Financiere Moncey (France) Market Value
| FMONC Stock | 134.00 2.98 2.27% |
| Symbol | Financiere |
Financiere Moncey '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 Financiere Moncey'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 Financiere Moncey.
| 12/30/2022 |
| 12/19/2024 |
If you would invest 0.00 in Financiere Moncey on December 30, 2022 and sell it all today you would earn a total of 0.00 from holding Financiere Moncey SA or generate 0.0% return on investment in Financiere Moncey over 720 days.
Financiere Moncey 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 Financiere Moncey'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 Financiere Moncey SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.28 | |||
| Information Ratio | 0.097 | |||
| Maximum Drawdown | 5.26 | |||
| Value At Risk | (1.96) | |||
| Potential Upside | 2.37 |
Financiere Moncey Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Financiere Moncey's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Financiere Moncey's standard deviation. In reality, there are many statistical measures that can use Financiere Moncey historical prices to predict the future Financiere Moncey's volatility.| Risk Adjusted Performance | 0.0993 | |||
| Jensen Alpha | 0.1448 | |||
| Total Risk Alpha | 0.1099 | |||
| Sortino Ratio | 0.0941 | |||
| Treynor Ratio | (0.53) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Financiere Moncey's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Financiere Moncey Backtested Returns
Currently, Financiere Moncey SA is very steady. Financiere Moncey secures Sharpe Ratio (or Efficiency) of 0.13, which denotes the company had a 0.13% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Financiere Moncey SA, which you can use to evaluate the volatility of the firm. Please confirm Financiere Moncey's Mean Deviation of 0.954, coefficient of variation of 830.24, and Downside Deviation of 1.28 to check if the risk estimate we provide is consistent with the expected return of 0.17%. Financiere Moncey has a performance score of 10 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.26, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Financiere Moncey are expected to decrease at a much lower rate. During the bear market, Financiere Moncey is likely to outperform the market. Financiere Moncey right now shows a risk of 1.24%. Please confirm Financiere Moncey sortino ratio, skewness, price action indicator, as well as the relationship between the potential upside and rate of daily change , to decide if Financiere Moncey will be following its price patterns.
Auto-correlation | -0.09 |
Very weak reverse predictability
Financiere Moncey SA has very weak reverse predictability. Overlapping area represents the amount of predictability between Financiere Moncey time series from 30th of December 2022 to 25th of December 2023 and 25th of December 2023 to 19th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Financiere Moncey price movement. The serial correlation of -0.09 indicates that less than 9.0% of current Financiere Moncey price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 8.7 M |
Financiere Moncey lagged returns against current returns
Autocorrelation, which is Financiere Moncey 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 Financiere Moncey's stock expected returns. We can calculate the autocorrelation of Financiere Moncey returns to help us make a trade decision. For example, suppose you find that Financiere Moncey 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 |
Financiere Moncey 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 Financiere Moncey stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Financiere Moncey stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Financiere Moncey stock over time.
Current vs Lagged Prices |
| Timeline |
Financiere Moncey Lagged Returns
When evaluating Financiere Moncey's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Financiere Moncey stock have on its future price. Financiere Moncey 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, Financiere Moncey autocorrelation shows the relationship between Financiere Moncey stock current value and its past values and can show if there is a momentum factor associated with investing in Financiere Moncey 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.Additional Tools for Financiere Stock Analysis
When running Financiere Moncey's price analysis, check to measure Financiere Moncey's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Financiere Moncey is operating at the current time. Most of Financiere Moncey's value examination focuses on studying past and present price action to predict the probability of Financiere Moncey's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Financiere Moncey's price. Additionally, you may evaluate how the addition of Financiere Moncey to your portfolios can decrease your overall portfolio volatility.