Italy Innovazioni (France) Market Value
| MLITN Stock | EUR 8.15 0.00 0.00% |
| Symbol | Italy |
Italy Innovazioni '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 Italy Innovazioni'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 Italy Innovazioni.
| 11/29/2025 |
| 12/29/2025 |
If you would invest 0.00 in Italy Innovazioni on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Italy Innovazioni SpA or generate 0.0% return on investment in Italy Innovazioni over 30 days. Italy Innovazioni is related to or competes with NSC Groupe, DLSI, Grande Armee, Trilogiq, I2S SA, BIO UV, and Compagnie. Italy Innovazioni S.P.A. engages in the design, prototyping, production, and marketing of electric outlets for homes and... More
Italy Innovazioni 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 Italy Innovazioni'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 Italy Innovazioni SpA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.48) | |||
| Maximum Drawdown | 1.84 | |||
| Value At Risk | (0.61) |
Italy Innovazioni Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Italy Innovazioni's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Italy Innovazioni's standard deviation. In reality, there are many statistical measures that can use Italy Innovazioni historical prices to predict the future Italy Innovazioni's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.05) | |||
| Treynor Ratio | (1.53) |
Italy Innovazioni SpA Backtested Returns
Italy Innovazioni SpA holds Efficiency (Sharpe) Ratio of -0.0463, which attests that the entity had a -0.0463 % return per unit of risk over the last 3 months. Italy Innovazioni SpA exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Italy Innovazioni's Standard Deviation of 0.2135, market risk adjusted performance of (1.52), and Risk Adjusted Performance of (0.08) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.0185, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Italy Innovazioni's returns are expected to increase less than the market. However, during the bear market, the loss of holding Italy Innovazioni is expected to be smaller as well. At this point, Italy Innovazioni SpA has a negative expected return of -0.0095%. Please make sure to check out Italy Innovazioni's market risk adjusted performance, information ratio, as well as the relationship between the Information Ratio and kurtosis , to decide if Italy Innovazioni SpA performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Italy Innovazioni SpA has no correlation between past and present. Overlapping area represents the amount of predictability between Italy Innovazioni time series from 29th of November 2025 to 14th of December 2025 and 14th of December 2025 to 29th 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 Italy Innovazioni SpA price movement. The serial correlation of 0.0 indicates that just 0.0% of current Italy Innovazioni price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Italy Innovazioni SpA lagged returns against current returns
Autocorrelation, which is Italy Innovazioni 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 Italy Innovazioni's stock expected returns. We can calculate the autocorrelation of Italy Innovazioni returns to help us make a trade decision. For example, suppose you find that Italy Innovazioni 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 |
Italy Innovazioni 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 Italy Innovazioni stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Italy Innovazioni stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Italy Innovazioni stock over time.
Current vs Lagged Prices |
| Timeline |
Italy Innovazioni Lagged Returns
When evaluating Italy Innovazioni's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Italy Innovazioni stock have on its future price. Italy Innovazioni 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, Italy Innovazioni autocorrelation shows the relationship between Italy Innovazioni stock current value and its past values and can show if there is a momentum factor associated with investing in Italy Innovazioni SpA.
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 Italy Stock Analysis
When running Italy Innovazioni's price analysis, check to measure Italy Innovazioni'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 Italy Innovazioni is operating at the current time. Most of Italy Innovazioni's value examination focuses on studying past and present price action to predict the probability of Italy Innovazioni's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Italy Innovazioni's price. Additionally, you may evaluate how the addition of Italy Innovazioni to your portfolios can decrease your overall portfolio volatility.