Lagardere SCA (France) Market Value
| MMB Stock | EUR 20.85 0.25 1.21% |
| Symbol | Lagardere |
Lagardere SCA '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 Lagardere SCA'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 Lagardere SCA.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Lagardere SCA on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Lagardere SCA or generate 0.0% return on investment in Lagardere SCA over 90 days. Lagardere SCA is related to or competes with Television Francaise, Publicis Groupe, Bouygues, Accor S, and Vivendi SA. Lagardere SA engages in content publishing, production, broadcasting, and distribution businesses worldwide More
Lagardere SCA 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 Lagardere SCA'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 Lagardere SCA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.3 | |||
| Information Ratio | 0.0654 | |||
| Maximum Drawdown | 12.35 | |||
| Value At Risk | (1.87) | |||
| Potential Upside | 1.98 |
Lagardere SCA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lagardere SCA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lagardere SCA's standard deviation. In reality, there are many statistical measures that can use Lagardere SCA historical prices to predict the future Lagardere SCA's volatility.| Risk Adjusted Performance | 0.0098 | |||
| Jensen Alpha | 0.0539 | |||
| Total Risk Alpha | 0.2074 | |||
| Sortino Ratio | 0.0836 | |||
| Treynor Ratio | (0.0009) |
Lagardere SCA Backtested Returns
At this point, Lagardere SCA is very steady. Lagardere SCA has Sharpe Ratio of 0.0387, which conveys that the firm had a 0.0387 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Lagardere SCA, which you can use to evaluate the volatility of the firm. Please verify Lagardere SCA's Risk Adjusted Performance of 0.0098, mean deviation of 1.02, and Downside Deviation of 1.3 to check out if the risk estimate we provide is consistent with the expected return of 0.0629%. Lagardere SCA has a performance score of 3 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.5, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Lagardere SCA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lagardere SCA is expected to be smaller as well. Lagardere SCA right now secures a risk of 1.62%. Please verify Lagardere SCA standard deviation, value at risk, kurtosis, as well as the relationship between the sortino ratio and semi variance , to decide if Lagardere SCA will be following its current price movements.
Auto-correlation | 0.34 |
Below average predictability
Lagardere SCA has below average predictability. Overlapping area represents the amount of predictability between Lagardere SCA 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 Lagardere SCA price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Lagardere SCA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.58 |
Lagardere SCA lagged returns against current returns
Autocorrelation, which is Lagardere SCA 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 Lagardere SCA's stock expected returns. We can calculate the autocorrelation of Lagardere SCA returns to help us make a trade decision. For example, suppose you find that Lagardere SCA 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 |
Lagardere SCA 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 Lagardere SCA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lagardere SCA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lagardere SCA stock over time.
Current vs Lagged Prices |
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Lagardere SCA Lagged Returns
When evaluating Lagardere SCA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lagardere SCA stock have on its future price. Lagardere SCA 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, Lagardere SCA autocorrelation shows the relationship between Lagardere SCA stock current value and its past values and can show if there is a momentum factor associated with investing in Lagardere SCA.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in Lagardere Stock
Lagardere SCA financial ratios help investors to determine whether Lagardere Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Lagardere with respect to the benefits of owning Lagardere SCA security.