Figeac Aero (France) Market Value

FGA Stock  EUR 10.00  0.32  3.31%   
Figeac Aero's market value is the price at which a share of Figeac Aero trades on a public exchange. It measures the collective expectations of Figeac Aero SA investors about its performance. Figeac Aero is trading at 10.00 as of the 15th of March 2025, a 3.31% up since the beginning of the trading day. The stock's open price was 9.68.
With this module, you can estimate the performance of a buy and hold strategy of Figeac Aero SA and determine expected loss or profit from investing in Figeac Aero over a given investment horizon. Check out Figeac Aero Correlation, Figeac Aero Volatility and Figeac Aero Alpha and Beta module to complement your research on Figeac Aero.
Symbol

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

Figeac Aero '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 Figeac Aero'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 Figeac Aero.
0.00
12/15/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/15/2025
0.00
If you would invest  0.00  in Figeac Aero on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Figeac Aero SA or generate 0.0% return on investment in Figeac Aero over 90 days. Figeac Aero is related to or competes with Groupe Guillin, Prodways Group, and Mersen SA. Figeac Aero Socit Anonyme manufactures and sells aeronautical parts and sub-assemblies More

Figeac Aero 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 Figeac Aero'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 Figeac Aero SA upside and downside potential and time the market with a certain degree of confidence.

Figeac Aero Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Figeac Aero's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Figeac Aero's standard deviation. In reality, there are many statistical measures that can use Figeac Aero historical prices to predict the future Figeac Aero's volatility.
Hype
Prediction
LowEstimatedHigh
7.4110.0012.59
Details
Intrinsic
Valuation
LowRealHigh
6.298.8811.47
Details

Figeac Aero SA Backtested Returns

Figeac Aero appears to be somewhat reliable, given 3 months investment horizon. Figeac Aero SA secures Sharpe Ratio (or Efficiency) of 0.34, which denotes the company had a 0.34 % return per unit of risk over the last 3 months. By reviewing Figeac Aero's technical indicators, you can evaluate if the expected return of 0.88% is justified by implied risk. Please utilize Figeac Aero's Downside Deviation of 1.43, coefficient of variation of 273.44, and Mean Deviation of 1.77 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Figeac Aero holds a performance score of 26. The firm shows a Beta (market volatility) of 0.29, which means not very significant fluctuations relative to the market. As returns on the market increase, Figeac Aero's returns are expected to increase less than the market. However, during the bear market, the loss of holding Figeac Aero is expected to be smaller as well. Please check Figeac Aero's total risk alpha, value at risk, and the relationship between the standard deviation and treynor ratio , to make a quick decision on whether Figeac Aero's price patterns will revert.

Auto-correlation

    
  0.83  

Very good predictability

Figeac Aero SA has very good predictability. Overlapping area represents the amount of predictability between Figeac Aero 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 Figeac Aero SA price movement. The serial correlation of 0.83 indicates that around 83.0% of current Figeac Aero price fluctuation can be explain by its past prices.
Correlation Coefficient0.83
Spearman Rank Test0.87
Residual Average0.0
Price Variance0.77

Figeac Aero SA lagged returns against current returns

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

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

Figeac Aero Lagged Returns

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

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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 Figeac Stock

Figeac Aero financial ratios help investors to determine whether Figeac 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 Figeac with respect to the benefits of owning Figeac Aero security.