Altamir SCA (France) Market Value
| LTA Stock | EUR 24.00 0.40 1.69% |
| Symbol | Altamir |
Altamir SCA '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 Altamir SCA'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 Altamir SCA.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Altamir SCA on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Altamir SCA or generate 0.0% return on investment in Altamir SCA over 90 days. Altamir SCA is related to or competes with Wendel, Eurazeo, ABC Arbitrage, IDI SCA, and Assystem. Altamir SCA formerly known as Altamir Amboise, is a private equity firm specializing in fund of fund investments but it ... More
Altamir SCA 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 Altamir SCA'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 Altamir SCA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.64 | |||
| Information Ratio | 0.1069 | |||
| Maximum Drawdown | 7.46 | |||
| Value At Risk | (2.22) | |||
| Potential Upside | 2.14 |
Altamir SCA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Altamir SCA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Altamir SCA's standard deviation. In reality, there are many statistical measures that can use Altamir SCA historical prices to predict the future Altamir SCA's volatility.| Risk Adjusted Performance | 0.0339 | |||
| Jensen Alpha | 0.0801 | |||
| Total Risk Alpha | 0.2096 | |||
| Sortino Ratio | 0.0892 | |||
| Treynor Ratio | 0.0967 |
Altamir SCA Backtested Returns
At this point, Altamir SCA is very steady. Altamir SCA secures Sharpe Ratio (or Efficiency) of 0.0164, which signifies that the company had a 0.0164 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Altamir SCA, which you can use to evaluate the volatility of the firm. Please confirm Altamir SCA's Risk Adjusted Performance of 0.0339, mean deviation of 0.9378, and Downside Deviation of 1.64 to double-check if the risk estimate we provide is consistent with the expected return of 0.023%. Altamir SCA has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.39, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Altamir SCA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Altamir SCA is expected to be smaller as well. Altamir SCA right now shows a risk of 1.41%. Please confirm Altamir SCA skewness, day typical price, and the relationship between the downside variance and daily balance of power , to decide if Altamir SCA will be following its price patterns.
Auto-correlation | -0.31 |
Poor reverse predictability
Altamir SCA has poor reverse predictability. Overlapping area represents the amount of predictability between Altamir SCA time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Altamir SCA price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Altamir SCA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Altamir SCA lagged returns against current returns
Autocorrelation, which is Altamir SCA 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 Altamir SCA's stock expected returns. We can calculate the autocorrelation of Altamir SCA returns to help us make a trade decision. For example, suppose you find that Altamir SCA 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 |
Altamir SCA 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 Altamir SCA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Altamir SCA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Altamir SCA stock over time.
Current vs Lagged Prices |
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Altamir SCA Lagged Returns
When evaluating Altamir SCA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Altamir SCA stock have on its future price. Altamir SCA 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, Altamir SCA autocorrelation shows the relationship between Altamir SCA stock current value and its past values and can show if there is a momentum factor associated with investing in Altamir SCA.
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 Altamir Stock
Altamir SCA financial ratios help investors to determine whether Altamir 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 Altamir with respect to the benefits of owning Altamir SCA security.