Moulinvest (France) Market Value
ALMOU Stock | EUR 12.65 0.05 0.39% |
Symbol | Moulinvest |
Moulinvest '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 Moulinvest'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 Moulinvest.
09/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Moulinvest on September 30, 2024 and sell it all today you would earn a total of 0.00 from holding Moulinvest or generate 0.0% return on investment in Moulinvest over 60 days. Moulinvest is related to or competes with SA Catana, Poujoulat, Piscines Desjoyaux, Cogra 48, and Reworld Media. It manufactures wood panels, pellets, and lumbers and generates electricity using cogeneration from biomass More
Moulinvest 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 Moulinvest'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 Moulinvest upside and downside potential and time the market with a certain degree of confidence.
Information Ratio | (0.19) | |||
Maximum Drawdown | 8.21 | |||
Value At Risk | (2.46) | |||
Potential Upside | 2.27 |
Moulinvest Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Moulinvest's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Moulinvest's standard deviation. In reality, there are many statistical measures that can use Moulinvest historical prices to predict the future Moulinvest's volatility.Risk Adjusted Performance | (0.08) | |||
Jensen Alpha | (0.13) | |||
Total Risk Alpha | (0.39) | |||
Treynor Ratio | 0.5238 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Moulinvest'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.
Moulinvest Backtested Returns
Moulinvest has Sharpe Ratio of -0.1, which conveys that the firm had a -0.1% return per unit of risk over the last 3 months. Moulinvest exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Moulinvest's Risk Adjusted Performance of (0.08), standard deviation of 1.5, and Mean Deviation of 1.08 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.32, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Moulinvest are expected to decrease at a much lower rate. During the bear market, Moulinvest is likely to outperform the market. At this point, Moulinvest has a negative expected return of -0.15%. Please make sure to verify Moulinvest's treynor ratio, accumulation distribution, as well as the relationship between the Accumulation Distribution and price action indicator , to decide if Moulinvest performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.44 |
Average predictability
Moulinvest has average predictability. Overlapping area represents the amount of predictability between Moulinvest time series from 30th of September 2024 to 30th of October 2024 and 30th of October 2024 to 29th of November 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 Moulinvest price movement. The serial correlation of 0.44 indicates that just about 44.0% of current Moulinvest price fluctuation can be explain by its past prices.
Correlation Coefficient | 0.44 | |
Spearman Rank Test | 0.41 | |
Residual Average | 0.0 | |
Price Variance | 0.08 |
Moulinvest lagged returns against current returns
Autocorrelation, which is Moulinvest 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 Moulinvest's stock expected returns. We can calculate the autocorrelation of Moulinvest returns to help us make a trade decision. For example, suppose you find that Moulinvest 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 |
Moulinvest 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 Moulinvest stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Moulinvest stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Moulinvest stock over time.
Current vs Lagged Prices |
Timeline |
Moulinvest Lagged Returns
When evaluating Moulinvest's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Moulinvest stock have on its future price. Moulinvest 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, Moulinvest autocorrelation shows the relationship between Moulinvest stock current value and its past values and can show if there is a momentum factor associated with investing in Moulinvest.
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 Moulinvest Stock Analysis
When running Moulinvest's price analysis, check to measure Moulinvest'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 Moulinvest is operating at the current time. Most of Moulinvest's value examination focuses on studying past and present price action to predict the probability of Moulinvest's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Moulinvest's price. Additionally, you may evaluate how the addition of Moulinvest to your portfolios can decrease your overall portfolio volatility.