Maison Antoine (France) Market Value
| MLMAB Stock | EUR 280.00 0.00 0.00% |
| Symbol | Maison |
Maison Antoine '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 Maison Antoine'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 Maison Antoine.
| 12/13/2024 |
| 03/13/2025 |
If you would invest 0.00 in Maison Antoine on December 13, 2024 and sell it all today you would earn a total of 0.00 from holding Maison Antoine Baud or generate 0.0% return on investment in Maison Antoine over 90 days. Maison Antoine is related to or competes with Fonciere Lyonnaise, Societe De, Acanthe Dveloppement, Blockchain Group, Orange SA, and Roche Bobois. Maison Antoine Baud Socit Anonyme operates as a real estate company in France More
Maison Antoine 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 Maison Antoine'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 Maison Antoine Baud upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.2366 | |||
| Maximum Drawdown | 22.82 | |||
| Potential Upside | 7.14 |
Maison Antoine Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Maison Antoine's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Maison Antoine's standard deviation. In reality, there are many statistical measures that can use Maison Antoine historical prices to predict the future Maison Antoine's volatility.| Risk Adjusted Performance | 0.1683 | |||
| Jensen Alpha | 0.4247 | |||
| Total Risk Alpha | 0.938 | |||
| Treynor Ratio | (0.69) |
Maison Antoine Baud Backtested Returns
Maison Antoine appears to be very steady, given 3 months investment horizon. Maison Antoine Baud has Sharpe Ratio of 0.2, which conveys that the firm had a 0.2 % return per unit of risk over the last 3 months. By analyzing Maison Antoine's technical indicators, you can evaluate if the expected return of 0.57% is justified by implied risk. Please exercise Maison Antoine's Risk Adjusted Performance of 0.1683, standard deviation of 2.74, and Mean Deviation of 1.21 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Maison Antoine holds a performance score of 15. The company secures a Beta (Market Risk) of -0.76, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Maison Antoine are expected to decrease at a much lower rate. During the bear market, Maison Antoine is likely to outperform the market. Please check Maison Antoine's information ratio, skewness, day typical price, as well as the relationship between the maximum drawdown and rate of daily change , to make a quick decision on whether Maison Antoine's current price movements will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Maison Antoine Baud has no correlation between past and present. Overlapping area represents the amount of predictability between Maison Antoine time series from 13th of December 2024 to 27th of January 2025 and 27th of January 2025 to 13th 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 Maison Antoine Baud price movement. The serial correlation of 0.0 indicates that just 0.0% of current Maison Antoine price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.99 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Maison Antoine Baud lagged returns against current returns
Autocorrelation, which is Maison Antoine 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 Maison Antoine's stock expected returns. We can calculate the autocorrelation of Maison Antoine returns to help us make a trade decision. For example, suppose you find that Maison Antoine 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 |
Maison Antoine 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 Maison Antoine stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Maison Antoine stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Maison Antoine stock over time.
Current vs Lagged Prices |
| Timeline |
Maison Antoine Lagged Returns
When evaluating Maison Antoine's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Maison Antoine stock have on its future price. Maison Antoine 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, Maison Antoine autocorrelation shows the relationship between Maison Antoine stock current value and its past values and can show if there is a momentum factor associated with investing in Maison Antoine Baud.
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.Additional Tools for Maison Stock Analysis
When running Maison Antoine's price analysis, check to measure Maison Antoine'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 Maison Antoine is operating at the current time. Most of Maison Antoine's value examination focuses on studying past and present price action to predict the probability of Maison Antoine's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Maison Antoine's price. Additionally, you may evaluate how the addition of Maison Antoine to your portfolios can decrease your overall portfolio volatility.