Stradim Espace (France) Market Value
| ALSAS Stock | EUR 5.60 0.60 12.00% |
| Symbol | Stradim |
Stradim Espace '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 Stradim Espace'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 Stradim Espace.
| 11/22/2024 |
| 12/22/2024 |
If you would invest 0.00 in Stradim Espace on November 22, 2024 and sell it all today you would earn a total of 0.00 from holding Stradim Espace Finances or generate 0.0% return on investment in Stradim Espace over 30 days. Stradim Espace is related to or competes with TotalEnergies, LVMH Mot, Christian Dior, BNP Paribas, Bouygues, Sanofi SA, and Itissalat. Stradim Espace Finances SA develops real estate properties in France More
Stradim Espace 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 Stradim Espace'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 Stradim Espace Finances upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 9.24 | |||
| Information Ratio | (0.0009) | |||
| Maximum Drawdown | 33.71 | |||
| Value At Risk | (9.09) | |||
| Potential Upside | 12.0 |
Stradim Espace Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Stradim Espace's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Stradim Espace's standard deviation. In reality, there are many statistical measures that can use Stradim Espace historical prices to predict the future Stradim Espace's volatility.| Risk Adjusted Performance | 0.0126 | |||
| Jensen Alpha | 0.035 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | (0.0005) | |||
| Treynor Ratio | (0.02) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Stradim Espace'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.
Stradim Espace Finances Backtested Returns
Currently, Stradim Espace Finances is unstable. Stradim Espace Finances owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0052, which indicates the firm had a 0.0052% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Stradim Espace Finances, which you can use to evaluate the volatility of the company. Please validate Stradim Espace's Risk Adjusted Performance of 0.0126, coefficient of variation of 19053.13, and Semi Deviation of 3.67 to confirm if the risk estimate we provide is consistent with the expected return of 0.0273%. The entity has a beta of -0.8, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Stradim Espace are expected to decrease at a much lower rate. During the bear market, Stradim Espace is likely to outperform the market. Stradim Espace Finances right now has a risk of 5.2%. Please validate Stradim Espace maximum drawdown, as well as the relationship between the expected short fall and day median price , to decide if Stradim Espace will be following its existing price patterns.
Auto-correlation | -0.47 |
Modest reverse predictability
Stradim Espace Finances has modest reverse predictability. Overlapping area represents the amount of predictability between Stradim Espace time series from 22nd of November 2024 to 7th of December 2024 and 7th of December 2024 to 22nd 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 Stradim Espace Finances price movement. The serial correlation of -0.47 indicates that about 47.0% of current Stradim Espace price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.47 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Stradim Espace Finances lagged returns against current returns
Autocorrelation, which is Stradim Espace 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 Stradim Espace's stock expected returns. We can calculate the autocorrelation of Stradim Espace returns to help us make a trade decision. For example, suppose you find that Stradim Espace 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 |
Stradim Espace 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 Stradim Espace stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Stradim Espace stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Stradim Espace stock over time.
Current vs Lagged Prices |
| Timeline |
Stradim Espace Lagged Returns
When evaluating Stradim Espace's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Stradim Espace stock have on its future price. Stradim Espace 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, Stradim Espace autocorrelation shows the relationship between Stradim Espace stock current value and its past values and can show if there is a momentum factor associated with investing in Stradim Espace Finances.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Stradim Stock Analysis
When running Stradim Espace's price analysis, check to measure Stradim Espace'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 Stradim Espace is operating at the current time. Most of Stradim Espace's value examination focuses on studying past and present price action to predict the probability of Stradim Espace's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Stradim Espace's price. Additionally, you may evaluate how the addition of Stradim Espace to your portfolios can decrease your overall portfolio volatility.