Adeunis (France) Market Value

ALARF Stock  EUR 0.88  0.02  2.22%   
Adeunis' market value is the price at which a share of Adeunis trades on a public exchange. It measures the collective expectations of Adeunis investors about its performance. Adeunis is selling at 0.88 as of the 25th of December 2024; that is 2.22 percent down since the beginning of the trading day. The stock's last reported lowest price was 0.88.
With this module, you can estimate the performance of a buy and hold strategy of Adeunis and determine expected loss or profit from investing in Adeunis over a given investment horizon. Check out Adeunis Correlation, Adeunis Volatility and Adeunis Alpha and Beta module to complement your research on Adeunis.
Symbol

Please note, there is a significant difference between Adeunis' value and its price as these two are different measures arrived at by different means. Investors typically determine if Adeunis is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Adeunis' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Adeunis '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 Adeunis' 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 Adeunis.
0.00
10/02/2023
No Change 0.00  0.0 
In 1 year 2 months and 27 days
12/25/2024
0.00
If you would invest  0.00  in Adeunis on October 2, 2023 and sell it all today you would earn a total of 0.00 from holding Adeunis or generate 0.0% return on investment in Adeunis over 450 days. Adeunis is related to or competes with DBT SA, Drone Volt, and Gaussin. Adeunis Socit anonyme manufactures and sells connected devices for Internet Of Things BtoB business sectors worldwide More

Adeunis 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 Adeunis' 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 Adeunis upside and downside potential and time the market with a certain degree of confidence.

Adeunis Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Adeunis' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Adeunis' standard deviation. In reality, there are many statistical measures that can use Adeunis historical prices to predict the future Adeunis' volatility.
Hype
Prediction
LowEstimatedHigh
0.040.8811.32
Details
Intrinsic
Valuation
LowRealHigh
0.030.6611.10
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Adeunis. Your research has to be compared to or analyzed against Adeunis' peers to derive any actionable benefits. When done correctly, Adeunis' competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Adeunis.

Adeunis Backtested Returns

Adeunis appears to be out of control, given 3 months investment horizon. Adeunis secures Sharpe Ratio (or Efficiency) of 0.0796, which signifies that the company had a 0.0796% return per unit of standard deviation over the last 3 months. By analyzing Adeunis' technical indicators, you can evaluate if the expected return of 0.83% is justified by implied risk. Please makes use of Adeunis' mean deviation of 6.38, and Risk Adjusted Performance of 0.0724 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Adeunis holds a performance score of 6. The firm shows a Beta (market volatility) of -0.5, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Adeunis are expected to decrease at a much lower rate. During the bear market, Adeunis is likely to outperform the market. Please check Adeunis' potential upside, rate of daily change, and the relationship between the sortino ratio and skewness , to make a quick decision on whether Adeunis' price patterns will revert.

Auto-correlation

    
  -0.53  

Good reverse predictability

Adeunis has good reverse predictability. Overlapping area represents the amount of predictability between Adeunis time series from 2nd of October 2023 to 14th of May 2024 and 14th of May 2024 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 Adeunis price movement. The serial correlation of -0.53 indicates that about 53.0% of current Adeunis price fluctuation can be explain by its past prices.
Correlation Coefficient-0.53
Spearman Rank Test-0.01
Residual Average0.0
Price Variance0.02

Adeunis lagged returns against current returns

Autocorrelation, which is Adeunis 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 Adeunis' stock expected returns. We can calculate the autocorrelation of Adeunis returns to help us make a trade decision. For example, suppose you find that Adeunis 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  

Adeunis 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 Adeunis stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Adeunis stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Adeunis stock over time.
   Current vs Lagged Prices   
       Timeline  

Adeunis Lagged Returns

When evaluating Adeunis' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Adeunis stock have on its future price. Adeunis 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, Adeunis autocorrelation shows the relationship between Adeunis stock current value and its past values and can show if there is a momentum factor associated with investing in Adeunis.
   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 Adeunis Stock Analysis

When running Adeunis' price analysis, check to measure Adeunis' 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 Adeunis is operating at the current time. Most of Adeunis' value examination focuses on studying past and present price action to predict the probability of Adeunis' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Adeunis' price. Additionally, you may evaluate how the addition of Adeunis to your portfolios can decrease your overall portfolio volatility.