Bastide Le (France) Market Value
| BLC Stock | EUR 24.30 0.20 0.83% |
| Symbol | Bastide |
Bastide Le '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 Bastide Le'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 Bastide Le.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Bastide Le on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Bastide Le Confort or generate 0.0% return on investment in Bastide Le over 90 days. Bastide Le is related to or competes with LNA Sante, Chargeurs, Trigano SA, and Boiron SA. Bastide Le Confort Mdical SA engages in the sale and rental of medical and paramedical equipment, and provision of home ... More
Bastide Le 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 Bastide Le'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 Bastide Le Confort upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.71 | |||
| Information Ratio | 0.1412 | |||
| Maximum Drawdown | 10.81 | |||
| Value At Risk | (2.26) | |||
| Potential Upside | 4.37 |
Bastide Le Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bastide Le's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bastide Le's standard deviation. In reality, there are many statistical measures that can use Bastide Le historical prices to predict the future Bastide Le's volatility.| Risk Adjusted Performance | 0.0863 | |||
| Jensen Alpha | 0.2259 | |||
| Total Risk Alpha | 0.4329 | |||
| Sortino Ratio | 0.1679 | |||
| Treynor Ratio | 0.4079 |
Bastide Le Confort Backtested Returns
At this point, Bastide Le is very steady. Bastide Le Confort secures Sharpe Ratio (or Efficiency) of 0.0144, which signifies that the company had a 0.0144 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Bastide Le Confort, which you can use to evaluate the volatility of the firm. Please confirm Bastide Le's Mean Deviation of 1.45, downside deviation of 1.71, and Risk Adjusted Performance of 0.0863 to double-check if the risk estimate we provide is consistent with the expected return of 0.027%. Bastide Le has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.44, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Bastide Le's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bastide Le is expected to be smaller as well. Bastide Le Confort right now shows a risk of 1.88%. Please confirm Bastide Le Confort value at risk, expected short fall, and the relationship between the treynor ratio and downside variance , to decide if Bastide Le Confort will be following its price patterns.
Auto-correlation | -0.6 |
Good reverse predictability
Bastide Le Confort has good reverse predictability. Overlapping area represents the amount of predictability between Bastide Le 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 Bastide Le Confort price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current Bastide Le price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | -0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 2.49 |
Bastide Le Confort lagged returns against current returns
Autocorrelation, which is Bastide Le 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 Bastide Le's stock expected returns. We can calculate the autocorrelation of Bastide Le returns to help us make a trade decision. For example, suppose you find that Bastide Le 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 |
Bastide Le 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 Bastide Le stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bastide Le stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bastide Le stock over time.
Current vs Lagged Prices |
| Timeline |
Bastide Le Lagged Returns
When evaluating Bastide Le's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bastide Le stock have on its future price. Bastide Le 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, Bastide Le autocorrelation shows the relationship between Bastide Le stock current value and its past values and can show if there is a momentum factor associated with investing in Bastide Le Confort.
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.Other Information on Investing in Bastide Stock
Bastide Le financial ratios help investors to determine whether Bastide 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 Bastide with respect to the benefits of owning Bastide Le security.