Octopus Robots (France) Market Value
| MLOCT Stock | 0.19 0.01 5.56% |
| Symbol | Octopus |
Octopus Robots '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 Octopus Robots' 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 Octopus Robots.
| 12/18/2025 |
| 01/17/2026 |
If you would invest 0.00 in Octopus Robots on December 18, 2025 and sell it all today you would earn a total of 0.00 from holding Octopus Robots SA or generate 0.0% return on investment in Octopus Robots over 30 days. Octopus Robots is related to or competes with Drone Volt, Ekinops SA, Lacroix Group, MGI Digital, Guillemot, IT Link, and Broadpeak. More
Octopus Robots 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 Octopus Robots' 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 Octopus Robots SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 35.05 | |||
| Value At Risk | (14.29) | |||
| Potential Upside | 9.52 |
Octopus Robots Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Octopus Robots' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Octopus Robots' standard deviation. In reality, there are many statistical measures that can use Octopus Robots historical prices to predict the future Octopus Robots' volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.33) | |||
| Total Risk Alpha | (1.42) | |||
| Treynor Ratio | 0.2585 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Octopus Robots' 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.
Octopus Robots SA Backtested Returns
Octopus Robots SA maintains Sharpe Ratio (i.e., Efficiency) of -0.0794, which implies the firm had a -0.0794 % return per unit of risk over the last 3 months. Octopus Robots SA exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Octopus Robots' Variance of 49.53, coefficient of variation of (1,431), and Risk Adjusted Performance of (0.04) to confirm the risk estimate we provide. The company holds a Beta of -1.94, which implies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Octopus Robots are expected to decrease by larger amounts. On the other hand, during market turmoil, Octopus Robots is expected to outperform it. At this point, Octopus Robots SA has a negative expected return of -0.58%. Please make sure to check Octopus Robots' total risk alpha, daily balance of power, as well as the relationship between the Daily Balance Of Power and period momentum indicator , to decide if Octopus Robots SA performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.32 |
Below average predictability
Octopus Robots SA has below average predictability. Overlapping area represents the amount of predictability between Octopus Robots time series from 18th of December 2025 to 2nd of January 2026 and 2nd of January 2026 to 17th 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 Octopus Robots SA price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current Octopus Robots price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.32 | |
| Spearman Rank Test | -0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Octopus Robots SA lagged returns against current returns
Autocorrelation, which is Octopus Robots 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 Octopus Robots' stock expected returns. We can calculate the autocorrelation of Octopus Robots returns to help us make a trade decision. For example, suppose you find that Octopus Robots 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 |
Octopus Robots 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 Octopus Robots stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Octopus Robots stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Octopus Robots stock over time.
Current vs Lagged Prices |
| Timeline |
Octopus Robots Lagged Returns
When evaluating Octopus Robots' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Octopus Robots stock have on its future price. Octopus Robots 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, Octopus Robots autocorrelation shows the relationship between Octopus Robots stock current value and its past values and can show if there is a momentum factor associated with investing in Octopus Robots 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 Octopus Stock Analysis
When running Octopus Robots' price analysis, check to measure Octopus Robots' 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 Octopus Robots is operating at the current time. Most of Octopus Robots' value examination focuses on studying past and present price action to predict the probability of Octopus Robots' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Octopus Robots' price. Additionally, you may evaluate how the addition of Octopus Robots to your portfolios can decrease your overall portfolio volatility.