Finaxo Environnement (France) Market Value
| MLFXO Stock | EUR 4.20 0.10 2.44% |
| Symbol | Finaxo |
Finaxo Environnement '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 Finaxo Environnement'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 Finaxo Environnement.
| 12/02/2025 |
| 01/01/2026 |
If you would invest 0.00 in Finaxo Environnement on December 2, 2025 and sell it all today you would earn a total of 0.00 from holding Finaxo Environnement Societe or generate 0.0% return on investment in Finaxo Environnement over 30 days. Finaxo Environnement is related to or competes with Winfarm, Soditech, I2S SA, Orege Socit, UV Germi, Ecoslops, and Aquila SA. Finaxo Environnement Societe Anonyme offers water and waste treatment services More
Finaxo Environnement 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 Finaxo Environnement'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 Finaxo Environnement Societe upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 9.77 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 37.68 | |||
| Value At Risk | (14.44) | |||
| Potential Upside | 15.53 |
Finaxo Environnement Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Finaxo Environnement's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Finaxo Environnement's standard deviation. In reality, there are many statistical measures that can use Finaxo Environnement historical prices to predict the future Finaxo Environnement's volatility.| Risk Adjusted Performance | 0.012 | |||
| Jensen Alpha | 0.0105 | |||
| Total Risk Alpha | (0.67) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.1104 |
Finaxo Environnement Backtested Returns
Currently, Finaxo Environnement Societe is very risky. Finaxo Environnement 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 twenty-eight technical indicators for Finaxo Environnement Societe, which you can use to evaluate the volatility of the firm. Please confirm Finaxo Environnement's Coefficient Of Variation of 24267.76, downside deviation of 9.77, and Mean Deviation of 4.45 to check if the risk estimate we provide is consistent with the expected return of 0.0383%. The firm shows a Beta (market volatility) of 0.21, which means not very significant fluctuations relative to the market. As returns on the market increase, Finaxo Environnement's returns are expected to increase less than the market. However, during the bear market, the loss of holding Finaxo Environnement is expected to be smaller as well. Finaxo Environnement right now shows a risk of 8.17%. Please confirm Finaxo Environnement maximum drawdown, as well as the relationship between the expected short fall and day median price , to decide if Finaxo Environnement will be following its price patterns.
Auto-correlation | 0.28 |
Poor predictability
Finaxo Environnement Societe has poor predictability. Overlapping area represents the amount of predictability between Finaxo Environnement time series from 2nd of December 2025 to 17th of December 2025 and 17th of December 2025 to 1st 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 Finaxo Environnement price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current Finaxo Environnement price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Finaxo Environnement lagged returns against current returns
Autocorrelation, which is Finaxo Environnement 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 Finaxo Environnement's stock expected returns. We can calculate the autocorrelation of Finaxo Environnement returns to help us make a trade decision. For example, suppose you find that Finaxo Environnement 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 |
Finaxo Environnement 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 Finaxo Environnement stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Finaxo Environnement stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Finaxo Environnement stock over time.
Current vs Lagged Prices |
| Timeline |
Finaxo Environnement Lagged Returns
When evaluating Finaxo Environnement's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Finaxo Environnement stock have on its future price. Finaxo Environnement 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, Finaxo Environnement autocorrelation shows the relationship between Finaxo Environnement stock current value and its past values and can show if there is a momentum factor associated with investing in Finaxo Environnement Societe.
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.Additional Tools for Finaxo Stock Analysis
When running Finaxo Environnement's price analysis, check to measure Finaxo Environnement'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 Finaxo Environnement is operating at the current time. Most of Finaxo Environnement's value examination focuses on studying past and present price action to predict the probability of Finaxo Environnement's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Finaxo Environnement's price. Additionally, you may evaluate how the addition of Finaxo Environnement to your portfolios can decrease your overall portfolio volatility.