Orange SA (Germany) Market Value
| FTE Stock | EUR 13.18 0.03 0.23% |
| Symbol | Orange |
Orange 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 Orange 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 Orange SA.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Orange SA on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Orange SA or generate 0.0% return on investment in Orange SA over 90 days. Orange SA is related to or competes with NetSol Technologies, Pentair Plc, Ryanair Holdings, Corsair Gaming, Minerals Technologies, QLEANAIR, and Delta Air. Orange S.A. provides a range of fixed telephony and mobile telecommunications, data transmission, and other value-added ... More
Orange 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 Orange 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 Orange SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.08 | |||
| Information Ratio | 0.0071 | |||
| Maximum Drawdown | 6.2 | |||
| Value At Risk | (1.66) | |||
| Potential Upside | 2.53 |
Orange SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Orange SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Orange SA's standard deviation. In reality, there are many statistical measures that can use Orange SA historical prices to predict the future Orange SA's volatility.| Risk Adjusted Performance | 0.1176 | |||
| Jensen Alpha | 0.1086 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.008 | |||
| Treynor Ratio | 0.5929 |
Orange SA Backtested Returns
At this point, Orange SA is not too volatile. Orange SA maintains Sharpe Ratio (i.e., Efficiency) of 0.0911, which implies the firm had a 0.0911 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Orange SA, which you can use to evaluate the volatility of the company. Please check Orange SA's Coefficient Of Variation of 810.04, semi deviation of 0.9159, and Risk Adjusted Performance of 0.1176 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. Orange SA has a performance score of 7 on a scale of 0 to 100. The company holds a Beta of 0.24, which implies not very significant fluctuations relative to the market. As returns on the market increase, Orange SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Orange SA is expected to be smaller as well. Orange SA right now holds a risk of 1.21%. Please check Orange SA market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to decide if Orange SA will be following its historical price patterns.
Auto-correlation | 0.80 |
Very good predictability
Orange SA has very good predictability. Overlapping area represents the amount of predictability between Orange SA time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Orange SA price movement. The serial correlation of 0.8 indicates that around 80.0% of current Orange SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Orange SA lagged returns against current returns
Autocorrelation, which is Orange 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 Orange SA's stock expected returns. We can calculate the autocorrelation of Orange SA returns to help us make a trade decision. For example, suppose you find that Orange 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 |
Orange 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 Orange SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Orange SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Orange SA stock over time.
Current vs Lagged Prices |
| Timeline |
Orange SA Lagged Returns
When evaluating Orange SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Orange SA stock have on its future price. Orange 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, Orange SA autocorrelation shows the relationship between Orange SA stock current value and its past values and can show if there is a momentum factor associated with investing in Orange SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Orange Stock
Orange SA financial ratios help investors to determine whether Orange 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 Orange with respect to the benefits of owning Orange SA security.