Carmila SA (France) Market Value

CARM Stock  EUR 17.54  0.50  2.93%   
Carmila SA's market value is the price at which a share of Carmila SA trades on a public exchange. It measures the collective expectations of Carmila SA investors about its performance. Carmila SA is trading at 17.54 as of the 16th of March 2025, a 2.93% up since the beginning of the trading day. The stock's open price was 17.04.
With this module, you can estimate the performance of a buy and hold strategy of Carmila SA and determine expected loss or profit from investing in Carmila SA over a given investment horizon. Check out Carmila SA Correlation, Carmila SA Volatility and Carmila SA Alpha and Beta module to complement your research on Carmila SA.
Symbol

Please note, there is a significant difference between Carmila SA's value and its price as these two are different measures arrived at by different means. Investors typically determine if Carmila SA is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Carmila SA'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.

Carmila 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 Carmila 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 Carmila SA.
0.00
12/16/2024
No Change 0.00  0.0 
In 2 months and 31 days
03/16/2025
0.00
If you would invest  0.00  in Carmila SA on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Carmila SA or generate 0.0% return on investment in Carmila SA over 90 days. Carmila SA is related to or competes with Mercialys, Icade SA, Klepierre, Altarea SCA, and Covivio SA. Carmila was founded by Carrefour and large institutional investors in order to develop the value of shopping centers anc... More

Carmila 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 Carmila 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 Carmila SA upside and downside potential and time the market with a certain degree of confidence.

Carmila SA Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Carmila SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Carmila SA's standard deviation. In reality, there are many statistical measures that can use Carmila SA historical prices to predict the future Carmila SA's volatility.
Hype
Prediction
LowEstimatedHigh
16.6317.5418.45
Details
Intrinsic
Valuation
LowRealHigh
15.7920.2221.13
Details
Naive
Forecast
LowNextHigh
16.5217.4318.35
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
15.6616.8518.04
Details

Carmila SA Backtested Returns

At this point, Carmila SA is very steady. Carmila SA secures Sharpe Ratio (or Efficiency) of 0.19, which signifies that the company had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Carmila SA, which you can use to evaluate the volatility of the firm. Please confirm Carmila SA's Downside Deviation of 0.8667, risk adjusted performance of 0.1554, and Mean Deviation of 0.7584 to double-check if the risk estimate we provide is consistent with the expected return of 0.18%. Carmila SA has a performance score of 15 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.15, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Carmila SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Carmila SA is expected to be smaller as well. Carmila SA right now shows a risk of 0.91%. Please confirm Carmila SA sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if Carmila SA will be following its price patterns.

Auto-correlation

    
  0.30  

Below average predictability

Carmila SA has below average predictability. Overlapping area represents the amount of predictability between Carmila SA 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 Carmila SA price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current Carmila SA price fluctuation can be explain by its past prices.
Correlation Coefficient0.3
Spearman Rank Test0.29
Residual Average0.0
Price Variance0.1

Carmila SA lagged returns against current returns

Autocorrelation, which is Carmila 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 Carmila SA's stock expected returns. We can calculate the autocorrelation of Carmila SA returns to help us make a trade decision. For example, suppose you find that Carmila 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  

Carmila 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 Carmila SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Carmila SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Carmila SA stock over time.
   Current vs Lagged Prices   
       Timeline  

Carmila SA Lagged Returns

When evaluating Carmila SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Carmila SA stock have on its future price. Carmila 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, Carmila SA autocorrelation shows the relationship between Carmila SA stock current value and its past values and can show if there is a momentum factor associated with investing in Carmila 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 Carmila Stock

Carmila SA financial ratios help investors to determine whether Carmila 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 Carmila with respect to the benefits of owning Carmila SA security.