Carmila SA (France) Market Value
| CARM Stock | EUR 17.54 0.50 2.93% |
| Symbol | Carmila |
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.
| 12/16/2024 |
| 03/16/2025 |
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.
| Downside Deviation | 0.8667 | |||
| Information Ratio | 0.2803 | |||
| Maximum Drawdown | 4.16 | |||
| Value At Risk | (1.38) | |||
| Potential Upside | 1.73 |
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.| Risk Adjusted Performance | 0.1554 | |||
| Jensen Alpha | 0.1772 | |||
| Total Risk Alpha | 0.2812 | |||
| Sortino Ratio | 0.3112 | |||
| Treynor Ratio | 1.06 |
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 Coefficient | 0.3 | |
| Spearman Rank Test | 0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
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.