Socit Htelire (France) Market Value
| MLHIN Stock | EUR 216.00 12.00 5.88% |
| Symbol | Socit |
Socit Htelire '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 Socit Htelire'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 Socit Htelire.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Socit Htelire on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Socit Htelire et or generate 0.0% return on investment in Socit Htelire over 90 days. Socit Htelire is related to or competes with Entech SE, X Fab, Technip Energies, Kaufman Et, Exail Technologies, and Hotelim Socit. Socit Htelire et Immobilire de Nice S.A. provides all the facilities of a hotel More
Socit Htelire 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 Socit Htelire'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 Socit Htelire et upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1211 | |||
| Maximum Drawdown | 15.28 | |||
| Potential Upside | 1.98 |
Socit Htelire Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Socit Htelire's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Socit Htelire's standard deviation. In reality, there are many statistical measures that can use Socit Htelire historical prices to predict the future Socit Htelire's volatility.| Risk Adjusted Performance | 0.0663 | |||
| Jensen Alpha | 0.11 | |||
| Total Risk Alpha | 0.3669 | |||
| Treynor Ratio | (0.91) |
Socit Htelire et Backtested Returns
Currently, Socit Htelire et is very steady. Socit Htelire et owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0715, which indicates the firm had a 0.0715 % return per unit of risk over the last 3 months. We have found twenty technical indicators for Socit Htelire et, which you can use to evaluate the volatility of the company. Please validate Socit Htelire's Coefficient Of Variation of 1431.95, variance of 3.73, and Risk Adjusted Performance of 0.0663 to confirm if the risk estimate we provide is consistent with the expected return of 0.14%. Socit Htelire has a performance score of 5 on a scale of 0 to 100. The entity has a beta of -0.14, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Socit Htelire are expected to decrease at a much lower rate. During the bear market, Socit Htelire is likely to outperform the market. Socit Htelire et right now has a risk of 1.98%. Please validate Socit Htelire jensen alpha, as well as the relationship between the daily balance of power and period momentum indicator , to decide if Socit Htelire will be following its existing price patterns.
Auto-correlation | 0.34 |
Below average predictability
Socit Htelire et has below average predictability. Overlapping area represents the amount of predictability between Socit Htelire 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 Socit Htelire et price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Socit Htelire price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 35.38 |
Socit Htelire et lagged returns against current returns
Autocorrelation, which is Socit Htelire 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 Socit Htelire's stock expected returns. We can calculate the autocorrelation of Socit Htelire returns to help us make a trade decision. For example, suppose you find that Socit Htelire 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 |
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Socit Htelire 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 Socit Htelire stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Socit Htelire stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Socit Htelire stock over time.
Current vs Lagged Prices |
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Socit Htelire Lagged Returns
When evaluating Socit Htelire's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Socit Htelire stock have on its future price. Socit Htelire 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, Socit Htelire autocorrelation shows the relationship between Socit Htelire stock current value and its past values and can show if there is a momentum factor associated with investing in Socit Htelire et.
Regressed Prices |
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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.Additional Tools for Socit Stock Analysis
When running Socit Htelire's price analysis, check to measure Socit Htelire'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 Socit Htelire is operating at the current time. Most of Socit Htelire's value examination focuses on studying past and present price action to predict the probability of Socit Htelire's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Socit Htelire's price. Additionally, you may evaluate how the addition of Socit Htelire to your portfolios can decrease your overall portfolio volatility.