Imerys SA (France) Market Value
| NK Stock | EUR 32.12 0.32 1.01% |
| Symbol | Imerys |
Imerys 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 Imerys 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 Imerys SA.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Imerys SA on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Imerys SA or generate 0.0% return on investment in Imerys SA over 90 days. Imerys SA is related to or competes with Rubis SCA, Eramet SA, Nexity, Compagnie, and Socit BIC. Imerys S.A. provides mineral-based specialty solutions for various industries worldwide More
Imerys 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 Imerys 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 Imerys SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.16 | |||
| Information Ratio | 0.1089 | |||
| Maximum Drawdown | 16.41 | |||
| Value At Risk | (3.69) | |||
| Potential Upside | 5.4 |
Imerys SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Imerys SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Imerys SA's standard deviation. In reality, there are many statistical measures that can use Imerys SA historical prices to predict the future Imerys SA's volatility.| Risk Adjusted Performance | 0.0712 | |||
| Jensen Alpha | 0.231 | |||
| Total Risk Alpha | 0.5532 | |||
| Sortino Ratio | 0.1429 | |||
| Treynor Ratio | 0.677 |
Imerys SA Backtested Returns
Imerys SA appears to be very steady, given 3 months investment horizon. Imerys SA holds Efficiency (Sharpe) Ratio of 0.087, which attests that the entity had a 0.087 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Imerys SA, which you can use to evaluate the volatility of the firm. Please utilize Imerys SA's Downside Deviation of 2.16, market risk adjusted performance of 0.687, and Risk Adjusted Performance of 0.0712 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Imerys SA holds a performance score of 6. The company retains a Market Volatility (i.e., Beta) of 0.29, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Imerys SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Imerys SA is expected to be smaller as well. Please check Imerys SA's coefficient of variation, sortino ratio, potential upside, as well as the relationship between the jensen alpha and maximum drawdown , to make a quick decision on whether Imerys SA's current trending patterns will revert.
Auto-correlation | -0.37 |
Poor reverse predictability
Imerys SA has poor reverse predictability. Overlapping area represents the amount of predictability between Imerys SA time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Imerys SA price movement. The serial correlation of -0.37 indicates that just about 37.0% of current Imerys SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.37 | |
| Spearman Rank Test | -0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 4.64 |
Imerys SA lagged returns against current returns
Autocorrelation, which is Imerys 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 Imerys SA's stock expected returns. We can calculate the autocorrelation of Imerys SA returns to help us make a trade decision. For example, suppose you find that Imerys 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 |
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Imerys 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 Imerys SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Imerys SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Imerys SA stock over time.
Current vs Lagged Prices |
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Imerys SA Lagged Returns
When evaluating Imerys SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Imerys SA stock have on its future price. Imerys 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, Imerys SA autocorrelation shows the relationship between Imerys SA stock current value and its past values and can show if there is a momentum factor associated with investing in Imerys SA.
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 Imerys Stock
Imerys SA financial ratios help investors to determine whether Imerys 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 Imerys with respect to the benefits of owning Imerys SA security.