Medincell (France) Market Value
| MEDCL Stock | EUR 14.16 0.12 0.84% |
| Symbol | Medincell |
Medincell '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 Medincell'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 Medincell.
| 01/31/2025 |
| 03/02/2025 |
If you would invest 0.00 in Medincell on January 31, 2025 and sell it all today you would earn a total of 0.00 from holding Medincell SA or generate 0.0% return on investment in Medincell over 30 days. Medincell is related to or competes with Gensight Biologics, OSE Pharma, Eurobio Scientific, Abivax SA, and Biosynex. It develops solutions based on BEPO, a technology for long-acting injectable products based on proprietary copolymers an... More
Medincell 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 Medincell'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 Medincell SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 13.91 | |||
| Value At Risk | (4.94) | |||
| Potential Upside | 5.53 |
Medincell Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Medincell's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Medincell's standard deviation. In reality, there are many statistical measures that can use Medincell historical prices to predict the future Medincell's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.34) | |||
| Total Risk Alpha | (0.23) | |||
| Treynor Ratio | 0.6035 |
Medincell SA Backtested Returns
Medincell SA has Sharpe Ratio of -0.0637, which conveys that the firm had a -0.0637 % return per unit of risk over the last 3 months. Medincell exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Medincell's Standard Deviation of 3.2, mean deviation of 2.24, and Risk Adjusted Performance of (0.07) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.55, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Medincell are expected to decrease at a much lower rate. During the bear market, Medincell is likely to outperform the market. At this point, Medincell SA has a negative expected return of -0.2%. Please make sure to verify Medincell's potential upside, and the relationship between the total risk alpha and daily balance of power , to decide if Medincell SA performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.42 |
Modest reverse predictability
Medincell SA has modest reverse predictability. Overlapping area represents the amount of predictability between Medincell time series from 31st of January 2025 to 15th of February 2025 and 15th of February 2025 to 2nd 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 Medincell SA price movement. The serial correlation of -0.42 indicates that just about 42.0% of current Medincell price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.42 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
Medincell SA lagged returns against current returns
Autocorrelation, which is Medincell 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 Medincell's stock expected returns. We can calculate the autocorrelation of Medincell returns to help us make a trade decision. For example, suppose you find that Medincell 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 |
Medincell 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 Medincell stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Medincell stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Medincell stock over time.
Current vs Lagged Prices |
| Timeline |
Medincell Lagged Returns
When evaluating Medincell's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Medincell stock have on its future price. Medincell 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, Medincell autocorrelation shows the relationship between Medincell stock current value and its past values and can show if there is a momentum factor associated with investing in Medincell 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.Additional Tools for Medincell Stock Analysis
When running Medincell's price analysis, check to measure Medincell'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 Medincell is operating at the current time. Most of Medincell's value examination focuses on studying past and present price action to predict the probability of Medincell's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Medincell's price. Additionally, you may evaluate how the addition of Medincell to your portfolios can decrease your overall portfolio volatility.