Fountaine Pajo (France) Market Value
| ALFPC Stock | EUR 102.00 1.00 0.97% |
| Symbol | Fountaine |
Fountaine Pajo '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 Fountaine Pajo'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 Fountaine Pajo.
| 01/31/2025 |
| 03/02/2025 |
If you would invest 0.00 in Fountaine Pajo on January 31, 2025 and sell it all today you would earn a total of 0.00 from holding Fountaine Pajo or generate 0.0% return on investment in Fountaine Pajo over 30 days. Fountaine Pajo is related to or competes with SA Catana, Trigano SA, Bnteau SA, Piscines Desjoyaux, and Thermador Groupe. Fountaine Pajot SA produces and sells cruising catamarans worldwide More
Fountaine Pajo 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 Fountaine Pajo'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 Fountaine Pajo upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.53 | |||
| Information Ratio | 0.1655 | |||
| Maximum Drawdown | 9.34 | |||
| Value At Risk | (1.44) | |||
| Potential Upside | 2.43 |
Fountaine Pajo Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fountaine Pajo's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fountaine Pajo's standard deviation. In reality, there are many statistical measures that can use Fountaine Pajo historical prices to predict the future Fountaine Pajo's volatility.| Risk Adjusted Performance | 0.12 | |||
| Jensen Alpha | 0.2094 | |||
| Total Risk Alpha | 0.2576 | |||
| Sortino Ratio | 0.1541 | |||
| Treynor Ratio | (1.33) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Fountaine Pajo'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.
Fountaine Pajo Backtested Returns
Fountaine Pajo appears to be very steady, given 3 months investment horizon. Fountaine Pajo secures Sharpe Ratio (or Efficiency) of 0.16, which denotes the company had a 0.16 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Fountaine Pajo, which you can use to evaluate the volatility of the firm. Please utilize Fountaine Pajo's Downside Deviation of 1.53, coefficient of variation of 639.22, and Mean Deviation of 1.03 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Fountaine Pajo holds a performance score of 12. The firm shows a Beta (market volatility) of -0.16, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Fountaine Pajo are expected to decrease at a much lower rate. During the bear market, Fountaine Pajo is likely to outperform the market. Please check Fountaine Pajo's expected short fall, day median price, and the relationship between the potential upside and accumulation distribution , to make a quick decision on whether Fountaine Pajo's price patterns will revert.
Auto-correlation | 0.75 |
Good predictability
Fountaine Pajo has good predictability. Overlapping area represents the amount of predictability between Fountaine Pajo time series from 31st of January 2025 to 15th of February 2025 and 15th of February 2025 to 2nd 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 Fountaine Pajo price movement. The serial correlation of 0.75 indicates that around 75.0% of current Fountaine Pajo price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.75 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.83 |
Fountaine Pajo lagged returns against current returns
Autocorrelation, which is Fountaine Pajo 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 Fountaine Pajo's stock expected returns. We can calculate the autocorrelation of Fountaine Pajo returns to help us make a trade decision. For example, suppose you find that Fountaine Pajo 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 |
Fountaine Pajo 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 Fountaine Pajo stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fountaine Pajo stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fountaine Pajo stock over time.
Current vs Lagged Prices |
| Timeline |
Fountaine Pajo Lagged Returns
When evaluating Fountaine Pajo's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fountaine Pajo stock have on its future price. Fountaine Pajo 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, Fountaine Pajo autocorrelation shows the relationship between Fountaine Pajo stock current value and its past values and can show if there is a momentum factor associated with investing in Fountaine Pajo.
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.Additional Tools for Fountaine Stock Analysis
When running Fountaine Pajo's price analysis, check to measure Fountaine Pajo'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 Fountaine Pajo is operating at the current time. Most of Fountaine Pajo's value examination focuses on studying past and present price action to predict the probability of Fountaine Pajo's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fountaine Pajo's price. Additionally, you may evaluate how the addition of Fountaine Pajo to your portfolios can decrease your overall portfolio volatility.