Placoplatre (France) Market Value
| MLPLC Stock | EUR 515.00 0.00 0.00% |
| Symbol | Placoplatre |
Placoplatre '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 Placoplatre'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 Placoplatre.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Placoplatre on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Placoplatre SA or generate 0.0% return on investment in Placoplatre over 90 days. Placoplatre is related to or competes with Compagnie, Foncire 7, AXA SA, Crosswood, Hermes International, and Dassault Systemes. Placoplatre SA manufactures and supplies insulation solutions for professionals and individuals More
Placoplatre 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 Placoplatre'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 Placoplatre SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.3913 | |||
| Maximum Drawdown | 3.0 |
Placoplatre Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Placoplatre's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Placoplatre's standard deviation. In reality, there are many statistical measures that can use Placoplatre historical prices to predict the future Placoplatre's volatility.| Risk Adjusted Performance | 0.0936 | |||
| Jensen Alpha | 0.0333 | |||
| Total Risk Alpha | 0.0817 | |||
| Treynor Ratio | (1.76) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Placoplatre'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.
Placoplatre SA Backtested Returns
Currently, Placoplatre SA is very steady. Placoplatre SA maintains Sharpe Ratio (i.e., Efficiency) of 0.13, which implies the firm had a 0.13 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for Placoplatre SA, which you can use to evaluate the volatility of the company. Please check Placoplatre's Risk Adjusted Performance of 0.0936, coefficient of variation of 812.4, and Variance of 0.1364 to confirm if the risk estimate we provide is consistent with the expected return of 0.0476%. Placoplatre has a performance score of 9 on a scale of 0 to 100. The company holds a Beta of -0.0202, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Placoplatre are expected to decrease at a much lower rate. During the bear market, Placoplatre is likely to outperform the market. Placoplatre SA right now holds a risk of 0.38%. Please check Placoplatre SA variance, as well as the relationship between the skewness and day typical price , to decide if Placoplatre SA will be following its historical price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Placoplatre SA has no correlation between past and present. Overlapping area represents the amount of predictability between Placoplatre 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 Placoplatre SA price movement. The serial correlation of 0.0 indicates that just 0.0% of current Placoplatre price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 54.79 |
Placoplatre SA lagged returns against current returns
Autocorrelation, which is Placoplatre 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 Placoplatre's stock expected returns. We can calculate the autocorrelation of Placoplatre returns to help us make a trade decision. For example, suppose you find that Placoplatre 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 |
Placoplatre 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 Placoplatre stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Placoplatre stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Placoplatre stock over time.
Current vs Lagged Prices |
| Timeline |
Placoplatre Lagged Returns
When evaluating Placoplatre's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Placoplatre stock have on its future price. Placoplatre 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, Placoplatre autocorrelation shows the relationship between Placoplatre stock current value and its past values and can show if there is a momentum factor associated with investing in Placoplatre 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 Placoplatre Stock Analysis
When running Placoplatre's price analysis, check to measure Placoplatre'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 Placoplatre is operating at the current time. Most of Placoplatre's value examination focuses on studying past and present price action to predict the probability of Placoplatre's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Placoplatre's price. Additionally, you may evaluate how the addition of Placoplatre to your portfolios can decrease your overall portfolio volatility.