IDS France (France) Market Value
| MLIDS Stock | EUR 0.49 0.00 0.00% |
| Symbol | IDS |
IDS France '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 IDS France'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 IDS France.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in IDS France on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding IDS France SAS or generate 0.0% return on investment in IDS France over 90 days. IDS France is related to or competes with ACTEOS SA, Hitechpros, Immersion, and Bd Multimedia. IDS France SAS operates as a services company for the development of geographic information More
IDS France 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 IDS France'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 IDS France SAS upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1625 | |||
| Maximum Drawdown | 22.86 | |||
| Potential Upside | 10.0 |
IDS France Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IDS France's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IDS France's standard deviation. In reality, there are many statistical measures that can use IDS France historical prices to predict the future IDS France's volatility.| Risk Adjusted Performance | 0.1907 | |||
| Jensen Alpha | 0.7771 | |||
| Total Risk Alpha | 0.2257 | |||
| Treynor Ratio | 2.7 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IDS France'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.
IDS France SAS Backtested Returns
IDS France appears to be out of control, given 3 months investment horizon. IDS France SAS holds Efficiency (Sharpe) Ratio of 0.2, which attests that the entity had a 0.2 % return per unit of volatility over the last 3 months. By examining IDS France's technical indicators, you can evaluate if the expected return of 0.88% is justified by implied risk. Please utilize IDS France's risk adjusted performance of 0.1907, and Market Risk Adjusted Performance of 2.71 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, IDS France holds a performance score of 15. The company retains a Market Volatility (i.e., Beta) of 0.3, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IDS France's returns are expected to increase less than the market. However, during the bear market, the loss of holding IDS France is expected to be smaller as well. Please check IDS France's risk adjusted performance, variance, as well as the relationship between the Variance and skewness , to make a quick decision on whether IDS France's current trending patterns will revert.
Auto-correlation | 0.15 |
Insignificant predictability
IDS France SAS has insignificant predictability. Overlapping area represents the amount of predictability between IDS France 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 IDS France SAS price movement. The serial correlation of 0.15 indicates that less than 15.0% of current IDS France price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.15 | |
| Spearman Rank Test | 0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
IDS France SAS lagged returns against current returns
Autocorrelation, which is IDS France 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 IDS France's stock expected returns. We can calculate the autocorrelation of IDS France returns to help us make a trade decision. For example, suppose you find that IDS France 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 |
IDS France 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 IDS France stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IDS France stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IDS France stock over time.
Current vs Lagged Prices |
| Timeline |
IDS France Lagged Returns
When evaluating IDS France's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IDS France stock have on its future price. IDS France 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, IDS France autocorrelation shows the relationship between IDS France stock current value and its past values and can show if there is a momentum factor associated with investing in IDS France SAS.
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 IDS Stock Analysis
When running IDS France's price analysis, check to measure IDS France'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 IDS France is operating at the current time. Most of IDS France's value examination focuses on studying past and present price action to predict the probability of IDS France's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move IDS France's price. Additionally, you may evaluate how the addition of IDS France to your portfolios can decrease your overall portfolio volatility.