Locasystem International (France) Market Value
| MLLOI Stock | EUR 12.60 0.80 5.97% |
| Symbol | Locasystem |
Locasystem International '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 Locasystem International'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 Locasystem International.
| 12/16/2025 |
| 01/15/2026 |
If you would invest 0.00 in Locasystem International on December 16, 2025 and sell it all today you would earn a total of 0.00 from holding Locasystem International SA or generate 0.0% return on investment in Locasystem International over 30 days. Locasystem International is related to or competes with Union Technologies, Munic SA, Ordissimo, IDS France, Kerlink SAS, ACTEOS SA, and Pacte Novation. Locasystem International SA engages in the rental of computing and office equipment in France More
Locasystem International 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 Locasystem International'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 Locasystem International SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.77 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 28.39 | |||
| Value At Risk | (2.76) | |||
| Potential Upside | 3.57 |
Locasystem International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Locasystem International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Locasystem International's standard deviation. In reality, there are many statistical measures that can use Locasystem International historical prices to predict the future Locasystem International's volatility.| Risk Adjusted Performance | 0.0235 | |||
| Jensen Alpha | 0.0215 | |||
| Total Risk Alpha | (0.49) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.1601 |
Locasystem International Backtested Returns
Locasystem International has Sharpe Ratio of -0.0674, which conveys that the firm had a -0.0674 % return per unit of risk over the last 3 months. Locasystem International exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Locasystem International's Mean Deviation of 1.34, downside deviation of 5.77, and Risk Adjusted Performance of 0.0235 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.43, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Locasystem International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Locasystem International is expected to be smaller as well. At this point, Locasystem International has a negative expected return of -0.15%. Please make sure to verify Locasystem International's value at risk, and the relationship between the jensen alpha and skewness , to decide if Locasystem International performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.57 |
Modest predictability
Locasystem International SA has modest predictability. Overlapping area represents the amount of predictability between Locasystem International time series from 16th of December 2025 to 31st of December 2025 and 31st of December 2025 to 15th 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 Locasystem International price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current Locasystem International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.15 |
Locasystem International lagged returns against current returns
Autocorrelation, which is Locasystem International 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 Locasystem International's stock expected returns. We can calculate the autocorrelation of Locasystem International returns to help us make a trade decision. For example, suppose you find that Locasystem International 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 |
Locasystem International 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 Locasystem International stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Locasystem International stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Locasystem International stock over time.
Current vs Lagged Prices |
| Timeline |
Locasystem International Lagged Returns
When evaluating Locasystem International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Locasystem International stock have on its future price. Locasystem International 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, Locasystem International autocorrelation shows the relationship between Locasystem International stock current value and its past values and can show if there is a momentum factor associated with investing in Locasystem International SA.
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 Locasystem Stock Analysis
When running Locasystem International's price analysis, check to measure Locasystem International'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 Locasystem International is operating at the current time. Most of Locasystem International's value examination focuses on studying past and present price action to predict the probability of Locasystem International's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Locasystem International's price. Additionally, you may evaluate how the addition of Locasystem International to your portfolios can decrease your overall portfolio volatility.