Arkema SA (France) Market Value
| AKE Stock | EUR 79.40 0.65 0.81% |
| Symbol | Arkema |
Arkema SA '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 Arkema SA'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 Arkema SA.
| 03/11/2023 |
| 02/28/2025 |
If you would invest 0.00 in Arkema SA on March 11, 2023 and sell it all today you would earn a total of 0.00 from holding Arkema SA or generate 0.0% return on investment in Arkema SA over 720 days. Arkema SA is related to or competes with Legrand SA, Eiffage SA, Imerys SA, Bureau Veritas, and Compagnie. Arkema S.A. manufactures and sells specialty chemicals and advanced materials worldwide More
Arkema SA 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 Arkema SA'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 Arkema SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.75 | |||
| Information Ratio | 0.0594 | |||
| Maximum Drawdown | 10.38 | |||
| Value At Risk | (2.32) | |||
| Potential Upside | 3.07 |
Arkema SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arkema SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arkema SA's standard deviation. In reality, there are many statistical measures that can use Arkema SA historical prices to predict the future Arkema SA's volatility.| Risk Adjusted Performance | 0.0447 | |||
| Jensen Alpha | 0.1027 | |||
| Total Risk Alpha | 0.147 | |||
| Sortino Ratio | 0.0638 | |||
| Treynor Ratio | 0.1426 |
Arkema SA Backtested Returns
At this point, Arkema SA is very steady. Arkema SA secures Sharpe Ratio (or Efficiency) of 0.0525, which signifies that the company had a 0.0525 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Arkema SA, which you can use to evaluate the volatility of the firm. Please confirm Arkema SA's Risk Adjusted Performance of 0.0447, downside deviation of 1.75, and Mean Deviation of 1.35 to double-check if the risk estimate we provide is consistent with the expected return of 0.0985%. Arkema SA has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.62, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Arkema SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Arkema SA is expected to be smaller as well. Arkema SA right now shows a risk of 1.87%. Please confirm Arkema SA coefficient of variation, sortino ratio, potential upside, as well as the relationship between the jensen alpha and maximum drawdown , to decide if Arkema SA will be following its price patterns.
Auto-correlation | -0.77 |
Almost perfect reverse predictability
Arkema SA has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Arkema SA time series from 11th of March 2023 to 5th of March 2024 and 5th of March 2024 to 28th of February 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 Arkema SA price movement. The serial correlation of -0.77 indicates that around 77.0% of current Arkema SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.77 | |
| Spearman Rank Test | -0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 49.69 |
Arkema SA lagged returns against current returns
Autocorrelation, which is Arkema SA 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 Arkema SA's stock expected returns. We can calculate the autocorrelation of Arkema SA returns to help us make a trade decision. For example, suppose you find that Arkema SA 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 |
Arkema SA 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 Arkema SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arkema SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arkema SA stock over time.
Current vs Lagged Prices |
| Timeline |
Arkema SA Lagged Returns
When evaluating Arkema SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arkema SA stock have on its future price. Arkema SA 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, Arkema SA autocorrelation shows the relationship between Arkema SA stock current value and its past values and can show if there is a momentum factor associated with investing in Arkema SA.
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.Other Information on Investing in Arkema Stock
Arkema SA financial ratios help investors to determine whether Arkema 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 Arkema with respect to the benefits of owning Arkema SA security.