Placoplatre (France) Market Value
| MLPLC Stock | EUR 530.00 0.00 0.00% |
| Symbol | Placoplatre |
Placoplatre '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 Placoplatre'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 Placoplatre.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Placoplatre on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Placoplatre SA or generate 0.0% return on investment in Placoplatre over 90 days. Placoplatre is related to or competes with Caisse Regionale, Ramsay Generale, Grard Perrier, Oeneo SA, Selectirente, and Trex. Placoplatre SA manufactures and supplies insulation solutions for professionals and individuals More
Placoplatre 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 Placoplatre'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 Placoplatre SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 14.06 |
Placoplatre Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Placoplatre's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Placoplatre's standard deviation. In reality, there are many statistical measures that can use Placoplatre historical prices to predict the future Placoplatre's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.53) | |||
| Treynor Ratio | 0.5796 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Placoplatre'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.
Placoplatre SA Backtested Returns
Placoplatre SA maintains Sharpe Ratio (i.e., Efficiency) of -0.055, which implies the firm had a -0.055 % return per unit of risk over the last 3 months. Placoplatre SA exposes seventeen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Placoplatre's Variance of 3.25, coefficient of variation of (1,819), and Risk Adjusted Performance of (0.04) to confirm the risk estimate we provide. The company holds a Beta of -0.19, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Placoplatre are expected to decrease at a much lower rate. During the bear market, Placoplatre is likely to outperform the market. At this point, Placoplatre SA has a negative expected return of -0.0991%. Please make sure to check Placoplatre's variance, as well as the relationship between the skewness and day typical price , to decide if Placoplatre SA performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.08 |
Very weak reverse predictability
Placoplatre SA has very weak reverse predictability. Overlapping area represents the amount of predictability between Placoplatre time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Placoplatre SA price movement. The serial correlation of -0.08 indicates that barely 8.0% of current Placoplatre price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.08 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 176.22 |
Placoplatre SA lagged returns against current returns
Autocorrelation, which is Placoplatre 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 Placoplatre's stock expected returns. We can calculate the autocorrelation of Placoplatre returns to help us make a trade decision. For example, suppose you find that Placoplatre 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 |
Placoplatre 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 Placoplatre stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Placoplatre stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Placoplatre stock over time.
Current vs Lagged Prices |
| Timeline |
Placoplatre Lagged Returns
When evaluating Placoplatre's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Placoplatre stock have on its future price. Placoplatre 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, Placoplatre autocorrelation shows the relationship between Placoplatre stock current value and its past values and can show if there is a momentum factor associated with investing in Placoplatre SA.
Regressed Prices |
| Timeline |
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Additional Tools for Placoplatre Stock Analysis
When running Placoplatre's price analysis, check to measure Placoplatre'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 Placoplatre is operating at the current time. Most of Placoplatre's value examination focuses on studying past and present price action to predict the probability of Placoplatre's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Placoplatre's price. Additionally, you may evaluate how the addition of Placoplatre to your portfolios can decrease your overall portfolio volatility.