Poulaillon (France) Market Value
| ALPOU Stock | EUR 5.20 0.05 0.95% |
| Symbol | Poulaillon |
Poulaillon '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 Poulaillon'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 Poulaillon.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Poulaillon on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Poulaillon SA or generate 0.0% return on investment in Poulaillon over 90 days. Poulaillon is related to or competes with Piscines Desjoyaux, Lectra SA, Cogra 48, Moulinvest, and Prodways Group. Poulaillon SA manufactures and markets frozen bakery and pastry goods in France More
Poulaillon 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 Poulaillon'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 Poulaillon SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0304 | |||
| Maximum Drawdown | 10.21 | |||
| Value At Risk | (2.70) | |||
| Potential Upside | 2.83 |
Poulaillon Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Poulaillon's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Poulaillon's standard deviation. In reality, there are many statistical measures that can use Poulaillon historical prices to predict the future Poulaillon's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | 0.1687 | |||
| Treynor Ratio | 0.1711 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Poulaillon'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.
Poulaillon SA Backtested Returns
Poulaillon SA maintains Sharpe Ratio (i.e., Efficiency) of -0.0251, which implies the firm had a -0.0251 % return per unit of risk over the last 3 months. Poulaillon SA exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Poulaillon's Coefficient Of Variation of (3,987), risk adjusted performance of (0.02), and Variance of 3.18 to confirm the risk estimate we provide. The company holds a Beta of -0.32, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Poulaillon are expected to decrease at a much lower rate. During the bear market, Poulaillon is likely to outperform the market. At this point, Poulaillon SA has a negative expected return of -0.0447%. Please make sure to check Poulaillon's treynor ratio, accumulation distribution, as well as the relationship between the Accumulation Distribution and price action indicator , to decide if Poulaillon SA performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.17 |
Very weak predictability
Poulaillon SA has very weak predictability. Overlapping area represents the amount of predictability between Poulaillon time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Poulaillon SA price movement. The serial correlation of 0.17 indicates that over 17.0% of current Poulaillon price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.17 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Poulaillon SA lagged returns against current returns
Autocorrelation, which is Poulaillon 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 Poulaillon's stock expected returns. We can calculate the autocorrelation of Poulaillon returns to help us make a trade decision. For example, suppose you find that Poulaillon 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 |
Poulaillon 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 Poulaillon stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Poulaillon stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Poulaillon stock over time.
Current vs Lagged Prices |
| Timeline |
Poulaillon Lagged Returns
When evaluating Poulaillon's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Poulaillon stock have on its future price. Poulaillon 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, Poulaillon autocorrelation shows the relationship between Poulaillon stock current value and its past values and can show if there is a momentum factor associated with investing in Poulaillon 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 Poulaillon Stock Analysis
When running Poulaillon's price analysis, check to measure Poulaillon'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 Poulaillon is operating at the current time. Most of Poulaillon's value examination focuses on studying past and present price action to predict the probability of Poulaillon's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Poulaillon's price. Additionally, you may evaluate how the addition of Poulaillon to your portfolios can decrease your overall portfolio volatility.