Groupe Sfpi (France) Market Value
| SFPI Stock | EUR 2.00 0.03 1.48% |
| Symbol | Groupe |
Groupe Sfpi '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 Groupe Sfpi'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 Groupe Sfpi.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Groupe Sfpi on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Groupe Sfpi or generate 0.0% return on investment in Groupe Sfpi over 90 days. Groupe Sfpi is related to or competes with Groupe Guillin, Stef SA, SA Catana, Jacquet Metal, and Akwel SA. GROUPE SFPI SA designs, manufactures, and markets equipment for the safety industry in Europe and internationally More
Groupe Sfpi 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 Groupe Sfpi'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 Groupe Sfpi upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.12 | |||
| Information Ratio | 0.1007 | |||
| Maximum Drawdown | 10.55 | |||
| Value At Risk | (2.42) | |||
| Potential Upside | 3.61 |
Groupe Sfpi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Groupe Sfpi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Groupe Sfpi's standard deviation. In reality, there are many statistical measures that can use Groupe Sfpi historical prices to predict the future Groupe Sfpi's volatility.| Risk Adjusted Performance | 0.0462 | |||
| Jensen Alpha | 0.079 | |||
| Total Risk Alpha | 0.3072 | |||
| Sortino Ratio | 0.0876 | |||
| Treynor Ratio | 3.34 |
Groupe Sfpi Backtested Returns
Groupe Sfpi holds Efficiency (Sharpe) Ratio of -0.0265, which attests that the entity had a -0.0265 % return per unit of risk over the last 3 months. Groupe Sfpi exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Groupe Sfpi's Market Risk Adjusted Performance of 3.35, risk adjusted performance of 0.0462, and Downside Deviation of 2.12 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.0229, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Groupe Sfpi's returns are expected to increase less than the market. However, during the bear market, the loss of holding Groupe Sfpi is expected to be smaller as well. At this point, Groupe Sfpi has a negative expected return of -0.0469%. Please make sure to check out Groupe Sfpi's total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to decide if Groupe Sfpi performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.4 |
Poor reverse predictability
Groupe Sfpi has poor reverse predictability. Overlapping area represents the amount of predictability between Groupe Sfpi 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 Groupe Sfpi price movement. The serial correlation of -0.4 indicates that just about 40.0% of current Groupe Sfpi price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.4 | |
| Spearman Rank Test | -0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Groupe Sfpi lagged returns against current returns
Autocorrelation, which is Groupe Sfpi 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 Groupe Sfpi's stock expected returns. We can calculate the autocorrelation of Groupe Sfpi returns to help us make a trade decision. For example, suppose you find that Groupe Sfpi 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 |
Groupe Sfpi 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 Groupe Sfpi stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Groupe Sfpi stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Groupe Sfpi stock over time.
Current vs Lagged Prices |
| Timeline |
Groupe Sfpi Lagged Returns
When evaluating Groupe Sfpi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Groupe Sfpi stock have on its future price. Groupe Sfpi 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, Groupe Sfpi autocorrelation shows the relationship between Groupe Sfpi stock current value and its past values and can show if there is a momentum factor associated with investing in Groupe Sfpi.
Regressed Prices |
| Timeline |
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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 Groupe Stock
Groupe Sfpi financial ratios help investors to determine whether Groupe 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 Groupe with respect to the benefits of owning Groupe Sfpi security.