FIPP SA (France) Market Value
| FIPP Stock | EUR 0.14 0.03 27.27% |
| Symbol | FIPP |
FIPP SA '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 FIPP SA'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 FIPP SA.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in FIPP SA on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding FIPP SA or generate 0.0% return on investment in FIPP SA over 90 days. FIPP SA is related to or competes with Acanthe Dveloppement. It is also involved in the direct or indirect holding of interests in companies with buildings rental activity More
FIPP SA 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 FIPP SA'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 FIPP SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.043 | |||
| Maximum Drawdown | 33.33 | |||
| Value At Risk | (7.69) | |||
| Potential Upside | 10.0 |
FIPP SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FIPP SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FIPP SA's standard deviation. In reality, there are many statistical measures that can use FIPP SA historical prices to predict the future FIPP SA's volatility.| Risk Adjusted Performance | 0.0754 | |||
| Jensen Alpha | 0.3513 | |||
| Total Risk Alpha | (0.34) | |||
| Treynor Ratio | (3.54) |
FIPP SA Backtested Returns
FIPP SA appears to be out of control, given 3 months investment horizon. FIPP SA secures Sharpe Ratio (or Efficiency) of 0.0477, which denotes the company had a 0.0477 % return per unit of volatility over the last 3 months. We have found twenty-three technical indicators for FIPP SA, which you can use to evaluate the volatility of the firm. Please utilize FIPP SA's Market Risk Adjusted Performance of (3.53), standard deviation of 4.84, and Mean Deviation of 2.08 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, FIPP SA holds a performance score of 3. The firm shows a Beta (market volatility) of -0.0956, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning FIPP SA are expected to decrease at a much lower rate. During the bear market, FIPP SA is likely to outperform the market. Please check FIPP SA's value at risk, skewness, and the relationship between the maximum drawdown and potential upside , to make a quick decision on whether FIPP SA's price patterns will revert.
Auto-correlation | 0.72 |
Good predictability
FIPP SA has good predictability. Overlapping area represents the amount of predictability between FIPP SA 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 FIPP SA price movement. The serial correlation of 0.72 indicates that around 72.0% of current FIPP SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
FIPP SA lagged returns against current returns
Autocorrelation, which is FIPP SA 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 FIPP SA's stock expected returns. We can calculate the autocorrelation of FIPP SA returns to help us make a trade decision. For example, suppose you find that FIPP SA 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 |
FIPP SA 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 FIPP SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FIPP SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FIPP SA stock over time.
Current vs Lagged Prices |
| Timeline |
FIPP SA Lagged Returns
When evaluating FIPP SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FIPP SA stock have on its future price. FIPP SA 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, FIPP SA autocorrelation shows the relationship between FIPP SA stock current value and its past values and can show if there is a momentum factor associated with investing in FIPP SA.
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.Other Information on Investing in FIPP Stock
FIPP SA financial ratios help investors to determine whether FIPP Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in FIPP with respect to the benefits of owning FIPP SA security.