Groupimo (France) Market Value
| ALIMO Stock | EUR 0.19 0.08 29.63% |
| Symbol | Groupimo |
Groupimo '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 Groupimo'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 Groupimo.
| 12/15/2022 |
| 12/04/2024 |
If you would invest 0.00 in Groupimo on December 15, 2022 and sell it all today you would earn a total of 0.00 from holding Groupimo SA or generate 0.0% return on investment in Groupimo over 720 days. Groupimo is related to or competes with Integragen, Les Htels, and Moulinvest. The company is involved in asset administration, leasing and co-ownership management, and real estate management activit... More
Groupimo 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 Groupimo'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 Groupimo SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 26.63 | |||
| Information Ratio | 0.0454 | |||
| Maximum Drawdown | 92.8 | |||
| Value At Risk | (5.88) | |||
| Potential Upside | 15.0 |
Groupimo Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Groupimo's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Groupimo's standard deviation. In reality, there are many statistical measures that can use Groupimo historical prices to predict the future Groupimo's volatility.| Risk Adjusted Performance | 0.0507 | |||
| Jensen Alpha | 0.6977 | |||
| Total Risk Alpha | (1.05) | |||
| Sortino Ratio | 0.0219 | |||
| Treynor Ratio | (6.12) |
Groupimo SA Backtested Returns
Groupimo appears to be out of control, given 3 months investment horizon. Groupimo SA holds Efficiency (Sharpe) Ratio of 0.0546, which attests that the entity had a 0.0546% return per unit of risk over the last 3 months. By evaluating Groupimo's technical indicators, you can evaluate if the expected return of 0.71% is justified by implied risk. Please utilize Groupimo's Downside Deviation of 26.63, market risk adjusted performance of (6.11), and Risk Adjusted Performance of 0.0507 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Groupimo holds a performance score of 4. The company retains a Market Volatility (i.e., Beta) of -0.11, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Groupimo are expected to decrease at a much lower rate. During the bear market, Groupimo is likely to outperform the market. Please check Groupimo's treynor ratio and the relationship between the semi variance and relative strength index , to make a quick decision on whether Groupimo's current trending patterns will revert.
Auto-correlation | 0.60 |
Good predictability
Groupimo SA has good predictability. Overlapping area represents the amount of predictability between Groupimo time series from 15th of December 2022 to 10th of December 2023 and 10th of December 2023 to 4th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Groupimo SA price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Groupimo price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Groupimo SA lagged returns against current returns
Autocorrelation, which is Groupimo 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 Groupimo's stock expected returns. We can calculate the autocorrelation of Groupimo returns to help us make a trade decision. For example, suppose you find that Groupimo 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 |
Groupimo 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 Groupimo stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Groupimo stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Groupimo stock over time.
Current vs Lagged Prices |
| Timeline |
Groupimo Lagged Returns
When evaluating Groupimo's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Groupimo stock have on its future price. Groupimo 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, Groupimo autocorrelation shows the relationship between Groupimo stock current value and its past values and can show if there is a momentum factor associated with investing in Groupimo 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 Groupimo Stock Analysis
When running Groupimo's price analysis, check to measure Groupimo'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 Groupimo is operating at the current time. Most of Groupimo's value examination focuses on studying past and present price action to predict the probability of Groupimo's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Groupimo's price. Additionally, you may evaluate how the addition of Groupimo to your portfolios can decrease your overall portfolio volatility.