Compagnie Industrielle (France) Market Value
| INFE Stock | EUR 56.00 3.00 5.66% |
| Symbol | Compagnie |
Compagnie Industrielle '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 Compagnie Industrielle'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 Compagnie Industrielle.
| 02/02/2025 |
| 03/04/2025 |
If you would invest 0.00 in Compagnie Industrielle on February 2, 2025 and sell it all today you would earn a total of 0.00 from holding Compagnie Industrielle et or generate 0.0% return on investment in Compagnie Industrielle over 30 days. Compagnie Industrielle is related to or competes with Gaztransport Technigaz, Novatech Industries, Hotel Majestic, Broadpeak, Kaufman Et, Metalliance, and Parx Plastics. Compagnie Industrielle et Financire dEntreprises SA operates as a construction company in France and internationally More
Compagnie Industrielle 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 Compagnie Industrielle'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 Compagnie Industrielle et upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 16.76 | |||
| Value At Risk | (1.64) | |||
| Potential Upside | 0.9259 |
Compagnie Industrielle Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Compagnie Industrielle's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Compagnie Industrielle's standard deviation. In reality, there are many statistical measures that can use Compagnie Industrielle historical prices to predict the future Compagnie Industrielle's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | 0.0451 | |||
| Treynor Ratio | 0.4315 |
Compagnie Industrielle Backtested Returns
Compagnie Industrielle secures Sharpe Ratio (or Efficiency) of -0.0559, which signifies that the company had a -0.0559 % return per unit of risk over the last 3 months. Compagnie Industrielle et exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Compagnie Industrielle's Mean Deviation of 0.646, risk adjusted performance of (0.03), and Standard Deviation of 2.03 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.28, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Compagnie Industrielle are expected to decrease at a much lower rate. During the bear market, Compagnie Industrielle is likely to outperform the market. At this point, Compagnie Industrielle has a negative expected return of -0.12%. Please make sure to confirm Compagnie Industrielle's total risk alpha, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Compagnie Industrielle performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.5 |
Modest reverse predictability
Compagnie Industrielle et has modest reverse predictability. Overlapping area represents the amount of predictability between Compagnie Industrielle time series from 2nd of February 2025 to 17th of February 2025 and 17th of February 2025 to 4th 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 Compagnie Industrielle price movement. The serial correlation of -0.5 indicates that about 50.0% of current Compagnie Industrielle price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.5 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.6 |
Compagnie Industrielle lagged returns against current returns
Autocorrelation, which is Compagnie Industrielle 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 Compagnie Industrielle's stock expected returns. We can calculate the autocorrelation of Compagnie Industrielle returns to help us make a trade decision. For example, suppose you find that Compagnie Industrielle 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 |
Compagnie Industrielle 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 Compagnie Industrielle stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Compagnie Industrielle stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Compagnie Industrielle stock over time.
Current vs Lagged Prices |
| Timeline |
Compagnie Industrielle Lagged Returns
When evaluating Compagnie Industrielle's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Compagnie Industrielle stock have on its future price. Compagnie Industrielle 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, Compagnie Industrielle autocorrelation shows the relationship between Compagnie Industrielle stock current value and its past values and can show if there is a momentum factor associated with investing in Compagnie Industrielle et.
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 Compagnie Stock
Compagnie Industrielle financial ratios help investors to determine whether Compagnie 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 Compagnie with respect to the benefits of owning Compagnie Industrielle security.