La Savonnerie (France) Market Value
| MLSDN Stock | EUR 29.80 0.00 0.00% |
| Symbol | MLSDN |
La Savonnerie '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 La Savonnerie'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 La Savonnerie.
| 11/02/2024 |
| 12/02/2024 |
If you would invest 0.00 in La Savonnerie on November 2, 2024 and sell it all today you would earn a total of 0.00 from holding La Savonnerie de or generate 0.0% return on investment in La Savonnerie over 30 days. La Savonnerie is related to or competes with Poulaillon, Poujoulat, Trilogiq, Sergeferrari, and Malteries Franco. SAVONNERIE NYONS is traded on Paris Stock Exchange in France. More
La Savonnerie 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 La Savonnerie'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 La Savonnerie de upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0266 | |||
| Maximum Drawdown | 34.78 | |||
| Value At Risk | (6.67) | |||
| Potential Upside | 11.11 |
La Savonnerie Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for La Savonnerie's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as La Savonnerie's standard deviation. In reality, there are many statistical measures that can use La Savonnerie historical prices to predict the future La Savonnerie's volatility.| Risk Adjusted Performance | 0.0507 | |||
| Jensen Alpha | 0.232 | |||
| Total Risk Alpha | (0.54) | |||
| Treynor Ratio | 1.42 |
La Savonnerie de Backtested Returns
La Savonnerie appears to be not too volatile, given 3 months investment horizon. La Savonnerie de retains Efficiency (Sharpe Ratio) of 0.0442, which conveys that the firm had a 0.0442% return per unit of price deviation over the last 3 months. We have found eighteen technical indicators for La Savonnerie, which you can use to evaluate the volatility of the firm. Please exercise La Savonnerie's Mean Deviation of 1.97, information ratio of 0.0266, and Market Risk Adjusted Performance of 1.43 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, La Savonnerie holds a performance score of 3. The company owns a Beta (Systematic Risk) of 0.18, which conveys not very significant fluctuations relative to the market. As returns on the market increase, La Savonnerie's returns are expected to increase less than the market. However, during the bear market, the loss of holding La Savonnerie is expected to be smaller as well. Please check La Savonnerie's market risk adjusted performance, information ratio, as well as the relationship between the Information Ratio and skewness , to make a quick decision on whether La Savonnerie's current price history will revert.
Auto-correlation | 0.00 |
No correlation between past and present
La Savonnerie de has no correlation between past and present. Overlapping area represents the amount of predictability between La Savonnerie time series from 2nd of November 2024 to 17th of November 2024 and 17th of November 2024 to 2nd 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 La Savonnerie de price movement. The serial correlation of 0.0 indicates that just 0.0% of current La Savonnerie price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
La Savonnerie de lagged returns against current returns
Autocorrelation, which is La Savonnerie 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 La Savonnerie's stock expected returns. We can calculate the autocorrelation of La Savonnerie returns to help us make a trade decision. For example, suppose you find that La Savonnerie 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 |
La Savonnerie 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 La Savonnerie stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if La Savonnerie stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in La Savonnerie stock over time.
Current vs Lagged Prices |
| Timeline |
La Savonnerie Lagged Returns
When evaluating La Savonnerie's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of La Savonnerie stock have on its future price. La Savonnerie 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, La Savonnerie autocorrelation shows the relationship between La Savonnerie stock current value and its past values and can show if there is a momentum factor associated with investing in La Savonnerie de.
Regressed Prices |
| Timeline |
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When running La Savonnerie's price analysis, check to measure La Savonnerie'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 La Savonnerie is operating at the current time. Most of La Savonnerie's value examination focuses on studying past and present price action to predict the probability of La Savonnerie's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move La Savonnerie's price. Additionally, you may evaluate how the addition of La Savonnerie to your portfolios can decrease your overall portfolio volatility.