ALCAT (France) Market Value
| ALCAT Stock | 3.50 0.06 1.74% |
| Symbol | ALCAT |
ALCAT '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 ALCAT'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 ALCAT.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in ALCAT on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding ALCAT or generate 0.0% return on investment in ALCAT over 90 days.
ALCAT 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 ALCAT'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 ALCAT upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 20.74 | |||
| Value At Risk | (3.63) | |||
| Potential Upside | 5.07 |
ALCAT Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ALCAT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ALCAT's standard deviation. In reality, there are many statistical measures that can use ALCAT historical prices to predict the future ALCAT's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.67) | |||
| Treynor Ratio | (0.90) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of ALCAT'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.
ALCAT Backtested Returns
ALCAT appears to be relatively risky, given 3 months investment horizon. ALCAT retains Efficiency (Sharpe Ratio) of 0.0873, which signifies that the company had a 0.0873 % return per unit of risk over the last 3 months. We have found twenty-three technical indicators for ALCAT, which you can use to evaluate the volatility of the firm. Please makes use of ALCAT's market risk adjusted performance of (0.89), and Variance of 13.46 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, ALCAT holds a performance score of 6. The firm owns a Beta (Systematic Risk) of 0.18, which signifies not very significant fluctuations relative to the market. As returns on the market increase, ALCAT's returns are expected to increase less than the market. However, during the bear market, the loss of holding ALCAT is expected to be smaller as well. Please check ALCAT's potential upside, and the relationship between the jensen alpha and rate of daily change , to make a quick decision on whether ALCAT's current price history will revert.
Auto-correlation | -0.32 |
Poor reverse predictability
ALCAT has poor reverse predictability. Overlapping area represents the amount of predictability between ALCAT time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 ALCAT price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current ALCAT price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.32 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
ALCAT lagged returns against current returns
Autocorrelation, which is ALCAT 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 ALCAT's stock expected returns. We can calculate the autocorrelation of ALCAT returns to help us make a trade decision. For example, suppose you find that ALCAT 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 |
ALCAT 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 ALCAT stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ALCAT stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ALCAT stock over time.
Current vs Lagged Prices |
| Timeline |
ALCAT Lagged Returns
When evaluating ALCAT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ALCAT stock have on its future price. ALCAT 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, ALCAT autocorrelation shows the relationship between ALCAT stock current value and its past values and can show if there is a momentum factor associated with investing in ALCAT.
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 ALCAT Stock Analysis
When running ALCAT's price analysis, check to measure ALCAT'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 ALCAT is operating at the current time. Most of ALCAT's value examination focuses on studying past and present price action to predict the probability of ALCAT's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ALCAT's price. Additionally, you may evaluate how the addition of ALCAT to your portfolios can decrease your overall portfolio volatility.