the expected return of 0.12%. Compagnie has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.11, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Compagnie's returns are expected to increase less than the market. However, during the bear market, the loss of holding Compagnie is expected to be smaller as well. Compagnie Du Mont right now shows a risk of 1.5%. Please confirm Compagnie Du Mont semi variance, rate of daily change, and the relationship between the value at risk and kurtosis , to decide if Compagnie Du Mont will be following its price patterns.

Auto-correlation

    
  0.33  

Below average predictability

Compagnie Du Mont Blanc has below average predictability. Overlapping area represents the amount of predictability between Compagnie time series from 11th of November 2024 to 26th of November 2024 and 26th of November 2024 to 11th of December 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 Compagnie Du Mont price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Compagnie price fluctuation can be explain by its past prices.
Correlation Coefficient0.33
Spearman Rank Test0.47
Residual Average0.0
Price Variance9.9

Compagnie Du Mont lagged returns against current returns

Autocorrelation, which is Compagnie 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 Compagnie's stock expected returns. We can calculate the autocorrelation of Compagnie returns to help us make a trade decision. For example, suppose you find that Compagnie 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  

Compagnie 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 Compagnie stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Compagnie stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Compagnie stock over time.
   Current vs Lagged Prices   
       Timeline  

Compagnie Lagged Returns

When evaluating Compagnie's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Compagnie stock have on its future price. Compagnie 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, Compagnie autocorrelation shows the relationship between Compagnie stock current value and its past values and can show if there is a momentum factor associated with investing in Compagnie Du Mont Blanc.
   Regressed Prices   
       Timeline  

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Additional Tools for Compagnie Stock Analysis

When running Compagnie's price analysis, check to measure Compagnie'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 Compagnie is operating at the current time. Most of Compagnie's value examination focuses on studying past and present price action to predict the probability of Compagnie's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Compagnie's price. Additionally, you may evaluate how the addition of Compagnie to your portfolios can decrease your overall portfolio volatility.