Patrimoine (France) Market Value
| PAT Stock | EUR 21.20 0.10 0.47% |
| Symbol | Patrimoine |
Patrimoine '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 Patrimoine'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 Patrimoine.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Patrimoine on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Patrimoine et Commerce or generate 0.0% return on investment in Patrimoine over 90 days. Patrimoine is related to or competes with CBO Territoria, Altarea SCA, Fonciere Inea, Groupe Partouche, and Mercialys. Patrimoine et Commerce SA, a real estate company, engages in the acquisition, development, and operation of commercial r... More
Patrimoine 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 Patrimoine'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 Patrimoine et Commerce upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8938 | |||
| Information Ratio | 0.3649 | |||
| Maximum Drawdown | 3.95 | |||
| Value At Risk | (0.97) | |||
| Potential Upside | 1.05 |
Patrimoine Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Patrimoine's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Patrimoine's standard deviation. In reality, there are many statistical measures that can use Patrimoine historical prices to predict the future Patrimoine's volatility.| Risk Adjusted Performance | 0.1806 | |||
| Jensen Alpha | 0.1296 | |||
| Total Risk Alpha | 0.2074 | |||
| Sortino Ratio | 0.2636 | |||
| Treynor Ratio | 4.6 |
Patrimoine et Commerce Backtested Returns
At this point, Patrimoine is very steady. Patrimoine et Commerce maintains Sharpe Ratio (i.e., Efficiency) of 0.22, which implies the firm had a 0.22 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Patrimoine et Commerce, which you can use to evaluate the volatility of the company. Please check Patrimoine's Semi Deviation of 0.2245, coefficient of variation of 472.83, and Risk Adjusted Performance of 0.1806 to confirm if the risk estimate we provide is consistent with the expected return of 0.14%. Patrimoine has a performance score of 17 on a scale of 0 to 100. The company holds a Beta of 0.0275, which implies not very significant fluctuations relative to the market. As returns on the market increase, Patrimoine's returns are expected to increase less than the market. However, during the bear market, the loss of holding Patrimoine is expected to be smaller as well. Patrimoine et Commerce right now holds a risk of 0.62%. Please check Patrimoine et Commerce kurtosis, market facilitation index, and the relationship between the semi variance and rate of daily change , to decide if Patrimoine et Commerce will be following its historical price patterns.
Auto-correlation | 0.77 |
Good predictability
Patrimoine et Commerce has good predictability. Overlapping area represents the amount of predictability between Patrimoine time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Patrimoine et Commerce price movement. The serial correlation of 0.77 indicates that around 77.0% of current Patrimoine price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 0.29 |
Patrimoine et Commerce lagged returns against current returns
Autocorrelation, which is Patrimoine 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 Patrimoine's stock expected returns. We can calculate the autocorrelation of Patrimoine returns to help us make a trade decision. For example, suppose you find that Patrimoine 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 |
Patrimoine 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 Patrimoine stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Patrimoine stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Patrimoine stock over time.
Current vs Lagged Prices |
| Timeline |
Patrimoine Lagged Returns
When evaluating Patrimoine's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Patrimoine stock have on its future price. Patrimoine 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, Patrimoine autocorrelation shows the relationship between Patrimoine stock current value and its past values and can show if there is a momentum factor associated with investing in Patrimoine et Commerce.
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 Patrimoine Stock
Patrimoine financial ratios help investors to determine whether Patrimoine 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 Patrimoine with respect to the benefits of owning Patrimoine security.