Photonike Capital (France) Market Value
| MLPHO Stock | EUR 0.11 0.00 0.00% |
| Symbol | Photonike |
Photonike Capital '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 Photonike Capital'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 Photonike Capital.
| 12/16/2025 |
| 01/15/2026 |
If you would invest 0.00 in Photonike Capital on December 16, 2025 and sell it all today you would earn a total of 0.00 from holding Photonike Capital SA or generate 0.0% return on investment in Photonike Capital over 30 days. Photonike Capital is related to or competes with Ashler Et, Electricite, and Financiere Hoche. Photonike Capital SA provides bespoke risk protection solutions in the industrial and financial processes More
Photonike Capital 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 Photonike Capital'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 Photonike Capital SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 18.33 | |||
| Value At Risk | (8.33) | |||
| Potential Upside | 9.09 |
Photonike Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Photonike Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Photonike Capital's standard deviation. In reality, there are many statistical measures that can use Photonike Capital historical prices to predict the future Photonike Capital's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.60) | |||
| Treynor Ratio | (2.45) |
Photonike Capital Backtested Returns
Photonike Capital maintains Sharpe Ratio (i.e., Efficiency) of -0.0246, which implies the firm had a -0.0246 % return per unit of risk over the last 3 months. Photonike Capital exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Photonike Capital's Variance of 10.89, risk adjusted performance of (0.01), and Coefficient Of Variation of (4,228) to confirm the risk estimate we provide. The company holds a Beta of 0.036, which implies not very significant fluctuations relative to the market. As returns on the market increase, Photonike Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Photonike Capital is expected to be smaller as well. At this point, Photonike Capital has a negative expected return of -0.0844%. Please make sure to check Photonike Capital's information ratio and skewness , to decide if Photonike Capital performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Photonike Capital SA has no correlation between past and present. Overlapping area represents the amount of predictability between Photonike Capital 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 Photonike Capital price movement. The serial correlation of 0.0 indicates that just 0.0% of current Photonike Capital 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 |
Photonike Capital lagged returns against current returns
Autocorrelation, which is Photonike Capital 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 Photonike Capital's stock expected returns. We can calculate the autocorrelation of Photonike Capital returns to help us make a trade decision. For example, suppose you find that Photonike Capital 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 |
Photonike Capital 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 Photonike Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Photonike Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Photonike Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Photonike Capital Lagged Returns
When evaluating Photonike Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Photonike Capital stock have on its future price. Photonike Capital 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, Photonike Capital autocorrelation shows the relationship between Photonike Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Photonike Capital 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 Photonike Stock Analysis
When running Photonike Capital's price analysis, check to measure Photonike Capital'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 Photonike Capital is operating at the current time. Most of Photonike Capital's value examination focuses on studying past and present price action to predict the probability of Photonike Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Photonike Capital's price. Additionally, you may evaluate how the addition of Photonike Capital to your portfolios can decrease your overall portfolio volatility.