Impulse Fitness (France) Market Value
| MLIFS Stock | 7.95 0.00 0.00% |
| Symbol | Impulse |
Impulse Fitness '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 Impulse Fitness' 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 Impulse Fitness.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in Impulse Fitness on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding Impulse Fitness Solutions or generate 0.0% return on investment in Impulse Fitness over 540 days. Impulse Fitness is related to or competes with Trigano SA, Bonduelle SCA, Imerys SA, Manitou BF, Ossiam Minimum, Amundi Index, and Ekinops SA. More
Impulse Fitness 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 Impulse Fitness' 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 Impulse Fitness Solutions upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.28) | |||
| Maximum Drawdown | 6.47 |
Impulse Fitness Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Impulse Fitness' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Impulse Fitness' standard deviation. In reality, there are many statistical measures that can use Impulse Fitness historical prices to predict the future Impulse Fitness' volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.23) | |||
| Treynor Ratio | 31.78 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Impulse Fitness' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Impulse Fitness Solutions Backtested Returns
Impulse Fitness Solutions holds Efficiency (Sharpe) Ratio of -0.12, which attests that the entity had a -0.12% return per unit of risk over the last 3 months. Impulse Fitness Solutions exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Impulse Fitness' Market Risk Adjusted Performance of 31.79, risk adjusted performance of (0.09), and Standard Deviation of 0.7965 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.0034, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Impulse Fitness are expected to decrease at a much lower rate. During the bear market, Impulse Fitness is likely to outperform the market. At this point, Impulse Fitness Solutions has a negative expected return of -0.1%. Please make sure to check out Impulse Fitness' treynor ratio and day median price , to decide if Impulse Fitness Solutions performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.28 |
Poor predictability
Impulse Fitness Solutions has poor predictability. Overlapping area represents the amount of predictability between Impulse Fitness time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 to 29th 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 Impulse Fitness Solutions price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current Impulse Fitness price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | -0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 5.92 |
Impulse Fitness Solutions lagged returns against current returns
Autocorrelation, which is Impulse Fitness 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 Impulse Fitness' stock expected returns. We can calculate the autocorrelation of Impulse Fitness returns to help us make a trade decision. For example, suppose you find that Impulse Fitness 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 |
Impulse Fitness 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 Impulse Fitness stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Impulse Fitness stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Impulse Fitness stock over time.
Current vs Lagged Prices |
| Timeline |
Impulse Fitness Lagged Returns
When evaluating Impulse Fitness' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Impulse Fitness stock have on its future price. Impulse Fitness 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, Impulse Fitness autocorrelation shows the relationship between Impulse Fitness stock current value and its past values and can show if there is a momentum factor associated with investing in Impulse Fitness Solutions.
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 Impulse Stock Analysis
When running Impulse Fitness' price analysis, check to measure Impulse Fitness' 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 Impulse Fitness is operating at the current time. Most of Impulse Fitness' value examination focuses on studying past and present price action to predict the probability of Impulse Fitness' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Impulse Fitness' price. Additionally, you may evaluate how the addition of Impulse Fitness to your portfolios can decrease your overall portfolio volatility.