Bolloré SE's market value is the price at which a share of Bolloré SE trades on a public exchange. It measures the collective expectations of Bollor SE investors about its performance. Bolloré SE is trading at 5.78 as of the 12th of January 2025. This is a 0.17 percent decrease since the beginning of the trading day. The stock's lowest day price was 5.78.
With this module, you can estimate the performance of a buy and hold strategy of Bollor SE and determine expected loss or profit from investing in Bolloré SE over a given investment horizon. Check out Bolloré SE Correlation, Bolloré SE Volatility and Bolloré SE Alpha and Beta module to complement your research on Bolloré SE.
Please note, there is a significant difference between Bolloré SE's value and its price as these two are different measures arrived at by different means. Investors typically determine if Bolloré SE is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Bolloré SE's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Bolloré SE '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 Bolloré SE'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 Bolloré SE.
0.00
10/14/2024
No Change 0.00
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In 3 months and 1 day
01/12/2025
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If you would invest 0.00 in Bolloré SE on October 14, 2024 and sell it all today you would earn a total of 0.00 from holding Bollor SE or generate 0.0% return on investment in Bolloré SE over 90 days. Bolloré SE is related to or competes with VARIOUS EATERIES, Southwest Airlines, SWISS WATER, SPARTAN STORES, AEGEAN AIRLINES, SINGAPORE AIRLINES, and Burlington Stores. Bollor engages in the transportation and logistics, communications, and electricity storage solutions businesses in Fran... More
Bolloré SE 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 Bolloré SE'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 Bollor SE upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bolloré SE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bolloré SE's standard deviation. In reality, there are many statistical measures that can use Bolloré SE historical prices to predict the future Bolloré SE's volatility.
Bolloré SE secures Sharpe Ratio (or Efficiency) of -0.0268, which signifies that the company had a -0.0268% return per unit of risk over the last 3 months. Bollor SE exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bolloré SE's Standard Deviation of 1.11, mean deviation of 0.8396, and Risk Adjusted Performance of (0.02) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.21, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bolloré SE's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bolloré SE is expected to be smaller as well. At this point, Bolloré SE has a negative expected return of -0.0302%. Please make sure to confirm Bolloré SE's jensen alpha, potential upside, rate of daily change, as well as the relationship between the treynor ratio and kurtosis , to decide if Bolloré SE performance from the past will be repeated at some point in the near future.
Auto-correlation
0.25
Poor predictability
Bollor SE has poor predictability. Overlapping area represents the amount of predictability between Bolloré SE time series from 14th of October 2024 to 28th of November 2024 and 28th of November 2024 to 12th of January 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 Bolloré SE price movement. The serial correlation of 0.25 indicates that over 25.0% of current Bolloré SE price fluctuation can be explain by its past prices.
Correlation Coefficient
0.25
Spearman Rank Test
0.42
Residual Average
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Price Variance
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Bolloré SE lagged returns against current returns
Autocorrelation, which is Bolloré SE 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 Bolloré SE's stock expected returns. We can calculate the autocorrelation of Bolloré SE returns to help us make a trade decision. For example, suppose you find that Bolloré SE 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
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Bolloré SE 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 Bolloré SE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bolloré SE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bolloré SE stock over time.
Current vs Lagged Prices
Timeline
Bolloré SE Lagged Returns
When evaluating Bolloré SE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bolloré SE stock have on its future price. Bolloré SE 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, Bolloré SE autocorrelation shows the relationship between Bolloré SE stock current value and its past values and can show if there is a momentum factor associated with investing in Bollor SE.
Bolloré SE financial ratios help investors to determine whether Bolloré 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 Bolloré with respect to the benefits of owning Bolloré SE security.