Made SA (France) Market Value
| MLMAD Stock | EUR 9.05 0.05 0.55% |
| Symbol | Made |
Made SA '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 Made SA'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 Made SA.
| 11/13/2024 |
| 12/13/2024 |
If you would invest 0.00 in Made SA on November 13, 2024 and sell it all today you would earn a total of 0.00 from holding Made SA or generate 0.0% return on investment in Made SA over 30 days. Made SA is related to or competes with Lacroix Group, NSE SA, Groupe Tera, Neotion SA, and . Made SA engages in the research, development, industrialization, marketing, and maintenance of solutions in the fields o... More
Made SA 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 Made SA'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 Made SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.28 | |||
| Information Ratio | 0.0548 | |||
| Maximum Drawdown | 30.12 | |||
| Value At Risk | (1.18) | |||
| Potential Upside | 3.23 |
Made SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Made SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Made SA's standard deviation. In reality, there are many statistical measures that can use Made SA historical prices to predict the future Made SA's volatility.| Risk Adjusted Performance | 0.0689 | |||
| Jensen Alpha | 0.4021 | |||
| Total Risk Alpha | (0.23) | |||
| Sortino Ratio | 0.0292 | |||
| Treynor Ratio | (0.36) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Made SA's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Made SA Backtested Returns
Made SA appears to be slightly risky, given 3 months investment horizon. Made SA has Sharpe Ratio of 0.0849, which conveys that the firm had a 0.0849% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Made SA, which you can use to evaluate the volatility of the firm. Please exercise Made SA's Mean Deviation of 1.3, risk adjusted performance of 0.0689, and Downside Deviation of 7.28 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Made SA holds a performance score of 6. The company secures a Beta (Market Risk) of -0.86, which conveys possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Made SA are expected to decrease slowly. On the other hand, during market turmoil, Made SA is expected to outperform it slightly. Please check Made SA's coefficient of variation, maximum drawdown, skewness, as well as the relationship between the total risk alpha and downside variance , to make a quick decision on whether Made SA's current price movements will revert.
Auto-correlation | -0.01 |
Very weak reverse predictability
Made SA has very weak reverse predictability. Overlapping area represents the amount of predictability between Made SA time series from 13th of November 2024 to 28th of November 2024 and 28th of November 2024 to 13th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Made SA price movement. The serial correlation of -0.01 indicates that just 1.0% of current Made SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Made SA lagged returns against current returns
Autocorrelation, which is Made SA 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 Made SA's stock expected returns. We can calculate the autocorrelation of Made SA returns to help us make a trade decision. For example, suppose you find that Made SA 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 |
Made SA 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 Made SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Made SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Made SA stock over time.
Current vs Lagged Prices |
| Timeline |
Made SA Lagged Returns
When evaluating Made SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Made SA stock have on its future price. Made SA 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, Made SA autocorrelation shows the relationship between Made SA stock current value and its past values and can show if there is a momentum factor associated with investing in Made SA.
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 Made Stock Analysis
When running Made SA's price analysis, check to measure Made SA'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 Made SA is operating at the current time. Most of Made SA's value examination focuses on studying past and present price action to predict the probability of Made SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Made SA's price. Additionally, you may evaluate how the addition of Made SA to your portfolios can decrease your overall portfolio volatility.