FirstCaution (France) Market Value
| MLFIR Stock | EUR 44.60 0.00 0.00% |
| Symbol | FirstCaution |
FirstCaution '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 FirstCaution'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 FirstCaution.
| 12/15/2025 |
| 01/14/2026 |
If you would invest 0.00 in FirstCaution on December 15, 2025 and sell it all today you would earn a total of 0.00 from holding FirstCaution SA or generate 0.0% return on investment in FirstCaution over 30 days. FirstCaution is related to or competes with Caisse Rgionale, Caisse Rgionale, Ca Toulouse, Caisse Regionale, Bourse Direct, Caisse Regionale, and Caisse Regionale. FirstCaution SA, an insurance company, engages in processing and providing rental deposit guarantees for private and com... More
FirstCaution 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 FirstCaution'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 FirstCaution SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 29.47 | |||
| Potential Upside | 8.85 |
FirstCaution Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FirstCaution's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FirstCaution's standard deviation. In reality, there are many statistical measures that can use FirstCaution historical prices to predict the future FirstCaution's volatility.| Risk Adjusted Performance | 0.0119 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.45) | |||
| Treynor Ratio | 0.0198 |
FirstCaution SA Backtested Returns
Currently, FirstCaution SA is very steady. FirstCaution SA secures Sharpe Ratio (or Efficiency) of close to zero, which denotes the company had a close to zero % return per unit of risk over the last 3 months. We have found seventeen technical indicators for FirstCaution SA, which you can use to evaluate the volatility of the firm. Please confirm FirstCaution's Standard Deviation of 4.2, variance of 17.64, and Mean Deviation of 1.26 to check if the risk estimate we provide is consistent with the expected return of 0.0208%. The firm shows a Beta (market volatility) of 0.54, which means possible diversification benefits within a given portfolio. As returns on the market increase, FirstCaution's returns are expected to increase less than the market. However, during the bear market, the loss of holding FirstCaution is expected to be smaller as well. FirstCaution SA right now shows a risk of 4.2%. Please confirm FirstCaution SA jensen alpha and rate of daily change , to decide if FirstCaution SA will be following its price patterns.
Auto-correlation | 0.12 |
Insignificant predictability
FirstCaution SA has insignificant predictability. Overlapping area represents the amount of predictability between FirstCaution time series from 15th of December 2025 to 30th of December 2025 and 30th of December 2025 to 14th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of FirstCaution SA price movement. The serial correlation of 0.12 indicates that less than 12.0% of current FirstCaution price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.12 | |
| Spearman Rank Test | -0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 1.42 |
FirstCaution SA lagged returns against current returns
Autocorrelation, which is FirstCaution 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 FirstCaution's stock expected returns. We can calculate the autocorrelation of FirstCaution returns to help us make a trade decision. For example, suppose you find that FirstCaution 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 |
FirstCaution 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 FirstCaution stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FirstCaution stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FirstCaution stock over time.
Current vs Lagged Prices |
| Timeline |
FirstCaution Lagged Returns
When evaluating FirstCaution's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FirstCaution stock have on its future price. FirstCaution 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, FirstCaution autocorrelation shows the relationship between FirstCaution stock current value and its past values and can show if there is a momentum factor associated with investing in FirstCaution SA.
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.Additional Tools for FirstCaution Stock Analysis
When running FirstCaution's price analysis, check to measure FirstCaution'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 FirstCaution is operating at the current time. Most of FirstCaution's value examination focuses on studying past and present price action to predict the probability of FirstCaution's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move FirstCaution's price. Additionally, you may evaluate how the addition of FirstCaution to your portfolios can decrease your overall portfolio volatility.