Gaussin (France) Market Value
| ALGAU Stock | EUR 0.11 0.03 29.41% |
| Symbol | Gaussin |
Gaussin '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 Gaussin'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 Gaussin.
| 09/21/2024 |
| 02/18/2025 |
If you would invest 0.00 in Gaussin on September 21, 2024 and sell it all today you would earn a total of 0.00 from holding Gaussin or generate 0.0% return on investment in Gaussin over 150 days. Gaussin is related to or competes with Novacyt, Drone Volt, and Blockchain Group. Gaussin SA, an engineering company, designs, assembles, and markets products and services in the field of transport and ... More
Gaussin 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 Gaussin'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 Gaussin upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1378 | |||
| Maximum Drawdown | 90.48 | |||
| Value At Risk | (6.52) | |||
| Potential Upside | 8.92 |
Gaussin Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gaussin's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gaussin's standard deviation. In reality, there are many statistical measures that can use Gaussin historical prices to predict the future Gaussin's volatility.| Risk Adjusted Performance | 0.1076 | |||
| Jensen Alpha | 1.73 | |||
| Total Risk Alpha | 1.72 | |||
| Treynor Ratio | 0.4617 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Gaussin'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.
Gaussin Backtested Returns
Gaussin is out of control given 3 months investment horizon. Gaussin holds Efficiency (Sharpe) Ratio of 0.16, which attests that the entity had a 0.16 % return per unit of risk over the last 3 months. We were able to interpolate data for twenty-four different technical indicators, which can help you to evaluate if expected returns of 2.11% are justified by taking the suggested risk. Use Gaussin Risk Adjusted Performance of 0.1076, market risk adjusted performance of 0.4717, and Standard Deviation of 12.6 to evaluate company specific risk that cannot be diversified away. Gaussin holds a performance score of 12 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of 3.76, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Gaussin will likely underperform. Use Gaussin treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to analyze future returns on Gaussin.
Auto-correlation | 0.00 |
No correlation between past and present
Gaussin has no correlation between past and present. Overlapping area represents the amount of predictability between Gaussin time series from 21st of September 2024 to 5th of December 2024 and 5th of December 2024 to 18th 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 Gaussin price movement. The serial correlation of 0.0 indicates that just 0.0% of current Gaussin price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Gaussin lagged returns against current returns
Autocorrelation, which is Gaussin 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 Gaussin's stock expected returns. We can calculate the autocorrelation of Gaussin returns to help us make a trade decision. For example, suppose you find that Gaussin 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 |
Gaussin 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 Gaussin stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gaussin stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gaussin stock over time.
Current vs Lagged Prices |
| Timeline |
Gaussin Lagged Returns
When evaluating Gaussin's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gaussin stock have on its future price. Gaussin 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, Gaussin autocorrelation shows the relationship between Gaussin stock current value and its past values and can show if there is a momentum factor associated with investing in Gaussin.
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 Gaussin Stock Analysis
When running Gaussin's price analysis, check to measure Gaussin'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 Gaussin is operating at the current time. Most of Gaussin's value examination focuses on studying past and present price action to predict the probability of Gaussin's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Gaussin's price. Additionally, you may evaluate how the addition of Gaussin to your portfolios can decrease your overall portfolio volatility.