Groupe OKwind (France) Market Value
| ALOKW Stock | 1.98 0.19 8.76% |
| Symbol | Groupe |
Groupe OKwind '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 Groupe OKwind'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 Groupe OKwind.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Groupe OKwind on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Groupe OKwind or generate 0.0% return on investment in Groupe OKwind over 90 days.
Groupe OKwind 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 Groupe OKwind'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 Groupe OKwind upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.02 | |||
| Information Ratio | 0.0103 | |||
| Maximum Drawdown | 26.47 | |||
| Value At Risk | (6.37) | |||
| Potential Upside | 7.64 |
Groupe OKwind Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Groupe OKwind's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Groupe OKwind's standard deviation. In reality, there are many statistical measures that can use Groupe OKwind historical prices to predict the future Groupe OKwind's volatility.| Risk Adjusted Performance | 0.0437 | |||
| Jensen Alpha | 0.3159 | |||
| Total Risk Alpha | (0.53) | |||
| Sortino Ratio | 0.0104 | |||
| 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 Groupe OKwind'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.
Groupe OKwind Backtested Returns
Groupe OKwind appears to be dangerous, given 3 months investment horizon. Groupe OKwind holds Efficiency (Sharpe) Ratio of 0.0506, which attests that the entity had a 0.0506 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Groupe OKwind, which you can use to evaluate the volatility of the firm. Please utilize Groupe OKwind's Risk Adjusted Performance of 0.0437, market risk adjusted performance of (0.17), and Downside Deviation of 5.02 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Groupe OKwind holds a performance score of 3. The company retains a Market Volatility (i.e., Beta) of -1.02, which attests to a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Groupe OKwind are expected to decrease slowly. On the other hand, during market turmoil, Groupe OKwind is expected to outperform it slightly. Please check Groupe OKwind's maximum drawdown, as well as the relationship between the skewness and day typical price , to make a quick decision on whether Groupe OKwind's current trending patterns will revert.
Auto-correlation | -0.64 |
Very good reverse predictability
Groupe OKwind has very good reverse predictability. Overlapping area represents the amount of predictability between Groupe OKwind 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 Groupe OKwind price movement. The serial correlation of -0.64 indicates that roughly 64.0% of current Groupe OKwind price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.64 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Groupe OKwind lagged returns against current returns
Autocorrelation, which is Groupe OKwind 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 Groupe OKwind's stock expected returns. We can calculate the autocorrelation of Groupe OKwind returns to help us make a trade decision. For example, suppose you find that Groupe OKwind 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 |
Groupe OKwind 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 Groupe OKwind stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Groupe OKwind stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Groupe OKwind stock over time.
Current vs Lagged Prices |
| Timeline |
Groupe OKwind Lagged Returns
When evaluating Groupe OKwind's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Groupe OKwind stock have on its future price. Groupe OKwind 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, Groupe OKwind autocorrelation shows the relationship between Groupe OKwind stock current value and its past values and can show if there is a momentum factor associated with investing in Groupe OKwind.
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 Groupe Stock Analysis
When running Groupe OKwind's price analysis, check to measure Groupe OKwind'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 Groupe OKwind is operating at the current time. Most of Groupe OKwind's value examination focuses on studying past and present price action to predict the probability of Groupe OKwind's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Groupe OKwind's price. Additionally, you may evaluate how the addition of Groupe OKwind to your portfolios can decrease your overall portfolio volatility.