SQLI SA (France) Market Value
| SQI Stock | EUR 54.00 0.00 0.00% |
| Symbol | SQLI |
SQLI 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 SQLI 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 SQLI SA.
| 12/08/2023 |
| 12/02/2024 |
If you would invest 0.00 in SQLI SA on December 8, 2023 and sell it all today you would earn a total of 0.00 from holding SQLI SA or generate 0.0% return on investment in SQLI SA over 360 days. SQLI SA is related to or competes with Sword Group, Neurones, Sopra Steria, Linedata Services, and Wavestone. SQLI SA engages in digital experience and unified commerce businesses worldwide More
SQLI 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 SQLI 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 SQLI SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.88 | |||
| Information Ratio | 0.0744 | |||
| Maximum Drawdown | 37.98 | |||
| Value At Risk | (0.93) | |||
| Potential Upside | 0.9346 |
SQLI SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SQLI SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SQLI SA's standard deviation. In reality, there are many statistical measures that can use SQLI SA historical prices to predict the future SQLI SA's volatility.| Risk Adjusted Performance | 0.088 | |||
| Jensen Alpha | 0.4629 | |||
| Total Risk Alpha | (0.30) | |||
| Sortino Ratio | 0.1828 | |||
| Treynor Ratio | 7.08 |
SQLI SA Backtested Returns
SQLI SA appears to be very steady, given 3 months investment horizon. SQLI SA owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the firm had a 0.12% return per unit of volatility over the last 3 months. By evaluating SQLI SA's technical indicators, you can evaluate if the expected return of 0.54% is justified by implied risk. Please review SQLI SA's standard deviation of 4.62, and Risk Adjusted Performance of 0.088 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, SQLI SA holds a performance score of 9. The entity has a beta of 0.0666, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SQLI SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding SQLI SA is expected to be smaller as well. Please check SQLI SA's potential upside, and the relationship between the treynor ratio and expected short fall , to make a quick decision on whether SQLI SA's existing price patterns will revert.
Auto-correlation | 0.30 |
Below average predictability
SQLI SA has below average predictability. Overlapping area represents the amount of predictability between SQLI SA time series from 8th of December 2023 to 5th of June 2024 and 5th of June 2024 to 2nd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of SQLI SA price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current SQLI SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 39.15 |
SQLI SA lagged returns against current returns
Autocorrelation, which is SQLI 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 SQLI SA's stock expected returns. We can calculate the autocorrelation of SQLI SA returns to help us make a trade decision. For example, suppose you find that SQLI 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 |
SQLI 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 SQLI SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SQLI SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SQLI SA stock over time.
Current vs Lagged Prices |
| Timeline |
SQLI SA Lagged Returns
When evaluating SQLI SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SQLI SA stock have on its future price. SQLI 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, SQLI SA autocorrelation shows the relationship between SQLI SA stock current value and its past values and can show if there is a momentum factor associated with investing in SQLI 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 SQLI Stock
SQLI SA financial ratios help investors to determine whether SQLI 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 SQLI with respect to the benefits of owning SQLI SA security.