Genfit SA (Germany) Market Value
| XUP Stock | 3.54 0.13 3.81% |
| Symbol | Genfit |
Genfit 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 Genfit 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 Genfit SA.
| 05/28/2023 |
| 12/18/2024 |
If you would invest 0.00 in Genfit SA on May 28, 2023 and sell it all today you would earn a total of 0.00 from holding Genfit SA or generate 0.0% return on investment in Genfit SA over 570 days. Genfit SA is related to or competes with Summit Hotel, NORWEGIAN AIR, Host Hotels, DELTA AIR, and Wyndham Hotels. More
Genfit 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 Genfit 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 Genfit SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.85 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 39.43 | |||
| Value At Risk | (7.89) | |||
| Potential Upside | 7.87 |
Genfit SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Genfit SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Genfit SA's standard deviation. In reality, there are many statistical measures that can use Genfit SA historical prices to predict the future Genfit SA's volatility.| Risk Adjusted Performance | 0.0116 | |||
| Jensen Alpha | 0.0154 | |||
| Total Risk Alpha | (0.41) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (0.18) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Genfit SA'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.
Genfit SA Backtested Returns
Currently, Genfit SA is risky. Genfit SA holds Efficiency (Sharpe) Ratio of 0.0231, which attests that the entity had a 0.0231% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Genfit SA, which you can use to evaluate the volatility of the firm. Please check out Genfit SA's Market Risk Adjusted Performance of (0.17), downside deviation of 3.85, and Risk Adjusted Performance of 0.0116 to validate if the risk estimate we provide is consistent with the expected return of 0.11%. Genfit SA has a performance score of 1 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.0662, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Genfit SA are expected to decrease at a much lower rate. During the bear market, Genfit SA is likely to outperform the market. Genfit SA right now retains a risk of 4.97%. Please check out Genfit SA semi variance, and the relationship between the maximum drawdown and accumulation distribution , to decide if Genfit SA will be following its current trending patterns.
Auto-correlation | -0.21 |
Weak reverse predictability
Genfit SA has weak reverse predictability. Overlapping area represents the amount of predictability between Genfit SA time series from 28th of May 2023 to 8th of March 2024 and 8th of March 2024 to 18th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Genfit SA price movement. The serial correlation of -0.21 indicates that over 21.0% of current Genfit SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.47 |
Genfit SA lagged returns against current returns
Autocorrelation, which is Genfit 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 Genfit SA's stock expected returns. We can calculate the autocorrelation of Genfit SA returns to help us make a trade decision. For example, suppose you find that Genfit 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 |
| Timeline |
Genfit 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 Genfit SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Genfit SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Genfit SA stock over time.
Current vs Lagged Prices |
| Timeline |
Genfit SA Lagged Returns
When evaluating Genfit SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Genfit SA stock have on its future price. Genfit 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, Genfit SA autocorrelation shows the relationship between Genfit SA stock current value and its past values and can show if there is a momentum factor associated with investing in Genfit SA.
Regressed Prices |
| Timeline |
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Additional Tools for Genfit Stock Analysis
When running Genfit SA's price analysis, check to measure Genfit 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 Genfit SA is operating at the current time. Most of Genfit SA's value examination focuses on studying past and present price action to predict the probability of Genfit 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 Genfit SA's price. Additionally, you may evaluate how the addition of Genfit SA to your portfolios can decrease your overall portfolio volatility.