Marie Brizard (Germany) Market Value
| BED Stock | EUR 3.75 0.07 1.83% |
| Symbol | Marie |
Marie Brizard '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 Marie Brizard'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 Marie Brizard.
| 05/31/2024 |
| 12/27/2024 |
If you would invest 0.00 in Marie Brizard on May 31, 2024 and sell it all today you would earn a total of 0.00 from holding Marie Brizard Wine or generate 0.0% return on investment in Marie Brizard over 210 days. Marie Brizard is related to or competes with Constellation Brands, Brown Forman, Thai Beverage, Rmy Cointreau, BECLE SAB, Treasury Wine, and Hawesko Holding. Marie Brizard Wine Spirits SA operates as a wine and spirit company More
Marie Brizard 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 Marie Brizard'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 Marie Brizard Wine upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.15 | |||
| Information Ratio | 0.0736 | |||
| Maximum Drawdown | 8.16 | |||
| Value At Risk | (1.31) | |||
| Potential Upside | 2.64 |
Marie Brizard Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Marie Brizard's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Marie Brizard's standard deviation. In reality, there are many statistical measures that can use Marie Brizard historical prices to predict the future Marie Brizard's volatility.| Risk Adjusted Performance | 0.0812 | |||
| Jensen Alpha | 0.1289 | |||
| Total Risk Alpha | 0.0868 | |||
| Sortino Ratio | 0.0901 | |||
| Treynor Ratio | (1.00) |
Marie Brizard Wine Backtested Returns
Marie Brizard Wine has Sharpe Ratio of -0.008, which conveys that the firm had a -0.008% return per unit of risk over the last 3 months. Marie Brizard exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Marie Brizard's Downside Deviation of 1.15, mean deviation of 0.9637, and Risk Adjusted Performance of 0.0812 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.13, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Marie Brizard are expected to decrease at a much lower rate. During the bear market, Marie Brizard is likely to outperform the market. At this point, Marie Brizard Wine has a negative expected return of -0.0098%. Please make sure to verify Marie Brizard's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if Marie Brizard Wine performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.01 |
Very weak reverse predictability
Marie Brizard Wine has very weak reverse predictability. Overlapping area represents the amount of predictability between Marie Brizard time series from 31st of May 2024 to 13th of September 2024 and 13th of September 2024 to 27th 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 Marie Brizard Wine price movement. The serial correlation of -0.01 indicates that just 1.0% of current Marie Brizard price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Marie Brizard Wine lagged returns against current returns
Autocorrelation, which is Marie Brizard 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 Marie Brizard's stock expected returns. We can calculate the autocorrelation of Marie Brizard returns to help us make a trade decision. For example, suppose you find that Marie Brizard 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 |
Marie Brizard 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 Marie Brizard stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Marie Brizard stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Marie Brizard stock over time.
Current vs Lagged Prices |
| Timeline |
Marie Brizard Lagged Returns
When evaluating Marie Brizard's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Marie Brizard stock have on its future price. Marie Brizard 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, Marie Brizard autocorrelation shows the relationship between Marie Brizard stock current value and its past values and can show if there is a momentum factor associated with investing in Marie Brizard Wine.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Marie Stock
Marie Brizard financial ratios help investors to determine whether Marie 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 Marie with respect to the benefits of owning Marie Brizard security.