Energisme (France) Market Value
| ALNRG Stock | 0.01 0.0002 3.64% |
| Symbol | Energisme |
Energisme '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 Energisme'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 Energisme.
| 07/01/2024 |
| 12/28/2024 |
If you would invest 0.00 in Energisme on July 1, 2024 and sell it all today you would earn a total of 0.00 from holding Energisme or generate 0.0% return on investment in Energisme over 180 days. Energisme is related to or competes with Kerlink SAS, Nacon Sa, Agripower France, and Hydrogen Refueling. More
Energisme 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 Energisme'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 Energisme upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.8 | |||
| Information Ratio | 0.0034 | |||
| Maximum Drawdown | 22.88 | |||
| Value At Risk | (8.33) | |||
| Potential Upside | 7.46 |
Energisme Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Energisme's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Energisme's standard deviation. In reality, there are many statistical measures that can use Energisme historical prices to predict the future Energisme's volatility.| Risk Adjusted Performance | 0.0166 | |||
| Jensen Alpha | 0.0373 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | 0.0033 | |||
| Treynor Ratio | 1.48 |
Energisme Backtested Returns
Currently, Energisme is out of control. Energisme secures Sharpe Ratio (or Efficiency) of 0.0042, which denotes the company had a 0.0042% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Energisme, which you can use to evaluate the volatility of the firm. Please confirm Energisme's Coefficient Of Variation of 9525.55, downside deviation of 4.8, and Mean Deviation of 3.33 to check if the risk estimate we provide is consistent with the expected return of 0.0197%. The firm shows a Beta (market volatility) of 0.0256, which means not very significant fluctuations relative to the market. As returns on the market increase, Energisme's returns are expected to increase less than the market. However, during the bear market, the loss of holding Energisme is expected to be smaller as well. Energisme right now shows a risk of 4.67%. Please confirm Energisme potential upside, rate of daily change, and the relationship between the sortino ratio and skewness , to decide if Energisme will be following its price patterns.
Auto-correlation | 0.60 |
Good predictability
Energisme has good predictability. Overlapping area represents the amount of predictability between Energisme time series from 1st of July 2024 to 29th of September 2024 and 29th of September 2024 to 28th 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 Energisme price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Energisme price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Energisme lagged returns against current returns
Autocorrelation, which is Energisme 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 Energisme's stock expected returns. We can calculate the autocorrelation of Energisme returns to help us make a trade decision. For example, suppose you find that Energisme 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 |
Energisme 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 Energisme stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Energisme stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Energisme stock over time.
Current vs Lagged Prices |
| Timeline |
Energisme Lagged Returns
When evaluating Energisme's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Energisme stock have on its future price. Energisme 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, Energisme autocorrelation shows the relationship between Energisme stock current value and its past values and can show if there is a momentum factor associated with investing in Energisme.
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 Energisme Stock Analysis
When running Energisme's price analysis, check to measure Energisme'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 Energisme is operating at the current time. Most of Energisme's value examination focuses on studying past and present price action to predict the probability of Energisme's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Energisme's price. Additionally, you may evaluate how the addition of Energisme to your portfolios can decrease your overall portfolio volatility.