Bollore SA (France) Market Value
| BOL Stock | EUR 5.84 0.04 0.69% |
| Symbol | Bollore |
Bollore SA '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 Bollore SA'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 Bollore SA.
| 12/07/2023 |
| 12/01/2024 |
If you would invest 0.00 in Bollore SA on December 7, 2023 and sell it all today you would earn a total of 0.00 from holding Bollore SA or generate 0.0% return on investment in Bollore SA over 360 days. Bollore SA is related to or competes with Vivendi SA, Wendel, Compagnie, Eurazeo, and Edenred SA. Bollor engages in the transportation and logistics, communications, and electricity storage solutions businesses in Fran... More
Bollore SA 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 Bollore SA'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 Bollore SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 7.84 | |||
| Value At Risk | (2.42) | |||
| Potential Upside | 1.6 |
Bollore SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bollore SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bollore SA's standard deviation. In reality, there are many statistical measures that can use Bollore SA historical prices to predict the future Bollore SA's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.23) | |||
| Treynor Ratio | (5.30) |
Bollore SA Backtested Returns
At this point, Bollore SA is not too volatile. Bollore SA secures Sharpe Ratio (or Efficiency) of 0.0102, which signifies that the company had a 0.0102% return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Bollore SA, which you can use to evaluate the volatility of the firm. Please confirm Bollore SA's Standard Deviation of 1.21, risk adjusted performance of (0.01), and Mean Deviation of 0.7841 to double-check if the risk estimate we provide is consistent with the expected return of 0.0121%. The firm shows a Beta (market volatility) of 0.0049, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bollore SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bollore SA is expected to be smaller as well. Bollore SA right now shows a risk of 1.19%. Please confirm Bollore SA treynor ratio, accumulation distribution, price action indicator, as well as the relationship between the potential upside and day median price , to decide if Bollore SA will be following its price patterns.
Auto-correlation | 0.07 |
Virtually no predictability
Bollore SA has virtually no predictability. Overlapping area represents the amount of predictability between Bollore SA time series from 7th of December 2023 to 4th of June 2024 and 4th of June 2024 to 1st 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 Bollore SA price movement. The serial correlation of 0.07 indicates that barely 7.0% of current Bollore SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Bollore SA lagged returns against current returns
Autocorrelation, which is Bollore SA 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 Bollore SA's stock expected returns. We can calculate the autocorrelation of Bollore SA returns to help us make a trade decision. For example, suppose you find that Bollore SA 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 |
Bollore SA 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 Bollore SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bollore SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bollore SA stock over time.
Current vs Lagged Prices |
| Timeline |
Bollore SA Lagged Returns
When evaluating Bollore SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bollore SA stock have on its future price. Bollore SA 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, Bollore SA autocorrelation shows the relationship between Bollore SA stock current value and its past values and can show if there is a momentum factor associated with investing in Bollore SA.
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 Bollore Stock
Bollore SA financial ratios help investors to determine whether Bollore 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 Bollore with respect to the benefits of owning Bollore SA security.