Pacte Novation (France) Market Value
| MLPAC Stock | EUR 8.30 0.00 0.00% |
| Symbol | Pacte |
Pacte Novation '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 Pacte Novation'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 Pacte Novation.
| 11/14/2025 |
| 01/13/2026 |
If you would invest 0.00 in Pacte Novation on November 14, 2025 and sell it all today you would earn a total of 0.00 from holding Pacte Novation or generate 0.0% return on investment in Pacte Novation over 60 days. Pacte Novation is related to or competes with IDS France, ACTEOS SA, Locasystem International, Ordissimo, GECI International, Immersion, and Adeunis. Pacte Novation operates as a computer engineering company in France More
Pacte Novation 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 Pacte Novation'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 Pacte Novation upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 28.64 |
Pacte Novation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pacte Novation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pacte Novation's standard deviation. In reality, there are many statistical measures that can use Pacte Novation historical prices to predict the future Pacte Novation's volatility.| Risk Adjusted Performance | 0.025 | |||
| Jensen Alpha | 0.0181 | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | 0.1326 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Pacte Novation's 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.
Pacte Novation Backtested Returns
Currently, Pacte Novation is somewhat reliable. Pacte Novation maintains Sharpe Ratio (i.e., Efficiency) of 0.0242, which implies the firm had a 0.0242 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for Pacte Novation, which you can use to evaluate the volatility of the company. Please check Pacte Novation's Variance of 6.81, coefficient of variation of 4168.99, and Risk Adjusted Performance of 0.025 to confirm if the risk estimate we provide is consistent with the expected return of 0.0636%. Pacte Novation has a performance score of 1 on a scale of 0 to 100. The company holds a Beta of 0.4, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Pacte Novation's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pacte Novation is expected to be smaller as well. Pacte Novation right now holds a risk of 2.63%. Please check Pacte Novation variance, as well as the relationship between the maximum drawdown and rate of daily change , to decide if Pacte Novation will be following its historical price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Pacte Novation has no correlation between past and present. Overlapping area represents the amount of predictability between Pacte Novation time series from 14th of November 2025 to 14th of December 2025 and 14th of December 2025 to 13th 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 Pacte Novation price movement. The serial correlation of 0.0 indicates that just 0.0% of current Pacte Novation 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 |
Pacte Novation lagged returns against current returns
Autocorrelation, which is Pacte Novation 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 Pacte Novation's stock expected returns. We can calculate the autocorrelation of Pacte Novation returns to help us make a trade decision. For example, suppose you find that Pacte Novation 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 |
Pacte Novation 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 Pacte Novation stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pacte Novation stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pacte Novation stock over time.
Current vs Lagged Prices |
| Timeline |
Pacte Novation Lagged Returns
When evaluating Pacte Novation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pacte Novation stock have on its future price. Pacte Novation 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, Pacte Novation autocorrelation shows the relationship between Pacte Novation stock current value and its past values and can show if there is a momentum factor associated with investing in Pacte Novation.
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 Pacte Stock Analysis
When running Pacte Novation's price analysis, check to measure Pacte Novation'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 Pacte Novation is operating at the current time. Most of Pacte Novation's value examination focuses on studying past and present price action to predict the probability of Pacte Novation's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Pacte Novation's price. Additionally, you may evaluate how the addition of Pacte Novation to your portfolios can decrease your overall portfolio volatility.