Eiffage SA (France) Market Value
| FGR Stock | EUR 107.75 1.75 1.65% |
| Symbol | Eiffage |
Eiffage 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 Eiffage 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 Eiffage SA.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Eiffage SA on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Eiffage SA or generate 0.0% return on investment in Eiffage SA over 90 days. Eiffage SA is related to or competes with Vinci SA, Bouygues, Legrand SA, Compagnie, and Sodexo SA. Eiffage SA engages in construction, infrastructures, energy systems, and concessions businesses in France and internatio... More
Eiffage 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 Eiffage 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 Eiffage SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.22 | |||
| Information Ratio | 0.2463 | |||
| Maximum Drawdown | 11.34 | |||
| Value At Risk | (1.65) | |||
| Potential Upside | 3.94 |
Eiffage SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Eiffage SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Eiffage SA's standard deviation. In reality, there are many statistical measures that can use Eiffage SA historical prices to predict the future Eiffage SA's volatility.| Risk Adjusted Performance | 0.1701 | |||
| Jensen Alpha | 0.3558 | |||
| Total Risk Alpha | 0.5403 | |||
| Sortino Ratio | 0.3515 | |||
| Treynor Ratio | 1.02 |
Eiffage SA Backtested Returns
Eiffage SA appears to be very steady, given 3 months investment horizon. Eiffage SA secures Sharpe Ratio (or Efficiency) of 0.24, which denotes the company had a 0.24 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Eiffage SA, which you can use to evaluate the volatility of the firm. Please utilize Eiffage SA's Mean Deviation of 1.16, downside deviation of 1.22, and Coefficient Of Variation of 527.43 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Eiffage SA holds a performance score of 18. The firm shows a Beta (market volatility) of 0.32, which means possible diversification benefits within a given portfolio. As returns on the market increase, Eiffage SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Eiffage SA is expected to be smaller as well. Please check Eiffage SA's maximum drawdown, skewness, and the relationship between the total risk alpha and downside variance , to make a quick decision on whether Eiffage SA's price patterns will revert.
Auto-correlation | 0.80 |
Very good predictability
Eiffage SA has very good predictability. Overlapping area represents the amount of predictability between Eiffage SA time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Eiffage SA price movement. The serial correlation of 0.8 indicates that around 80.0% of current Eiffage SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 50.87 |
Eiffage SA lagged returns against current returns
Autocorrelation, which is Eiffage 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 Eiffage SA's stock expected returns. We can calculate the autocorrelation of Eiffage SA returns to help us make a trade decision. For example, suppose you find that Eiffage 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 |
Eiffage 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 Eiffage SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Eiffage SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Eiffage SA stock over time.
Current vs Lagged Prices |
| Timeline |
Eiffage SA Lagged Returns
When evaluating Eiffage SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Eiffage SA stock have on its future price. Eiffage 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, Eiffage SA autocorrelation shows the relationship between Eiffage SA stock current value and its past values and can show if there is a momentum factor associated with investing in Eiffage 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 Eiffage Stock
Eiffage SA financial ratios help investors to determine whether Eiffage 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 Eiffage with respect to the benefits of owning Eiffage SA security.