Grande Armee (France) Market Value
| MLGAI Stock | EUR 160.00 34.00 17.53% |
| Symbol | Grande |
Grande Armee '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 Grande Armee'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 Grande Armee.
| 01/08/2024 |
| 12/28/2025 |
If you would invest 0.00 in Grande Armee on January 8, 2024 and sell it all today you would earn a total of 0.00 from holding Grande Armee Investissement or generate 0.0% return on investment in Grande Armee over 720 days. Grande Armee is related to or competes with Italy Innovazioni, EdiliziAcrobatica, NSC Groupe, DLSI, and BIO UV. Grande Armee Investissement SA provides practical training services in the areas of finance, technologies, and healthcar... More
Grande Armee 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 Grande Armee'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 Grande Armee Investissement upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 11.69 | |||
| Information Ratio | 0.1846 | |||
| Maximum Drawdown | 36.49 | |||
| Value At Risk | (9.90) | |||
| Potential Upside | 19.44 |
Grande Armee Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Grande Armee's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Grande Armee's standard deviation. In reality, there are many statistical measures that can use Grande Armee historical prices to predict the future Grande Armee's volatility.| Risk Adjusted Performance | 0.1465 | |||
| Jensen Alpha | 1.55 | |||
| Total Risk Alpha | 0.6598 | |||
| Sortino Ratio | 0.1193 | |||
| Treynor Ratio | (1.43) |
Grande Armee Investi Backtested Returns
Grande Armee is very steady given 3 months investment horizon. Grande Armee Investi holds Efficiency (Sharpe) Ratio of 0.18, which attests that the entity had a 0.18 % return per unit of standard deviation over the last 3 months. We were able to interpolate data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.13% are justified by taking the suggested risk. Use Grande Armee Investissement risk adjusted performance of 0.1465, and Market Risk Adjusted Performance of (1.42) to evaluate company specific risk that cannot be diversified away. Grande Armee holds a performance score of 14 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of -1.03, which attests to a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Grande Armee are expected to decrease slowly. On the other hand, during market turmoil, Grande Armee is expected to outperform it slightly. Use Grande Armee Investissement treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to analyze future returns on Grande Armee Investissement.
Auto-correlation | 0.32 |
Below average predictability
Grande Armee Investissement has below average predictability. Overlapping area represents the amount of predictability between Grande Armee time series from 8th of January 2024 to 2nd of January 2025 and 2nd of January 2025 to 28th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Grande Armee Investi price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current Grande Armee price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.32 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 78.19 |
Grande Armee Investi lagged returns against current returns
Autocorrelation, which is Grande Armee 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 Grande Armee's stock expected returns. We can calculate the autocorrelation of Grande Armee returns to help us make a trade decision. For example, suppose you find that Grande Armee 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 |
Grande Armee 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 Grande Armee stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Grande Armee stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Grande Armee stock over time.
Current vs Lagged Prices |
| Timeline |
Grande Armee Lagged Returns
When evaluating Grande Armee's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Grande Armee stock have on its future price. Grande Armee 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, Grande Armee autocorrelation shows the relationship between Grande Armee stock current value and its past values and can show if there is a momentum factor associated with investing in Grande Armee Investissement.
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 Grande Stock Analysis
When running Grande Armee's price analysis, check to measure Grande Armee'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 Grande Armee is operating at the current time. Most of Grande Armee's value examination focuses on studying past and present price action to predict the probability of Grande Armee's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Grande Armee's price. Additionally, you may evaluate how the addition of Grande Armee to your portfolios can decrease your overall portfolio volatility.