Adomos SA (France) Market Value
| ALADO Stock | EUR 0.0002 0.00 0.00% |
| Symbol | Adomos |
Adomos 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 Adomos 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 Adomos SA.
| 01/05/2023 |
| 12/25/2024 |
If you would invest 0.00 in Adomos SA on January 5, 2023 and sell it all today you would earn a total of 0.00 from holding Adomos SA or generate 0.0% return on investment in Adomos SA over 720 days. Adomos SA is related to or competes with TotalEnergies, LVMH Mot, Christian Dior, BNP Paribas, Bouygues, Sanofi SA, and Itissalat. Adomos S.A. distributes investment real estate assets through the Internet in France More
Adomos 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 Adomos 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 Adomos SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0515 | |||
| Maximum Drawdown | 150.0 |
Adomos SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Adomos SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Adomos SA's standard deviation. In reality, there are many statistical measures that can use Adomos SA historical prices to predict the future Adomos SA's volatility.| Risk Adjusted Performance | 0.0532 | |||
| Jensen Alpha | 0.6862 | |||
| Total Risk Alpha | 0.1461 | |||
| Treynor Ratio | 0.4229 |
Adomos SA Backtested Returns
Adomos SA appears to be out of control, given 3 months investment horizon. Adomos SA secures Sharpe Ratio (or Efficiency) of 0.0556, which signifies that the company had a 0.0556% return per unit of risk over the last 3 months. By analyzing Adomos SA's technical indicators, you can evaluate if the expected return of 0.78% is justified by implied risk. Please makes use of Adomos SA's Mean Deviation of 3.01, risk adjusted performance of 0.0532, and Standard Deviation of 13.85 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Adomos SA holds a performance score of 4. The firm shows a Beta (market volatility) of 1.77, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Adomos SA will likely underperform. Please check Adomos SA's variance, skewness, as well as the relationship between the Skewness and day typical price , to make a quick decision on whether Adomos SA's price patterns will revert.
Auto-correlation | 0.94 |
Excellent predictability
Adomos SA has excellent predictability. Overlapping area represents the amount of predictability between Adomos SA time series from 5th of January 2023 to 31st of December 2023 and 31st of December 2023 to 25th 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 Adomos SA price movement. The serial correlation of 0.94 indicates that approximately 94.0% of current Adomos SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.94 | |
| Spearman Rank Test | 0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Adomos SA lagged returns against current returns
Autocorrelation, which is Adomos 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 Adomos SA's stock expected returns. We can calculate the autocorrelation of Adomos SA returns to help us make a trade decision. For example, suppose you find that Adomos 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 |
Adomos 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 Adomos SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Adomos SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Adomos SA stock over time.
Current vs Lagged Prices |
| Timeline |
Adomos SA Lagged Returns
When evaluating Adomos SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Adomos SA stock have on its future price. Adomos 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, Adomos SA autocorrelation shows the relationship between Adomos SA stock current value and its past values and can show if there is a momentum factor associated with investing in Adomos SA.
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.Additional Tools for Adomos Stock Analysis
When running Adomos SA's price analysis, check to measure Adomos SA's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Adomos SA is operating at the current time. Most of Adomos SA's value examination focuses on studying past and present price action to predict the probability of Adomos SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Adomos SA's price. Additionally, you may evaluate how the addition of Adomos SA to your portfolios can decrease your overall portfolio volatility.