Lucibel (France) Market Value
| ALUCI Stock | EUR 0.1 0.0002 0.20% |
| Symbol | Lucibel |
Lucibel '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 Lucibel'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 Lucibel.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Lucibel on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Lucibel or generate 0.0% return on investment in Lucibel over 90 days. Lucibel is related to or competes with Solocal Group. Lucibel SA designs, manufactures, and markets lighting products and solutions based on LED technology in France and inte... More
Lucibel 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 Lucibel'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 Lucibel upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.13 | |||
| Information Ratio | 0.0583 | |||
| Maximum Drawdown | 52.56 | |||
| Value At Risk | (5.66) | |||
| Potential Upside | 8.75 |
Lucibel Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lucibel's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lucibel's standard deviation. In reality, there are many statistical measures that can use Lucibel historical prices to predict the future Lucibel's volatility.| Risk Adjusted Performance | 0.0836 | |||
| Jensen Alpha | 0.5791 | |||
| Total Risk Alpha | (0.39) | |||
| Sortino Ratio | 0.0523 | |||
| Treynor Ratio | (0.88) |
Lucibel Backtested Returns
Lucibel appears to be out of control, given 3 months investment horizon. Lucibel has Sharpe Ratio of 0.0862, which conveys that the firm had a 0.0862 % return per unit of risk over the last 3 months. By analyzing Lucibel's technical indicators, you can evaluate if the expected return of 0.56% is justified by implied risk. Please exercise Lucibel's Risk Adjusted Performance of 0.0836, mean deviation of 3.85, and Downside Deviation of 7.13 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Lucibel holds a performance score of 6. The company secures a Beta (Market Risk) of -0.57, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Lucibel are expected to decrease at a much lower rate. During the bear market, Lucibel is likely to outperform the market. Please check Lucibel's value at risk, daily balance of power, and the relationship between the total risk alpha and expected short fall , to make a quick decision on whether Lucibel's current price movements will revert.
Auto-correlation | 0.19 |
Very weak predictability
Lucibel has very weak predictability. Overlapping area represents the amount of predictability between Lucibel 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 Lucibel price movement. The serial correlation of 0.19 indicates that over 19.0% of current Lucibel price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.19 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Lucibel lagged returns against current returns
Autocorrelation, which is Lucibel 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 Lucibel's stock expected returns. We can calculate the autocorrelation of Lucibel returns to help us make a trade decision. For example, suppose you find that Lucibel 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 |
Lucibel 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 Lucibel stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lucibel stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lucibel stock over time.
Current vs Lagged Prices |
| Timeline |
Lucibel Lagged Returns
When evaluating Lucibel's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lucibel stock have on its future price. Lucibel 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, Lucibel autocorrelation shows the relationship between Lucibel stock current value and its past values and can show if there is a momentum factor associated with investing in Lucibel.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Lucibel Stock Analysis
When running Lucibel's price analysis, check to measure Lucibel'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 Lucibel is operating at the current time. Most of Lucibel's value examination focuses on studying past and present price action to predict the probability of Lucibel's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lucibel's price. Additionally, you may evaluate how the addition of Lucibel to your portfolios can decrease your overall portfolio volatility.