Mon Courtier (France) Market Value
| ALMCE Stock | 5.70 0.20 3.64% |
| Symbol | Mon |
Mon Courtier '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 Mon Courtier'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 Mon Courtier.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Mon Courtier on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Mon Courtier Energie or generate 0.0% return on investment in Mon Courtier over 90 days.
Mon Courtier 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 Mon Courtier'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 Mon Courtier Energie upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.46 | |||
| Information Ratio | 0.1167 | |||
| Maximum Drawdown | 12.07 | |||
| Value At Risk | (2.75) | |||
| Potential Upside | 3.96 |
Mon Courtier Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mon Courtier's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mon Courtier's standard deviation. In reality, there are many statistical measures that can use Mon Courtier historical prices to predict the future Mon Courtier's volatility.| Risk Adjusted Performance | 0.1798 | |||
| Jensen Alpha | 0.4623 | |||
| Total Risk Alpha | 0.0037 | |||
| Sortino Ratio | 0.112 | |||
| Treynor Ratio | (3.99) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mon Courtier'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.
Mon Courtier Energie Backtested Returns
Mon Courtier appears to be slightly risky, given 3 months investment horizon. Mon Courtier Energie has Sharpe Ratio of 0.19, which conveys that the firm had a 0.19 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Mon Courtier, which you can use to evaluate the volatility of the firm. Please exercise Mon Courtier's Risk Adjusted Performance of 0.1798, downside deviation of 2.46, and Mean Deviation of 1.82 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mon Courtier holds a performance score of 15. The company secures a Beta (Market Risk) of -0.11, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Mon Courtier are expected to decrease at a much lower rate. During the bear market, Mon Courtier is likely to outperform the market. Please check Mon Courtier's jensen alpha, potential upside, accumulation distribution, as well as the relationship between the treynor ratio and expected short fall , to make a quick decision on whether Mon Courtier's current price movements will revert.
Auto-correlation | 0.55 |
Modest predictability
Mon Courtier Energie has modest predictability. Overlapping area represents the amount of predictability between Mon Courtier 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 Mon Courtier Energie price movement. The serial correlation of 0.55 indicates that about 55.0% of current Mon Courtier price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Mon Courtier Energie lagged returns against current returns
Autocorrelation, which is Mon Courtier 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 Mon Courtier's stock expected returns. We can calculate the autocorrelation of Mon Courtier returns to help us make a trade decision. For example, suppose you find that Mon Courtier 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 |
Mon Courtier 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 Mon Courtier stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mon Courtier stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mon Courtier stock over time.
Current vs Lagged Prices |
| Timeline |
Mon Courtier Lagged Returns
When evaluating Mon Courtier's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mon Courtier stock have on its future price. Mon Courtier 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, Mon Courtier autocorrelation shows the relationship between Mon Courtier stock current value and its past values and can show if there is a momentum factor associated with investing in Mon Courtier Energie.
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 Mon Stock Analysis
When running Mon Courtier's price analysis, check to measure Mon Courtier'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 Mon Courtier is operating at the current time. Most of Mon Courtier's value examination focuses on studying past and present price action to predict the probability of Mon Courtier's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mon Courtier's price. Additionally, you may evaluate how the addition of Mon Courtier to your portfolios can decrease your overall portfolio volatility.