ACTEOS SA (France) Market Value
| EOS Stock | EUR 1.02 0.01 0.97% |
| Symbol | ACTEOS |
ACTEOS 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 ACTEOS 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 ACTEOS SA.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in ACTEOS SA on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding ACTEOS SA or generate 0.0% return on investment in ACTEOS SA over 90 days. ACTEOS SA is related to or competes with ATEME SA, Lectra SA, and BigBen Interactive. ACTEOS S.A. designs, develops, integrates, and provides software and related services in the field of supply chain manag... More
ACTEOS 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 ACTEOS 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 ACTEOS SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.4 | |||
| Information Ratio | 0.0626 | |||
| Maximum Drawdown | 18.33 | |||
| Value At Risk | (4.17) | |||
| Potential Upside | 5.1 |
ACTEOS SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ACTEOS SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ACTEOS SA's standard deviation. In reality, there are many statistical measures that can use ACTEOS SA historical prices to predict the future ACTEOS SA's volatility.| Risk Adjusted Performance | 0.0341 | |||
| Jensen Alpha | 0.1347 | |||
| Total Risk Alpha | 0.4772 | |||
| Sortino Ratio | 0.0576 | |||
| Treynor Ratio | 0.195 |
ACTEOS SA Backtested Returns
At this point, ACTEOS SA is dangerous. ACTEOS SA secures Sharpe Ratio (or Efficiency) of 0.0309, which signifies that the company had a 0.0309 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for ACTEOS SA, which you can use to evaluate the volatility of the entity. Please confirm ACTEOS SA's Mean Deviation of 2.26, coefficient of variation of 3238.01, and Semi Deviation of 2.74 to double-check if the risk estimate we provide is consistent with the expected return of 0.0964%. ACTEOS SA has a performance score of 2 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, ACTEOS SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding ACTEOS SA is expected to be smaller as well. ACTEOS SA now shows a risk of 3.12%. Please confirm ACTEOS SA treynor ratio, expected short fall, day typical price, as well as the relationship between the potential upside and daily balance of power , to decide if ACTEOS SA will be following its price patterns.
Auto-correlation | 0.17 |
Very weak predictability
ACTEOS SA has very weak predictability. Overlapping area represents the amount of predictability between ACTEOS SA time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 ACTEOS SA price movement. The serial correlation of 0.17 indicates that over 17.0% of current ACTEOS SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.17 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
ACTEOS SA lagged returns against current returns
Autocorrelation, which is ACTEOS 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 ACTEOS SA's stock expected returns. We can calculate the autocorrelation of ACTEOS SA returns to help us make a trade decision. For example, suppose you find that ACTEOS 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 |
ACTEOS 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 ACTEOS SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ACTEOS SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ACTEOS SA stock over time.
Current vs Lagged Prices |
| Timeline |
ACTEOS SA Lagged Returns
When evaluating ACTEOS SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ACTEOS SA stock have on its future price. ACTEOS 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, ACTEOS SA autocorrelation shows the relationship between ACTEOS SA stock current value and its past values and can show if there is a momentum factor associated with investing in ACTEOS 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 ACTEOS Stock
ACTEOS SA financial ratios help investors to determine whether ACTEOS 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 ACTEOS with respect to the benefits of owning ACTEOS SA security.