Smalto SA (France) Market Value
| MLSML Stock | EUR 0.04 0.01 14.08% |
| Symbol | Smalto |
Smalto SA '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 Smalto SA'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 Smalto SA.
| 10/12/2025 |
| 01/10/2026 |
If you would invest 0.00 in Smalto SA on October 12, 2025 and sell it all today you would earn a total of 0.00 from holding Smalto SA or generate 0.0% return on investment in Smalto SA over 90 days. Smalto SA is related to or competes with Groupe JAJ, Roctool, Mg Internation, and Piscines Desjoyaux. Smalto Holding SA designs and sells mens apparel and accessories More
Smalto SA 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 Smalto SA'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 Smalto SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 16.75 | |||
| Information Ratio | 0.1081 | |||
| Maximum Drawdown | 85.0 | |||
| Value At Risk | (14.63) | |||
| Potential Upside | 14.75 |
Smalto SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Smalto SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Smalto SA's standard deviation. In reality, there are many statistical measures that can use Smalto SA historical prices to predict the future Smalto SA's volatility.| Risk Adjusted Performance | 0.0955 | |||
| Jensen Alpha | 1.53 | |||
| Total Risk Alpha | 0.0199 | |||
| Sortino Ratio | 0.0792 | |||
| Treynor Ratio | (0.98) |
Smalto SA Backtested Returns
Smalto SA is out of control given 3 months investment horizon. Smalto SA owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the firm had a 0.12 % return per unit of risk over the last 3 months. We were able to interpolate data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.42% are justified by taking the suggested risk. Use Smalto SA Risk Adjusted Performance of 0.0955, coefficient of variation of 864.04, and Semi Deviation of 6.09 to evaluate company specific risk that cannot be diversified away. Smalto SA holds a performance score of 9 on a scale of zero to a hundred. The entity has a beta of -1.44, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Smalto SA are expected to decrease by larger amounts. On the other hand, during market turmoil, Smalto SA is expected to outperform it. Use Smalto SA information ratio and the relationship between the maximum drawdown and rate of daily change , to analyze future returns on Smalto SA.
Auto-correlation | 0.14 |
Insignificant predictability
Smalto SA has insignificant predictability. Overlapping area represents the amount of predictability between Smalto SA time series from 12th of October 2025 to 26th of November 2025 and 26th of November 2025 to 10th 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 Smalto SA price movement. The serial correlation of 0.14 indicates that less than 14.0% of current Smalto SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.14 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Smalto SA lagged returns against current returns
Autocorrelation, which is Smalto SA 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 Smalto SA's stock expected returns. We can calculate the autocorrelation of Smalto SA returns to help us make a trade decision. For example, suppose you find that Smalto SA 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 |
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Smalto SA 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 Smalto SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Smalto SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Smalto SA stock over time.
Current vs Lagged Prices |
| Timeline |
Smalto SA Lagged Returns
When evaluating Smalto SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Smalto SA stock have on its future price. Smalto SA 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, Smalto SA autocorrelation shows the relationship between Smalto SA stock current value and its past values and can show if there is a momentum factor associated with investing in Smalto 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 Smalto Stock Analysis
When running Smalto SA's price analysis, check to measure Smalto SA'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 Smalto SA is operating at the current time. Most of Smalto SA's value examination focuses on studying past and present price action to predict the probability of Smalto SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Smalto SA's price. Additionally, you may evaluate how the addition of Smalto SA to your portfolios can decrease your overall portfolio volatility.