Entreparticuli (France) Market Value
| ALENT Stock | EUR 5.94 0.28 4.50% |
| Symbol | Entreparticuli |
Entreparticuli '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 Entreparticuli'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 Entreparticuli.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Entreparticuli on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Entreparticuli or generate 0.0% return on investment in Entreparticuli over 90 days. Entreparticuli is related to or competes with Witbe Net, Drone Volt, and Stradim Espace. SA Entreparticuliers.com operates a Website that provides information to individuals for the sale and rent of apartments... More
Entreparticuli 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 Entreparticuli'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 Entreparticuli upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.14 | |||
| Information Ratio | 0.1379 | |||
| Maximum Drawdown | 485.67 | |||
| Value At Risk | (9.54) | |||
| Potential Upside | 19.82 |
Entreparticuli Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Entreparticuli's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Entreparticuli's standard deviation. In reality, there are many statistical measures that can use Entreparticuli historical prices to predict the future Entreparticuli's volatility.| Risk Adjusted Performance | 0.1371 | |||
| Jensen Alpha | 9.0 | |||
| Total Risk Alpha | (2.60) | |||
| Sortino Ratio | 0.9637 | |||
| Treynor Ratio | (1.37) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Entreparticuli'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.
Entreparticuli Backtested Returns
Entreparticuli is out of control given 3 months investment horizon. Entreparticuli secures Sharpe Ratio (or Efficiency) of 0.14, which denotes the company had a 0.14 % return per unit of risk 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 8.23% are justified by taking the suggested risk. Use Entreparticuli Downside Deviation of 8.14, mean deviation of 16.38, and Coefficient Of Variation of 709.05 to evaluate company specific risk that cannot be diversified away. Entreparticuli holds a performance score of 11 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -5.84, which means a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Entreparticuli are expected to decrease by larger amounts. On the other hand, during market turmoil, Entreparticuli is expected to outperform it. Use Entreparticuli skewness, and the relationship between the value at risk and day median price , to analyze future returns on Entreparticuli.
Auto-correlation | -0.56 |
Good reverse predictability
Entreparticuli has good reverse predictability. Overlapping area represents the amount of predictability between Entreparticuli time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Entreparticuli price movement. The serial correlation of -0.56 indicates that roughly 56.0% of current Entreparticuli price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.56 | |
| Spearman Rank Test | -0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.52 |
Entreparticuli lagged returns against current returns
Autocorrelation, which is Entreparticuli 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 Entreparticuli's stock expected returns. We can calculate the autocorrelation of Entreparticuli returns to help us make a trade decision. For example, suppose you find that Entreparticuli 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 |
Entreparticuli 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 Entreparticuli stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Entreparticuli stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Entreparticuli stock over time.
Current vs Lagged Prices |
| Timeline |
Entreparticuli Lagged Returns
When evaluating Entreparticuli's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Entreparticuli stock have on its future price. Entreparticuli 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, Entreparticuli autocorrelation shows the relationship between Entreparticuli stock current value and its past values and can show if there is a momentum factor associated with investing in Entreparticuli.
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 Entreparticuli Stock Analysis
When running Entreparticuli's price analysis, check to measure Entreparticuli'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 Entreparticuli is operating at the current time. Most of Entreparticuli's value examination focuses on studying past and present price action to predict the probability of Entreparticuli's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Entreparticuli's price. Additionally, you may evaluate how the addition of Entreparticuli to your portfolios can decrease your overall portfolio volatility.