Groupimo (France) Market Value

ALIMO Stock  EUR 0.19  0.08  29.63%   
Groupimo's market value is the price at which a share of Groupimo trades on a public exchange. It measures the collective expectations of Groupimo SA investors about its performance. Groupimo is selling at 0.19 as of the 5th of December 2024; that is 29.63% down since the beginning of the trading day. The stock's last reported lowest price was 0.19.
With this module, you can estimate the performance of a buy and hold strategy of Groupimo SA and determine expected loss or profit from investing in Groupimo over a given investment horizon. Check out Groupimo Correlation, Groupimo Volatility and Groupimo Alpha and Beta module to complement your research on Groupimo.
Symbol

Please note, there is a significant difference between Groupimo's value and its price as these two are different measures arrived at by different means. Investors typically determine if Groupimo is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Groupimo's 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.

Groupimo '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 Groupimo'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 Groupimo.
0.00
11/05/2024
No Change 0.00  0.0 
In 30 days
12/05/2024
0.00
If you would invest  0.00  in Groupimo on November 5, 2024 and sell it all today you would earn a total of 0.00 from holding Groupimo SA or generate 0.0% return on investment in Groupimo over 30 days. Groupimo is related to or competes with Integragen, Les Htels, and Moulinvest. The company is involved in asset administration, leasing and co-ownership management, and real estate management activit... More

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

Groupimo Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Groupimo's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Groupimo's standard deviation. In reality, there are many statistical measures that can use Groupimo historical prices to predict the future Groupimo's volatility.
Hype
Prediction
LowEstimatedHigh
0.010.1913.14
Details
Intrinsic
Valuation
LowRealHigh
0.010.1813.13
Details
Naive
Forecast
LowNextHigh
00.1213.07
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
0.180.240.29
Details

Groupimo SA Backtested Returns

Groupimo appears to be out of control, given 3 months investment horizon. Groupimo SA holds Efficiency (Sharpe) Ratio of 0.055, which attests that the entity had a 0.055% return per unit of risk over the last 3 months. By evaluating Groupimo's technical indicators, you can evaluate if the expected return of 0.72% is justified by implied risk. Please utilize Groupimo's Risk Adjusted Performance of 0.0494, market risk adjusted performance of (4.21), and Downside Deviation of 26.63 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Groupimo holds a performance score of 4. The company retains a Market Volatility (i.e., Beta) of -0.16, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Groupimo are expected to decrease at a much lower rate. During the bear market, Groupimo is likely to outperform the market. Please check Groupimo's treynor ratio, as well as the relationship between the semi variance and rate of daily change , to make a quick decision on whether Groupimo's current trending patterns will revert.

Auto-correlation

    
  -0.29  

Weak reverse predictability

Groupimo SA has weak reverse predictability. Overlapping area represents the amount of predictability between Groupimo time series from 5th of November 2024 to 20th of November 2024 and 20th of November 2024 to 5th 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 Groupimo SA price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current Groupimo price fluctuation can be explain by its past prices.
Correlation Coefficient-0.29
Spearman Rank Test0.62
Residual Average0.0
Price Variance0.0

Groupimo SA lagged returns against current returns

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

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

Groupimo Lagged Returns

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

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