Compagnie Plastic Omnium Stock Market Value
| PASTF Stock | USD 18.90 0.80 4.42% |
| Symbol | Compagnie |
Compagnie Plastic '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 Compagnie Plastic's pink sheet 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 Compagnie Plastic.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Compagnie Plastic on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Compagnie Plastic Omnium or generate 0.0% return on investment in Compagnie Plastic over 30 days. Compagnie Plastic is related to or competes with InRetail Perú, and Lagardere. Compagnie Plastic Omnium SE designs, develops, manufactures, and sells intelligent exterior systems, clean energy system... More
Compagnie Plastic 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 Compagnie Plastic's pink sheet 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 Compagnie Plastic Omnium upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1212 | |||
| Maximum Drawdown | 94.89 |
Compagnie Plastic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Compagnie Plastic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Compagnie Plastic's standard deviation. In reality, there are many statistical measures that can use Compagnie Plastic historical prices to predict the future Compagnie Plastic's volatility.| Risk Adjusted Performance | 0.0997 | |||
| Jensen Alpha | 1.4 | |||
| Total Risk Alpha | 0.3115 | |||
| Treynor Ratio | 3.0 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Compagnie Plastic'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.
Compagnie Plastic Omnium Backtested Returns
Compagnie Plastic is slightly risky given 3 months investment horizon. Compagnie Plastic Omnium secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13 % return per unit of risk over the last 3 months. We were able to interpolate and analyze data for nineteen different technical indicators, which can help you to evaluate if expected returns of 1.49% are justified by taking the suggested risk. Use Compagnie Plastic Standard Deviation of 11.27, mean deviation of 2.87, and Risk Adjusted Performance of 0.0997 to evaluate company specific risk that cannot be diversified away. Compagnie Plastic holds a performance score of 10 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 0.48, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Compagnie Plastic's returns are expected to increase less than the market. However, during the bear market, the loss of holding Compagnie Plastic is expected to be smaller as well. Use Compagnie Plastic information ratio, daily balance of power, as well as the relationship between the Daily Balance Of Power and period momentum indicator , to analyze future returns on Compagnie Plastic.
Auto-correlation | 0.79 |
Good predictability
Compagnie Plastic Omnium has good predictability. Overlapping area represents the amount of predictability between Compagnie Plastic time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Compagnie Plastic Omnium price movement. The serial correlation of 0.79 indicates that around 79.0% of current Compagnie Plastic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.23 |
Compagnie Plastic Omnium lagged returns against current returns
Autocorrelation, which is Compagnie Plastic pink sheet'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 Compagnie Plastic's pink sheet expected returns. We can calculate the autocorrelation of Compagnie Plastic returns to help us make a trade decision. For example, suppose you find that Compagnie Plastic has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Compagnie Plastic 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 Compagnie Plastic pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Compagnie Plastic pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Compagnie Plastic pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Compagnie Plastic Lagged Returns
When evaluating Compagnie Plastic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Compagnie Plastic pink sheet have on its future price. Compagnie Plastic 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, Compagnie Plastic autocorrelation shows the relationship between Compagnie Plastic pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Compagnie Plastic Omnium.
Regressed Prices |
| Timeline |
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Other Information on Investing in Compagnie Pink Sheet
Compagnie Plastic financial ratios help investors to determine whether Compagnie Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Compagnie with respect to the benefits of owning Compagnie Plastic security.