Paulic Meunerie (France) Market Value
| ALPAU Stock | EUR 0.98 0.01 1.03% |
| Symbol | Paulic |
Paulic Meunerie '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 Paulic Meunerie'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 Paulic Meunerie.
| 06/17/2024 |
| 12/14/2024 |
If you would invest 0.00 in Paulic Meunerie on June 17, 2024 and sell it all today you would earn a total of 0.00 from holding Paulic Meunerie Sa or generate 0.0% return on investment in Paulic Meunerie over 180 days. Paulic Meunerie is related to or competes with Stef SA, Bonduelle SCA, VIEL Cie, Groupe Guillin, and Vicat SA. PAULIC Meunerie SA produces and sells wheat and buckwheat flour for professionals in the bakery, crperie, and food indus... More
Paulic Meunerie 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 Paulic Meunerie'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 Paulic Meunerie Sa upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.33) | |||
| Maximum Drawdown | 17.58 | |||
| Value At Risk | (5.56) | |||
| Potential Upside | 2.9 |
Paulic Meunerie Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Paulic Meunerie's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Paulic Meunerie's standard deviation. In reality, there are many statistical measures that can use Paulic Meunerie historical prices to predict the future Paulic Meunerie's volatility.| Risk Adjusted Performance | (0.20) | |||
| Jensen Alpha | (0.82) | |||
| Total Risk Alpha | (1.06) | |||
| Treynor Ratio | (0.90) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Paulic Meunerie'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.
Paulic Meunerie Sa Backtested Returns
Paulic Meunerie Sa maintains Sharpe Ratio (i.e., Efficiency) of -0.29, which implies the firm had a -0.29% return per unit of risk over the last 3 months. Paulic Meunerie Sa exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Paulic Meunerie's Risk Adjusted Performance of (0.20), variance of 6.55, and Coefficient Of Variation of (348.06) to confirm the risk estimate we provide. The company holds a Beta of 0.83, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Paulic Meunerie's returns are expected to increase less than the market. However, during the bear market, the loss of holding Paulic Meunerie is expected to be smaller as well. At this point, Paulic Meunerie Sa has a negative expected return of -0.74%. Please make sure to check Paulic Meunerie's treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if Paulic Meunerie Sa performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.51 |
Modest predictability
Paulic Meunerie Sa has modest predictability. Overlapping area represents the amount of predictability between Paulic Meunerie time series from 17th of June 2024 to 15th of September 2024 and 15th of September 2024 to 14th 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 Paulic Meunerie Sa price movement. The serial correlation of 0.51 indicates that about 51.0% of current Paulic Meunerie price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Paulic Meunerie Sa lagged returns against current returns
Autocorrelation, which is Paulic Meunerie 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 Paulic Meunerie's stock expected returns. We can calculate the autocorrelation of Paulic Meunerie returns to help us make a trade decision. For example, suppose you find that Paulic Meunerie 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 |
Paulic Meunerie 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 Paulic Meunerie stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Paulic Meunerie stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Paulic Meunerie stock over time.
Current vs Lagged Prices |
| Timeline |
Paulic Meunerie Lagged Returns
When evaluating Paulic Meunerie's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Paulic Meunerie stock have on its future price. Paulic Meunerie 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, Paulic Meunerie autocorrelation shows the relationship between Paulic Meunerie stock current value and its past values and can show if there is a momentum factor associated with investing in Paulic Meunerie 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 Paulic Stock Analysis
When running Paulic Meunerie's price analysis, check to measure Paulic Meunerie'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 Paulic Meunerie is operating at the current time. Most of Paulic Meunerie's value examination focuses on studying past and present price action to predict the probability of Paulic Meunerie's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Paulic Meunerie's price. Additionally, you may evaluate how the addition of Paulic Meunerie to your portfolios can decrease your overall portfolio volatility.