Acheter Louer (France) Market Value
| ALALO Stock | EUR 0.0008 0.0002 33.33% |
| Symbol | Acheter |
Acheter Louer '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 Acheter Louer'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 Acheter Louer.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Acheter Louer on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Acheter Louer or generate 0.0% return on investment in Acheter Louer over 90 days. Acheter Louer is related to or competes with Biophytis, and Publicis Groupe. Acheter-Louer.Fr SA provides communications solutions for commercial development and promotion of the professions of its... More
Acheter Louer 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 Acheter Louer'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 Acheter Louer upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 34.52 | |||
| Information Ratio | 0.1571 | |||
| Maximum Drawdown | 150.0 | |||
| Value At Risk | (50.00) | |||
| Potential Upside | 100.0 |
Acheter Louer Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Acheter Louer's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Acheter Louer's standard deviation. In reality, there are many statistical measures that can use Acheter Louer historical prices to predict the future Acheter Louer's volatility.| Risk Adjusted Performance | 0.1601 | |||
| Jensen Alpha | 5.64 | |||
| Total Risk Alpha | 0.7341 | |||
| Sortino Ratio | 0.1611 | |||
| Treynor Ratio | 13.92 |
Acheter Louer Backtested Returns
Acheter Louer is out of control given 3 months investment horizon. Acheter Louer secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the company had a 0.16 % return per unit of standard deviation over the last 3 months. We were able to interpolate data for thirty different technical indicators, which can help you to evaluate if expected returns of 5.7% are justified by taking the suggested risk. Use Acheter Louer mean deviation of 22.53, and Risk Adjusted Performance of 0.1601 to evaluate company specific risk that cannot be diversified away. Acheter Louer holds a performance score of 12 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 0.41, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Acheter Louer's returns are expected to increase less than the market. However, during the bear market, the loss of holding Acheter Louer is expected to be smaller as well. Use Acheter Louer jensen alpha, skewness, relative strength index, as well as the relationship between the value at risk and day median price , to analyze future returns on Acheter Louer.
Auto-correlation | -0.36 |
Poor reverse predictability
Acheter Louer has poor reverse predictability. Overlapping area represents the amount of predictability between Acheter Louer time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th of July 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 Acheter Louer price movement. The serial correlation of -0.36 indicates that just about 36.0% of current Acheter Louer price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.36 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Acheter Louer lagged returns against current returns
Autocorrelation, which is Acheter Louer 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 Acheter Louer's stock expected returns. We can calculate the autocorrelation of Acheter Louer returns to help us make a trade decision. For example, suppose you find that Acheter Louer 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 |
Acheter Louer 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 Acheter Louer stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Acheter Louer stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Acheter Louer stock over time.
Current vs Lagged Prices |
| Timeline |
Acheter Louer Lagged Returns
When evaluating Acheter Louer's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Acheter Louer stock have on its future price. Acheter Louer 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, Acheter Louer autocorrelation shows the relationship between Acheter Louer stock current value and its past values and can show if there is a momentum factor associated with investing in Acheter Louer.
Regressed Prices |
| Timeline |
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When running Acheter Louer's price analysis, check to measure Acheter Louer'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 Acheter Louer is operating at the current time. Most of Acheter Louer's value examination focuses on studying past and present price action to predict the probability of Acheter Louer's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Acheter Louer's price. Additionally, you may evaluate how the addition of Acheter Louer to your portfolios can decrease your overall portfolio volatility.