Mr Bricolage (France) Market Value
| ALMRB Stock | EUR 7.38 0.10 1.34% |
| Symbol | ALMRB |
Mr Bricolage '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 Mr Bricolage'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 Mr Bricolage.
| 06/15/2024 |
| 12/12/2024 |
If you would invest 0.00 in Mr Bricolage on June 15, 2024 and sell it all today you would earn a total of 0.00 from holding Mr Bricolage or generate 0.0% return on investment in Mr Bricolage over 180 days. Mr Bricolage is related to or competes with Centrale DAchat, Roche Bobois, Piscines Desjoyaux, Vente Unique, and SA Catana. Bricolage SA engages in the renovation and embellishment of houses and gardens More
Mr Bricolage 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 Mr Bricolage'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 Mr Bricolage upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 12.45 | |||
| Value At Risk | (1.79) | |||
| Potential Upside | 1.56 |
Mr Bricolage Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mr Bricolage's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mr Bricolage's standard deviation. In reality, there are many statistical measures that can use Mr Bricolage historical prices to predict the future Mr Bricolage's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.32) | |||
| Treynor Ratio | 2.89 |
Mr Bricolage Backtested Returns
Mr Bricolage retains Efficiency (Sharpe Ratio) of -0.0487, which conveys that the firm had a -0.0487% return per unit of price deviation over the last 3 months. Mr Bricolage exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mr Bricolage's Mean Deviation of 1.03, information ratio of (0.11), and Market Risk Adjusted Performance of 2.9 to check out the risk estimate we provide. The company owns a Beta (Systematic Risk) of -0.0229, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Mr Bricolage are expected to decrease at a much lower rate. During the bear market, Mr Bricolage is likely to outperform the market. At this point, Mr Bricolage has a negative expected return of -0.0781%. Please make sure to verify Mr Bricolage's maximum drawdown, rate of daily change, and the relationship between the jensen alpha and kurtosis , to decide if Mr Bricolage performance from the past will be repeated in the future.
Auto-correlation | 0.62 |
Good predictability
Mr Bricolage has good predictability. Overlapping area represents the amount of predictability between Mr Bricolage time series from 15th of June 2024 to 13th of September 2024 and 13th of September 2024 to 12th 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 Mr Bricolage price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current Mr Bricolage price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.62 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Mr Bricolage lagged returns against current returns
Autocorrelation, which is Mr Bricolage 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 Mr Bricolage's stock expected returns. We can calculate the autocorrelation of Mr Bricolage returns to help us make a trade decision. For example, suppose you find that Mr Bricolage 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 |
Mr Bricolage 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 Mr Bricolage stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mr Bricolage stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mr Bricolage stock over time.
Current vs Lagged Prices |
| Timeline |
Mr Bricolage Lagged Returns
When evaluating Mr Bricolage's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mr Bricolage stock have on its future price. Mr Bricolage 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, Mr Bricolage autocorrelation shows the relationship between Mr Bricolage stock current value and its past values and can show if there is a momentum factor associated with investing in Mr Bricolage.
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 ALMRB Stock Analysis
When running Mr Bricolage's price analysis, check to measure Mr Bricolage'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 Mr Bricolage is operating at the current time. Most of Mr Bricolage's value examination focuses on studying past and present price action to predict the probability of Mr Bricolage's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mr Bricolage's price. Additionally, you may evaluate how the addition of Mr Bricolage to your portfolios can decrease your overall portfolio volatility.