Galimmo SA (France) Market Value

GALIM Stock   15.00  0.10  0.66%   
Galimmo SA's market value is the price at which a share of Galimmo SA trades on a public exchange. It measures the collective expectations of Galimmo SA investors about its performance. Galimmo SA is selling at 15.00 as of the 27th of April 2024; that is -0.66 percent decrease since the beginning of the trading day. The stock's last reported lowest price was 15.0.
With this module, you can estimate the performance of a buy and hold strategy of Galimmo SA and determine expected loss or profit from investing in Galimmo SA over a given investment horizon. Check out Galimmo SA Correlation, Galimmo SA Volatility and Galimmo SA Alpha and Beta module to complement your research on Galimmo SA.
Symbol

Please note, there is a significant difference between Galimmo SA's value and its price as these two are different measures arrived at by different means. Investors typically determine if Galimmo SA is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Galimmo SA's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Galimmo 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 Galimmo 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 Galimmo SA.
0.00
03/28/2024
No Change 0.00  0.0 
In 31 days
04/27/2024
0.00
If you would invest  0.00  in Galimmo SA on March 28, 2024 and sell it all today you would earn a total of 0.00 from holding Galimmo SA or generate 0.0% return on investment in Galimmo SA over 30 days. Galimmo SA is related to or competes with Covivio SA, Altarea SCA, and Gecina SA. More

Galimmo 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 Galimmo 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 Galimmo SA upside and downside potential and time the market with a certain degree of confidence.

Galimmo SA Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Galimmo SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Galimmo SA's standard deviation. In reality, there are many statistical measures that can use Galimmo SA historical prices to predict the future Galimmo SA's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Galimmo SA'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.
Hype
Prediction
LowEstimatedHigh
14.8615.0015.14
Details
Intrinsic
Valuation
LowRealHigh
14.9115.0515.19
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Galimmo SA. Your research has to be compared to or analyzed against Galimmo SA's peers to derive any actionable benefits. When done correctly, Galimmo SA's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Galimmo SA.

Galimmo SA Backtested Returns

Galimmo SA holds Efficiency (Sharpe) Ratio of -0.072, which attests that the entity had a -0.072% return per unit of risk over the last 3 months. Galimmo SA exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Galimmo SA's Market Risk Adjusted Performance of 2.75, risk adjusted performance of (0.08), and Standard Deviation of 0.1416 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.0073, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Galimmo SA are expected to decrease at a much lower rate. During the bear market, Galimmo SA is likely to outperform the market. Galimmo SA has an expected return of -0.0104%. Please make sure to check out Galimmo SA total risk alpha, as well as the relationship between the rate of daily change and period momentum indicator , to decide if Galimmo SA performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  1.00  

Perfect predictability

Galimmo SA has perfect predictability. Overlapping area represents the amount of predictability between Galimmo SA time series from 28th of March 2024 to 12th of April 2024 and 12th of April 2024 to 27th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Galimmo SA price movement. The serial correlation of 1.0 indicates that 100.0% of current Galimmo SA price fluctuation can be explain by its past prices.
Correlation Coefficient1.0
Spearman Rank Test1.0
Residual Average0.0
Price Variance0.0

Galimmo SA lagged returns against current returns

Autocorrelation, which is Galimmo 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 Galimmo SA's stock expected returns. We can calculate the autocorrelation of Galimmo SA returns to help us make a trade decision. For example, suppose you find that Galimmo 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  

Galimmo 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 Galimmo SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Galimmo SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Galimmo SA stock over time.
   Current vs Lagged Prices   
       Timeline  

Galimmo SA Lagged Returns

When evaluating Galimmo SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Galimmo SA stock have on its future price. Galimmo 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, Galimmo SA autocorrelation shows the relationship between Galimmo SA stock current value and its past values and can show if there is a momentum factor associated with investing in Galimmo SA.
   Regressed Prices   
       Timeline  

Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Galimmo SA in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Galimmo SA's short interest history, or implied volatility extrapolated from Galimmo SA options trading.

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Check out Galimmo SA Correlation, Galimmo SA Volatility and Galimmo SA Alpha and Beta module to complement your research on Galimmo SA.
You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.

Complementary Tools for Galimmo Stock analysis

When running Galimmo SA's price analysis, check to measure Galimmo SA'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 Galimmo SA is operating at the current time. Most of Galimmo SA's value examination focuses on studying past and present price action to predict the probability of Galimmo SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Galimmo SA's price. Additionally, you may evaluate how the addition of Galimmo SA to your portfolios can decrease your overall portfolio volatility.
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Galimmo SA technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of Galimmo SA technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Galimmo SA trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...