Groupe Guillin (France) Market Value
| ALGIL Stock | EUR 26.40 0.50 1.93% |
| Symbol | Groupe |
Groupe Guillin '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 Groupe Guillin'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 Groupe Guillin.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Groupe Guillin on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Groupe Guillin SA or generate 0.0% return on investment in Groupe Guillin over 90 days. Groupe Guillin is related to or competes with Neurones, Aubay Socit, and Infotel SA. Groupe Guillin S.A. produces and sells thermoformed plastic packaging products in France and internationally More
Groupe Guillin 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 Groupe Guillin'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 Groupe Guillin SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0368 | |||
| Maximum Drawdown | 6.87 | |||
| Value At Risk | (2.41) | |||
| Potential Upside | 2.19 |
Groupe Guillin Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Groupe Guillin's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Groupe Guillin's standard deviation. In reality, there are many statistical measures that can use Groupe Guillin historical prices to predict the future Groupe Guillin's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | 0.1242 | |||
| Treynor Ratio | (1.08) |
Groupe Guillin SA Backtested Returns
Groupe Guillin SA holds Efficiency (Sharpe) Ratio of -0.0158, which attests that the entity had a -0.0158 % return per unit of risk over the last 3 months. Groupe Guillin SA exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Groupe Guillin's Risk Adjusted Performance of (0.02), market risk adjusted performance of (1.07), and Standard Deviation of 1.44 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.0521, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Groupe Guillin's returns are expected to increase less than the market. However, during the bear market, the loss of holding Groupe Guillin is expected to be smaller as well. At this point, Groupe Guillin SA has a negative expected return of -0.0227%. Please make sure to check out Groupe Guillin's accumulation distribution, and the relationship between the value at risk and day typical price , to decide if Groupe Guillin SA performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.15 |
Insignificant predictability
Groupe Guillin SA has insignificant predictability. Overlapping area represents the amount of predictability between Groupe Guillin time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Groupe Guillin SA price movement. The serial correlation of 0.15 indicates that less than 15.0% of current Groupe Guillin price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.15 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.35 |
Groupe Guillin SA lagged returns against current returns
Autocorrelation, which is Groupe Guillin 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 Groupe Guillin's stock expected returns. We can calculate the autocorrelation of Groupe Guillin returns to help us make a trade decision. For example, suppose you find that Groupe Guillin 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 |
Groupe Guillin 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 Groupe Guillin stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Groupe Guillin stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Groupe Guillin stock over time.
Current vs Lagged Prices |
| Timeline |
Groupe Guillin Lagged Returns
When evaluating Groupe Guillin's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Groupe Guillin stock have on its future price. Groupe Guillin 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, Groupe Guillin autocorrelation shows the relationship between Groupe Guillin stock current value and its past values and can show if there is a momentum factor associated with investing in Groupe Guillin SA.
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 Groupe Stock Analysis
When running Groupe Guillin's price analysis, check to measure Groupe Guillin'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 Groupe Guillin is operating at the current time. Most of Groupe Guillin's value examination focuses on studying past and present price action to predict the probability of Groupe Guillin's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Groupe Guillin's price. Additionally, you may evaluate how the addition of Groupe Guillin to your portfolios can decrease your overall portfolio volatility.