Societe De's market value is the price at which a share of Societe De trades on a public exchange. It measures the collective expectations of Societe de Tayninh investors about its performance. Societe De is trading at 1.79 as of the 24th of July 2025, a No Change since the beginning of the trading day. The stock's open price was 1.79. With this module, you can estimate the performance of a buy and hold strategy of Societe de Tayninh and determine expected loss or profit from investing in Societe De over a given investment horizon. Check out Societe De Correlation, Societe De Volatility and Societe De Alpha and Beta module to complement your research on Societe De.
Please note, there is a significant difference between Societe De's value and its price as these two are different measures arrived at by different means. Investors typically determine if Societe De is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Societe De'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.
Societe De '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 Societe De'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 Societe De.
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04/25/2025
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In 2 months and 31 days
07/24/2025
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If you would invest 0.00 in Societe De on April 25, 2025 and sell it all today you would earn a total of 0.00 from holding Societe de Tayninh or generate 0.0% return on investment in Societe De over 90 days. Societe De is related to or competes with Plant Advanced, Bilendi, Entech SE, ENENSYS Technologies, and Impulse Fitness. Societe de Tayninh SA operates as a subsidiary of Unibail-Rodamco More
Societe De 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 Societe De'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 Societe de Tayninh upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Societe De's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Societe De's standard deviation. In reality, there are many statistical measures that can use Societe De historical prices to predict the future Societe De's volatility.
Societe De appears to be very risky, given 3 months investment horizon. Societe de Tayninh owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.21, which indicates the firm had a 0.21 % return per unit of risk over the last 3 months. By inspecting Societe De's technical indicators, you can evaluate if the expected return of 0.67% is justified by implied risk. Please review Societe De's Coefficient Of Variation of 476.56, variance of 9.19, and Risk Adjusted Performance of 0.1938 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Societe De holds a performance score of 16. The entity has a beta of 0.16, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Societe De's returns are expected to increase less than the market. However, during the bear market, the loss of holding Societe De is expected to be smaller as well. Please check Societe De's standard deviation, information ratio, maximum drawdown, as well as the relationship between the variance and jensen alpha , to make a quick decision on whether Societe De's existing price patterns will revert.
Auto-correlation
-92,233,720,368,547,760
Near perfect reversele predictability
Societe de Tayninh has near perfect reversele predictability. Overlapping area represents the amount of predictability between Societe De time series from 25th of April 2025 to 9th of June 2025 and 9th of June 2025 to 24th 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 Societe de Tayninh price movement. The serial correlation of -9.223372036854776E16 indicates that 9.223372036854776E16% of current Societe De price fluctuation can be explain by its past prices.
Correlation Coefficient
-92233.7 T
Spearman Rank Test
1.0
Residual Average
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Price Variance
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Societe de Tayninh lagged returns against current returns
Autocorrelation, which is Societe De 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 Societe De's stock expected returns. We can calculate the autocorrelation of Societe De returns to help us make a trade decision. For example, suppose you find that Societe De 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
Societe De 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 Societe De stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Societe De stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Societe De stock over time.
Current vs Lagged Prices
Timeline
Societe De Lagged Returns
When evaluating Societe De's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Societe De stock have on its future price. Societe De 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, Societe De autocorrelation shows the relationship between Societe De stock current value and its past values and can show if there is a momentum factor associated with investing in Societe de Tayninh.
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.
Societe De financial ratios help investors to determine whether Societe 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 Societe with respect to the benefits of owning Societe De security.