Augros Cosmetic (France) Market Value
| AUGR Stock | EUR 6.90 0.00 0.00% |
| Symbol | Augros |
Augros Cosmetic '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 Augros Cosmetic'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 Augros Cosmetic.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Augros Cosmetic on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Augros Cosmetic Packaging or generate 0.0% return on investment in Augros Cosmetic over 90 days. Augros Cosmetic is related to or competes with Barbara Bui, Aurea SA, Acanthe Dveloppement, Centrale DAchat, and ACTEOS SA. Augros Cosmetic Packaging Socit anonyme provides customized packaging solutions in France More
Augros Cosmetic 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 Augros Cosmetic'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 Augros Cosmetic Packaging upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0272 | |||
| Maximum Drawdown | 24.07 | |||
| Value At Risk | (2.08) | |||
| Potential Upside | 5.71 |
Augros Cosmetic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Augros Cosmetic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Augros Cosmetic's standard deviation. In reality, there are many statistical measures that can use Augros Cosmetic historical prices to predict the future Augros Cosmetic's volatility.| Risk Adjusted Performance | 0.0049 | |||
| Jensen Alpha | 3.0E-4 | |||
| Total Risk Alpha | 0.3936 | |||
| Treynor Ratio | (0.11) |
Augros Cosmetic Packaging Backtested Returns
Augros Cosmetic Packaging secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of standard deviation over the last 3 months. Augros Cosmetic Packaging exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Augros Cosmetic's risk adjusted performance of 0.0049, and Mean Deviation of 1.08 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.18, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Augros Cosmetic's returns are expected to increase less than the market. However, during the bear market, the loss of holding Augros Cosmetic is expected to be smaller as well. At this point, Augros Cosmetic Packaging has a negative expected return of -0.0098%. Please make sure to confirm Augros Cosmetic's variance, jensen alpha, and the relationship between the standard deviation and information ratio , to decide if Augros Cosmetic Packaging performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.05 |
Virtually no predictability
Augros Cosmetic Packaging has virtually no predictability. Overlapping area represents the amount of predictability between Augros Cosmetic time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Augros Cosmetic Packaging price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current Augros Cosmetic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Augros Cosmetic Packaging lagged returns against current returns
Autocorrelation, which is Augros Cosmetic 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 Augros Cosmetic's stock expected returns. We can calculate the autocorrelation of Augros Cosmetic returns to help us make a trade decision. For example, suppose you find that Augros Cosmetic 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 |
Augros Cosmetic 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 Augros Cosmetic stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Augros Cosmetic stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Augros Cosmetic stock over time.
Current vs Lagged Prices |
| Timeline |
Augros Cosmetic Lagged Returns
When evaluating Augros Cosmetic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Augros Cosmetic stock have on its future price. Augros Cosmetic 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, Augros Cosmetic autocorrelation shows the relationship between Augros Cosmetic stock current value and its past values and can show if there is a momentum factor associated with investing in Augros Cosmetic Packaging.
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.Other Information on Investing in Augros Stock
Augros Cosmetic financial ratios help investors to determine whether Augros Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Augros with respect to the benefits of owning Augros Cosmetic security.