Compagnie Generale (France) Market Value
| ML Stock | EUR 34.05 0.25 0.74% |
| Symbol | Compagnie |
Compagnie Generale '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 Generale'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 Generale.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Compagnie Generale on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Compagnie Generale des or generate 0.0% return on investment in Compagnie Generale over 90 days. Compagnie Generale is related to or competes with Compagnie, Pernod Ricard, Bouygues, Vinci SA, and Danone SA. Compagnie Gnrale des tablissements Michelin Socit en commandite par actions manufactures and sells tires worldwide More
Compagnie Generale 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 Generale'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 Generale des upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.3 | |||
| Information Ratio | 0.1285 | |||
| Maximum Drawdown | 7.8 | |||
| Value At Risk | (2.29) | |||
| Potential Upside | 2.43 |
Compagnie Generale Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Compagnie Generale's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Compagnie Generale's standard deviation. In reality, there are many statistical measures that can use Compagnie Generale historical prices to predict the future Compagnie Generale's volatility.| Risk Adjusted Performance | 0.054 | |||
| Jensen Alpha | 0.0932 | |||
| Total Risk Alpha | 0.2458 | |||
| Sortino Ratio | 0.1384 | |||
| Treynor Ratio | 0.3423 |
Compagnie Generale des Backtested Returns
At this point, Compagnie Generale is very steady. Compagnie Generale des secures Sharpe Ratio (or Efficiency) of 0.0659, which signifies that the company had a 0.0659 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Compagnie Generale des, which you can use to evaluate the volatility of the firm. Please confirm Compagnie Generale's Risk Adjusted Performance of 0.054, downside deviation of 1.3, and Mean Deviation of 1.04 to double-check if the risk estimate we provide is consistent with the expected return of 0.0935%. Compagnie Generale has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.21, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Compagnie Generale's returns are expected to increase less than the market. However, during the bear market, the loss of holding Compagnie Generale is expected to be smaller as well. Compagnie Generale des right now shows a risk of 1.42%. Please confirm Compagnie Generale des value at risk, expected short fall, and the relationship between the treynor ratio and downside variance , to decide if Compagnie Generale des will be following its price patterns.
Auto-correlation | 0.57 |
Modest predictability
Compagnie Generale des has modest predictability. Overlapping area represents the amount of predictability between Compagnie Generale time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Generale des price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current Compagnie Generale price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.39 |
Compagnie Generale des lagged returns against current returns
Autocorrelation, which is Compagnie Generale 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 Generale's stock expected returns. We can calculate the autocorrelation of Compagnie Generale returns to help us make a trade decision. For example, suppose you find that Compagnie Generale 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 Generale 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 Generale stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Compagnie Generale stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Compagnie Generale stock over time.
Current vs Lagged Prices |
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Compagnie Generale Lagged Returns
When evaluating Compagnie Generale's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Compagnie Generale stock have on its future price. Compagnie Generale 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 Generale autocorrelation shows the relationship between Compagnie Generale stock current value and its past values and can show if there is a momentum factor associated with investing in Compagnie Generale des.
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 Compagnie Stock
Compagnie Generale 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 Generale security.