Fonciere Inea's market value is the price at which a share of Fonciere Inea trades on a public exchange. It measures the collective expectations of Fonciere Inea investors about its performance. Fonciere Inea is trading at 33.90 as of the 9th of January 2025, a 0.59% down since the beginning of the trading day. The stock's open price was 34.1. With this module, you can estimate the performance of a buy and hold strategy of Fonciere Inea and determine expected loss or profit from investing in Fonciere Inea over a given investment horizon. Check out Fonciere Inea Correlation, Fonciere Inea Volatility and Fonciere Inea Alpha and Beta module to complement your research on Fonciere Inea.
Please note, there is a significant difference between Fonciere Inea's value and its price as these two are different measures arrived at by different means. Investors typically determine if Fonciere Inea is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Fonciere Inea'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.
Fonciere Inea '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 Fonciere Inea'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 Fonciere Inea.
0.00
12/10/2024
No Change 0.00
0.0
In 31 days
01/09/2025
0.00
If you would invest 0.00 in Fonciere Inea on December 10, 2024 and sell it all today you would earn a total of 0.00 from holding Fonciere Inea or generate 0.0% return on investment in Fonciere Inea over 30 days. Fonciere Inea is related to or competes with Fonciere Lyonnaise, Altarea SCA, Immobiliere Dassault, Argan SA, and Icade SA. Fonciere Inea S.A., a real estate investment company, engages in owning and managing business real estate properties in ... More
Fonciere Inea 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 Fonciere Inea'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 Fonciere Inea upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fonciere Inea's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fonciere Inea's standard deviation. In reality, there are many statistical measures that can use Fonciere Inea historical prices to predict the future Fonciere Inea's volatility.
At this point, Fonciere Inea is very steady. Fonciere Inea secures Sharpe Ratio (or Efficiency) of 0.15, which denotes the company had a 0.15% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Fonciere Inea, which you can use to evaluate the volatility of the firm. Please confirm Fonciere Inea's Downside Deviation of 1.06, coefficient of variation of 677.82, and Mean Deviation of 0.8047 to check if the risk estimate we provide is consistent with the expected return of 0.17%. Fonciere Inea has a performance score of 11 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.14, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Fonciere Inea are expected to decrease at a much lower rate. During the bear market, Fonciere Inea is likely to outperform the market. Fonciere Inea right now shows a risk of 1.15%. Please confirm Fonciere Inea standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if Fonciere Inea will be following its price patterns.
Auto-correlation
-0.65
Very good reverse predictability
Fonciere Inea has very good reverse predictability. Overlapping area represents the amount of predictability between Fonciere Inea time series from 10th of December 2024 to 25th of December 2024 and 25th of December 2024 to 9th of January 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 Fonciere Inea price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current Fonciere Inea price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.65
Spearman Rank Test
-0.62
Residual Average
0.0
Price Variance
0.78
Fonciere Inea lagged returns against current returns
Autocorrelation, which is Fonciere Inea 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 Fonciere Inea's stock expected returns. We can calculate the autocorrelation of Fonciere Inea returns to help us make a trade decision. For example, suppose you find that Fonciere Inea 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
Fonciere Inea 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 Fonciere Inea stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fonciere Inea stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fonciere Inea stock over time.
Current vs Lagged Prices
Timeline
Fonciere Inea Lagged Returns
When evaluating Fonciere Inea's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fonciere Inea stock have on its future price. Fonciere Inea 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, Fonciere Inea autocorrelation shows the relationship between Fonciere Inea stock current value and its past values and can show if there is a momentum factor associated with investing in Fonciere Inea.
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.
Fonciere Inea financial ratios help investors to determine whether Fonciere 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 Fonciere with respect to the benefits of owning Fonciere Inea security.