Bilendi (France) Market Value
| ALBLD Stock | EUR 21.00 0.30 1.45% |
| Symbol | Bilendi |
Bilendi '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 Bilendi'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 Bilendi.
| 03/12/2023 |
| 03/01/2025 |
If you would invest 0.00 in Bilendi on March 12, 2023 and sell it all today you would earn a total of 0.00 from holding Bilendi or generate 0.0% return on investment in Bilendi over 720 days. Bilendi is related to or competes with CMG Cleantech, Marie Brizard, Eutelsat Communications, Acticor Biotech, and Parx Plastics. Bilendi SA provides market research, and customer engagement and loyalty services in Europe and internationally More
Bilendi 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 Bilendi'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 Bilendi upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.19 | |||
| Information Ratio | 0.3165 | |||
| Maximum Drawdown | 13.89 | |||
| Value At Risk | (2.87) | |||
| Potential Upside | 5.49 |
Bilendi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bilendi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bilendi's standard deviation. In reality, there are many statistical measures that can use Bilendi historical prices to predict the future Bilendi's volatility.| Risk Adjusted Performance | 0.2367 | |||
| Jensen Alpha | 0.8228 | |||
| Total Risk Alpha | 0.9026 | |||
| Sortino Ratio | 0.3853 | |||
| Treynor Ratio | 5.75 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Bilendi'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.
Bilendi Backtested Returns
Bilendi appears to be not too volatile, given 3 months investment horizon. Bilendi secures Sharpe Ratio (or Efficiency) of 0.31, which signifies that the company had a 0.31 % return per unit of risk over the last 3 months. By analyzing Bilendi's technical indicators, you can evaluate if the expected return of 0.83% is justified by implied risk. Please makes use of Bilendi's Downside Deviation of 2.19, mean deviation of 1.92, and Risk Adjusted Performance of 0.2367 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Bilendi holds a performance score of 24. The firm shows a Beta (market volatility) of 0.14, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bilendi's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bilendi is expected to be smaller as well. Please check Bilendi's jensen alpha, potential upside, accumulation distribution, as well as the relationship between the treynor ratio and expected short fall , to make a quick decision on whether Bilendi's price patterns will revert.
Auto-correlation | 0.39 |
Below average predictability
Bilendi has below average predictability. Overlapping area represents the amount of predictability between Bilendi time series from 12th of March 2023 to 6th of March 2024 and 6th of March 2024 to 1st 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 Bilendi price movement. The serial correlation of 0.39 indicates that just about 39.0% of current Bilendi price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 3.39 |
Bilendi lagged returns against current returns
Autocorrelation, which is Bilendi 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 Bilendi's stock expected returns. We can calculate the autocorrelation of Bilendi returns to help us make a trade decision. For example, suppose you find that Bilendi 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 |
Bilendi 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 Bilendi stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bilendi stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bilendi stock over time.
Current vs Lagged Prices |
| Timeline |
Bilendi Lagged Returns
When evaluating Bilendi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bilendi stock have on its future price. Bilendi 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, Bilendi autocorrelation shows the relationship between Bilendi stock current value and its past values and can show if there is a momentum factor associated with investing in Bilendi.
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.Additional Tools for Bilendi Stock Analysis
When running Bilendi's price analysis, check to measure Bilendi'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 Bilendi is operating at the current time. Most of Bilendi's value examination focuses on studying past and present price action to predict the probability of Bilendi's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bilendi's price. Additionally, you may evaluate how the addition of Bilendi to your portfolios can decrease your overall portfolio volatility.