Nicolas Miguet (France) Market Value
| MLNMA Stock | EUR 0.06 0.01 19.00% |
| Symbol | Nicolas |
Nicolas Miguet '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 Nicolas Miguet'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 Nicolas Miguet.
| 12/16/2025 |
| 01/15/2026 |
If you would invest 0.00 in Nicolas Miguet on December 16, 2025 and sell it all today you would earn a total of 0.00 from holding Nicolas Miguet et or generate 0.0% return on investment in Nicolas Miguet over 30 days. Nicolas Miguet is related to or competes with Stradim Espace, Soc Centrale, and Oeneo SA. Nicolas Miguet et Associes SA was founded in 2004 and is based in Verneuil Davre Et Diton, France MIGUET ET is traded on Paris Stock Exchange in France. More
Nicolas Miguet 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 Nicolas Miguet'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 Nicolas Miguet et upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 38.57 | |||
| Information Ratio | 0.1813 | |||
| Maximum Drawdown | 207.1 | |||
| Value At Risk | (33.96) | |||
| Potential Upside | 87.5 |
Nicolas Miguet Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nicolas Miguet's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nicolas Miguet's standard deviation. In reality, there are many statistical measures that can use Nicolas Miguet historical prices to predict the future Nicolas Miguet's volatility.| Risk Adjusted Performance | 0.1401 | |||
| Jensen Alpha | 7.4 | |||
| Total Risk Alpha | 1.05 | |||
| Sortino Ratio | 0.1738 | |||
| Treynor Ratio | (1.28) |
Nicolas Miguet et Backtested Returns
Nicolas Miguet is out of control given 3 months investment horizon. Nicolas Miguet et has Sharpe Ratio of 0.19, which conveys that the firm had a 0.19 % return per unit of risk over the last 3 months. We were able to interpolate data for twenty-seven different technical indicators, which can help you to evaluate if expected returns of 7.38% are justified by taking the suggested risk. Use Nicolas Miguet et Downside Deviation of 38.57, mean deviation of 19.88, and Risk Adjusted Performance of 0.1401 to evaluate company specific risk that cannot be diversified away. Nicolas Miguet holds a performance score of 15 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of -5.33, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Nicolas Miguet are expected to decrease by larger amounts. On the other hand, during market turmoil, Nicolas Miguet is expected to outperform it. Use Nicolas Miguet et coefficient of variation, maximum drawdown, skewness, as well as the relationship between the total risk alpha and downside variance , to analyze future returns on Nicolas Miguet et.
Auto-correlation | -0.49 |
Modest reverse predictability
Nicolas Miguet et has modest reverse predictability. Overlapping area represents the amount of predictability between Nicolas Miguet 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 Nicolas Miguet et price movement. The serial correlation of -0.49 indicates that about 49.0% of current Nicolas Miguet price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | -0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Nicolas Miguet et lagged returns against current returns
Autocorrelation, which is Nicolas Miguet 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 Nicolas Miguet's stock expected returns. We can calculate the autocorrelation of Nicolas Miguet returns to help us make a trade decision. For example, suppose you find that Nicolas Miguet 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 |
Nicolas Miguet 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 Nicolas Miguet stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nicolas Miguet stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Nicolas Miguet stock over time.
Current vs Lagged Prices |
| Timeline |
Nicolas Miguet Lagged Returns
When evaluating Nicolas Miguet's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nicolas Miguet stock have on its future price. Nicolas Miguet 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, Nicolas Miguet autocorrelation shows the relationship between Nicolas Miguet stock current value and its past values and can show if there is a momentum factor associated with investing in Nicolas Miguet et.
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 Nicolas Stock Analysis
When running Nicolas Miguet's price analysis, check to measure Nicolas Miguet'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 Nicolas Miguet is operating at the current time. Most of Nicolas Miguet's value examination focuses on studying past and present price action to predict the probability of Nicolas Miguet's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Nicolas Miguet's price. Additionally, you may evaluate how the addition of Nicolas Miguet to your portfolios can decrease your overall portfolio volatility.