Orange SA (France) Market Value
| ORA Stock | EUR 11.82 0.03 0.25% |
| Symbol | Orange |
Orange 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 Orange 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 Orange SA.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Orange SA on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Orange SA or generate 0.0% return on investment in Orange SA over 90 days. Orange SA is related to or competes with Engie SA, AXA SA, Bouygues, Credit Agricole, and Sanofi SA. Orange S.A. provides a range of fixed telephony and mobile telecommunications, data transmission, and other value-added ... More
Orange 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 Orange 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 Orange SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5921 | |||
| Information Ratio | 0.5158 | |||
| Maximum Drawdown | 4.19 | |||
| Value At Risk | (0.97) | |||
| Potential Upside | 1.38 |
Orange SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Orange SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Orange SA's standard deviation. In reality, there are many statistical measures that can use Orange SA historical prices to predict the future Orange SA's volatility.| Risk Adjusted Performance | 0.3367 | |||
| Jensen Alpha | 0.2853 | |||
| Total Risk Alpha | 0.3886 | |||
| Sortino Ratio | 0.6761 | |||
| Treynor Ratio | (5.29) |
Orange SA Backtested Returns
Orange SA appears to be very steady, given 3 months investment horizon. Orange SA maintains Sharpe Ratio (i.e., Efficiency) of 0.44, which implies the firm had a 0.44 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Orange SA, which you can use to evaluate the volatility of the company. Please evaluate Orange SA's Standard Deviation of 0.7763, downside deviation of 0.5921, and Risk Adjusted Performance of 0.3367 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Orange SA holds a performance score of 34. The company holds a Beta of -0.0551, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Orange SA are expected to decrease at a much lower rate. During the bear market, Orange SA is likely to outperform the market. Please check Orange SA's maximum drawdown, skewness, and the relationship between the total risk alpha and downside variance , to make a quick decision on whether Orange SA's historical price patterns will revert.
Auto-correlation | 0.95 |
Excellent predictability
Orange SA has excellent predictability. Overlapping area represents the amount of predictability between Orange SA 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 Orange SA price movement. The serial correlation of 0.95 indicates that approximately 95.0% of current Orange SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.95 | |
| Spearman Rank Test | 0.91 | |
| Residual Average | 0.0 | |
| Price Variance | 0.24 |
Orange SA lagged returns against current returns
Autocorrelation, which is Orange 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 Orange SA's stock expected returns. We can calculate the autocorrelation of Orange SA returns to help us make a trade decision. For example, suppose you find that Orange 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 |
Orange 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 Orange SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Orange SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Orange SA stock over time.
Current vs Lagged Prices |
| Timeline |
Orange SA Lagged Returns
When evaluating Orange SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Orange SA stock have on its future price. Orange 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, Orange SA autocorrelation shows the relationship between Orange SA stock current value and its past values and can show if there is a momentum factor associated with investing in Orange 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 Orange Stock
Orange SA financial ratios help investors to determine whether Orange 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 Orange with respect to the benefits of owning Orange SA security.