Neolife SA (France) Market Value

ALNLF Stock  EUR 0.06  0.0009  1.45%   
Neolife SA's market value is the price at which a share of Neolife SA trades on a public exchange. It measures the collective expectations of Neolife SA investors about its performance. Neolife SA is selling at 0.0629 as of the 25th of December 2024; that is 1.45% up since the beginning of the trading day. The stock's last reported lowest price was 0.062.
With this module, you can estimate the performance of a buy and hold strategy of Neolife SA and determine expected loss or profit from investing in Neolife SA over a given investment horizon. Check out Neolife SA Correlation, Neolife SA Volatility and Neolife SA Alpha and Beta module to complement your research on Neolife SA.
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Please note, there is a significant difference between Neolife SA's value and its price as these two are different measures arrived at by different means. Investors typically determine if Neolife SA is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Neolife SA'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.

Neolife 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 Neolife 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 Neolife SA.
0.00
11/25/2024
No Change 0.00  0.0 
In 30 days
12/25/2024
0.00
If you would invest  0.00  in Neolife SA on November 25, 2024 and sell it all today you would earn a total of 0.00 from holding Neolife SA or generate 0.0% return on investment in Neolife SA over 30 days. Neolife SA is related to or competes with Thermador Groupe, Rubis SCA, Vicat SA, and Trigano SA. Its solutions enable architects, landscapists, design offices, and building technicians to meet environmental specificat... More

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

Neolife SA Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Neolife SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Neolife SA's standard deviation. In reality, there are many statistical measures that can use Neolife SA historical prices to predict the future Neolife SA's volatility.
Hype
Prediction
LowEstimatedHigh
0.000.062.88
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Intrinsic
Valuation
LowRealHigh
0.000.052.87
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Please note, it is not enough to conduct a financial or market analysis of a single entity such as Neolife SA. Your research has to be compared to or analyzed against Neolife SA's peers to derive any actionable benefits. When done correctly, Neolife SA's 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 Neolife SA.

Neolife SA Backtested Returns

Currently, Neolife SA is out of control. Neolife SA has Sharpe Ratio of 0.0172, which conveys that the firm had a 0.0172% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Neolife SA, which you can use to evaluate the volatility of the firm. Please verify Neolife SA's Downside Deviation of 2.54, risk adjusted performance of 0.0186, and Mean Deviation of 1.95 to check out if the risk estimate we provide is consistent with the expected return of 0.0485%. Neolife SA has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.68, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Neolife SA are expected to decrease at a much lower rate. During the bear market, Neolife SA is likely to outperform the market. Neolife SA right now secures a risk of 2.82%. Please verify Neolife SA sortino ratio, skewness, period momentum indicator, as well as the relationship between the potential upside and rate of daily change , to decide if Neolife SA will be following its current price movements.

Auto-correlation

    
  0.30  

Below average predictability

Neolife SA has below average predictability. Overlapping area represents the amount of predictability between Neolife SA time series from 25th of November 2024 to 10th of December 2024 and 10th of December 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 Neolife SA price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current Neolife SA price fluctuation can be explain by its past prices.
Correlation Coefficient0.3
Spearman Rank Test0.29
Residual Average0.0
Price Variance0.0

Neolife SA lagged returns against current returns

Autocorrelation, which is Neolife 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 Neolife SA's stock expected returns. We can calculate the autocorrelation of Neolife SA returns to help us make a trade decision. For example, suppose you find that Neolife 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   
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Neolife 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 Neolife SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Neolife SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Neolife SA stock over time.
   Current vs Lagged Prices   
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Neolife SA Lagged Returns

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

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Additional Tools for Neolife Stock Analysis

When running Neolife SA's price analysis, check to measure Neolife 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 Neolife SA is operating at the current time. Most of Neolife SA's value examination focuses on studying past and present price action to predict the probability of Neolife 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 Neolife SA's price. Additionally, you may evaluate how the addition of Neolife SA to your portfolios can decrease your overall portfolio volatility.