Cheops Technology (France) Market Value
| MLCHE Stock | EUR 62.00 0.00 0.00% |
| Symbol | Cheops |
Cheops Technology '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 Cheops Technology'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 Cheops Technology.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Cheops Technology on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Cheops Technology France or generate 0.0% return on investment in Cheops Technology over 90 days. Cheops Technology is related to or competes with Compagnie, Guillemot, Cegedim SA, and Linedata Services. Cheops Technology France SA provides information technology consulting services More
Cheops Technology 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 Cheops Technology'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 Cheops Technology France upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 17.97 | |||
| Value At Risk | (2.61) |
Cheops Technology Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cheops Technology's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cheops Technology's standard deviation. In reality, there are many statistical measures that can use Cheops Technology historical prices to predict the future Cheops Technology's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.40) | |||
| Treynor Ratio | (0.44) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Cheops Technology'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.
Cheops Technology France Backtested Returns
Cheops Technology France secures Sharpe Ratio (or Efficiency) of -0.0104, which signifies that the company had a -0.0104 % return per unit of standard deviation over the last 3 months. Cheops Technology France exposes seventeen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Cheops Technology's mean deviation of 0.8418, and Risk Adjusted Performance of (0) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0831, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Cheops Technology's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cheops Technology is expected to be smaller as well. At this point, Cheops Technology France has a negative expected return of -0.0277%. Please make sure to confirm Cheops Technology's information ratio, as well as the relationship between the value at risk and rate of daily change , to decide if Cheops Technology France performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.16 |
Insignificant reverse predictability
Cheops Technology France has insignificant reverse predictability. Overlapping area represents the amount of predictability between Cheops Technology 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 Cheops Technology France price movement. The serial correlation of -0.16 indicates that over 16.0% of current Cheops Technology price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | -0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.63 |
Cheops Technology France lagged returns against current returns
Autocorrelation, which is Cheops Technology 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 Cheops Technology's stock expected returns. We can calculate the autocorrelation of Cheops Technology returns to help us make a trade decision. For example, suppose you find that Cheops Technology 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 |
Cheops Technology 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 Cheops Technology stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cheops Technology stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cheops Technology stock over time.
Current vs Lagged Prices |
| Timeline |
Cheops Technology Lagged Returns
When evaluating Cheops Technology's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cheops Technology stock have on its future price. Cheops Technology 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, Cheops Technology autocorrelation shows the relationship between Cheops Technology stock current value and its past values and can show if there is a momentum factor associated with investing in Cheops Technology France.
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 Cheops Stock Analysis
When running Cheops Technology's price analysis, check to measure Cheops Technology'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 Cheops Technology is operating at the current time. Most of Cheops Technology's value examination focuses on studying past and present price action to predict the probability of Cheops Technology's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cheops Technology's price. Additionally, you may evaluate how the addition of Cheops Technology to your portfolios can decrease your overall portfolio volatility.