Accor S (France) Market Value
| AC Stock | EUR 44.68 0.48 1.09% |
| Symbol | Accor |
Accor S '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 Accor S'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 Accor S.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Accor S on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Accor S A or generate 0.0% return on investment in Accor S over 90 days. Accor S is related to or competes with Bouygues, Capgemini, Carrefour, Pernod Ricard, and Compagnie. It operates through three segments HotelServices, Hotel Assets Others, and New Businesses More
Accor S 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 Accor S'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 Accor S A upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0718 | |||
| Maximum Drawdown | 7.13 | |||
| Value At Risk | (2.42) | |||
| Potential Upside | 1.51 |
Accor S Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Accor S's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Accor S's standard deviation. In reality, there are many statistical measures that can use Accor S historical prices to predict the future Accor S's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | 0.0319 | |||
| Total Risk Alpha | 0.1637 | |||
| Treynor Ratio | (0.09) |
Accor S A Backtested Returns
Accor S A secures Sharpe Ratio (or Efficiency) of -0.0552, which signifies that the company had a -0.0552 % return per unit of standard deviation over the last 3 months. Accor S A exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Accor S's mean deviation of 0.9111, and Risk Adjusted Performance of (0.02) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.58, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Accor S's returns are expected to increase less than the market. However, during the bear market, the loss of holding Accor S is expected to be smaller as well. At this point, Accor S A has a negative expected return of -0.0716%. Please make sure to confirm Accor S's mean deviation, jensen alpha, potential upside, as well as the relationship between the standard deviation and treynor ratio , to decide if Accor S A performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.79 |
Almost perfect reverse predictability
Accor S A has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Accor S time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 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 Accor S A price movement. The serial correlation of -0.79 indicates that around 79.0% of current Accor S price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.79 | |
| Spearman Rank Test | -0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 2.54 |
Accor S A lagged returns against current returns
Autocorrelation, which is Accor S 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 Accor S's stock expected returns. We can calculate the autocorrelation of Accor S returns to help us make a trade decision. For example, suppose you find that Accor S 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 |
Accor S 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 Accor S stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Accor S stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Accor S stock over time.
Current vs Lagged Prices |
| Timeline |
Accor S Lagged Returns
When evaluating Accor S's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Accor S stock have on its future price. Accor S 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, Accor S autocorrelation shows the relationship between Accor S stock current value and its past values and can show if there is a momentum factor associated with investing in Accor S A.
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.Other Information on Investing in Accor Stock
Accor S financial ratios help investors to determine whether Accor 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 Accor with respect to the benefits of owning Accor S security.