Altareit (France) Market Value
| AREIT Stock | EUR 490.00 2.00 0.41% |
| Symbol | Altareit |
Altareit '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 Altareit'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 Altareit.
| 12/19/2024 |
| 03/19/2025 |
If you would invest 0.00 in Altareit on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Altareit or generate 0.0% return on investment in Altareit over 90 days. Altareit is related to or competes with Argan SA, Altarea SCA, Artois Nom, Frey SA, and Altamir SCA. Altareit SCA operates as a real estate development company in France More
Altareit 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 Altareit'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 Altareit upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.4849 | |||
| Maximum Drawdown | 1.7 | |||
| Potential Upside | 0.4098 |
Altareit Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Altareit's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Altareit's standard deviation. In reality, there are many statistical measures that can use Altareit historical prices to predict the future Altareit's volatility.| Risk Adjusted Performance | 0.1679 | |||
| Jensen Alpha | 0.0558 | |||
| Total Risk Alpha | 0.0844 | |||
| Treynor Ratio | 2.25 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Altareit'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.
Altareit Backtested Returns
Currently, Altareit is very steady. Altareit secures Sharpe Ratio (or Efficiency) of 0.22, which signifies that the company had a 0.22 % return per unit of risk over the last 3 months. We have found twenty technical indicators for Altareit, which you can use to evaluate the volatility of the firm. Please confirm Altareit's Risk Adjusted Performance of 0.1679, standard deviation of 0.2979, and Mean Deviation of 0.1195 to double-check if the risk estimate we provide is consistent with the expected return of 0.0688%. Altareit has a performance score of 17 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0238, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Altareit's returns are expected to increase less than the market. However, during the bear market, the loss of holding Altareit is expected to be smaller as well. Altareit right now shows a risk of 0.31%. Please confirm Altareit jensen alpha, daily balance of power, as well as the relationship between the Daily Balance Of Power and period momentum indicator , to decide if Altareit will be following its price patterns.
Auto-correlation | 0.45 |
Average predictability
Altareit has average predictability. Overlapping area represents the amount of predictability between Altareit time series from 19th of December 2024 to 2nd of February 2025 and 2nd of February 2025 to 19th 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 Altareit price movement. The serial correlation of 0.45 indicates that just about 45.0% of current Altareit price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 5.16 |
Altareit lagged returns against current returns
Autocorrelation, which is Altareit 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 Altareit's stock expected returns. We can calculate the autocorrelation of Altareit returns to help us make a trade decision. For example, suppose you find that Altareit 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 |
Altareit 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 Altareit stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Altareit stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Altareit stock over time.
Current vs Lagged Prices |
| Timeline |
Altareit Lagged Returns
When evaluating Altareit's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Altareit stock have on its future price. Altareit 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, Altareit autocorrelation shows the relationship between Altareit stock current value and its past values and can show if there is a momentum factor associated with investing in Altareit.
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 Altareit Stock Analysis
When running Altareit's price analysis, check to measure Altareit'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 Altareit is operating at the current time. Most of Altareit's value examination focuses on studying past and present price action to predict the probability of Altareit's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Altareit's price. Additionally, you may evaluate how the addition of Altareit to your portfolios can decrease your overall portfolio volatility.