Valbiotis SAS (France) Market Value
| ALVAL Stock | EUR 1.39 0.02 1.46% |
| Symbol | Valbiotis |
Valbiotis SAS '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 Valbiotis SAS'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 Valbiotis SAS.
| 01/04/2023 |
| 12/24/2024 |
If you would invest 0.00 in Valbiotis SAS on January 4, 2023 and sell it all today you would earn a total of 0.00 from holding Valbiotis SAS or generate 0.0% return on investment in Valbiotis SAS over 720 days. Valbiotis SAS is related to or competes with Kalray SA, Biosynex, Eurobio Scientific, and OSE Pharma. Valbiotis SA develops nutrition solutions to prevent cardio metabolic diseases and provides nutritional support for pati... More
Valbiotis SAS 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 Valbiotis SAS'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 Valbiotis SAS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.39 | |||
| Information Ratio | 0.0299 | |||
| Maximum Drawdown | 22.03 | |||
| Value At Risk | (3.73) | |||
| Potential Upside | 7.75 |
Valbiotis SAS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Valbiotis SAS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Valbiotis SAS's standard deviation. In reality, there are many statistical measures that can use Valbiotis SAS historical prices to predict the future Valbiotis SAS's volatility.| Risk Adjusted Performance | 0.0386 | |||
| Jensen Alpha | 0.1482 | |||
| Total Risk Alpha | 0.0256 | |||
| Sortino Ratio | 0.0466 | |||
| Treynor Ratio | (0.23) |
Valbiotis SAS Backtested Returns
Currently, Valbiotis SAS is dangerous. Valbiotis SAS owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0359, which indicates the firm had a 0.0359% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Valbiotis SAS, which you can use to evaluate the volatility of the company. Please validate Valbiotis SAS's Risk Adjusted Performance of 0.0386, coefficient of variation of 2577.94, and Semi Deviation of 2.19 to confirm if the risk estimate we provide is consistent with the expected return of 0.14%. Valbiotis SAS has a performance score of 2 on a scale of 0 to 100. The entity has a beta of -0.58, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Valbiotis SAS are expected to decrease at a much lower rate. During the bear market, Valbiotis SAS is likely to outperform the market. Valbiotis SAS right now has a risk of 3.76%. Please validate Valbiotis SAS total risk alpha, expected short fall, price action indicator, as well as the relationship between the value at risk and daily balance of power , to decide if Valbiotis SAS will be following its existing price patterns.
Auto-correlation | -0.6 |
Good reverse predictability
Valbiotis SAS has good reverse predictability. Overlapping area represents the amount of predictability between Valbiotis SAS time series from 4th of January 2023 to 30th of December 2023 and 30th of December 2023 to 24th 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 Valbiotis SAS price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current Valbiotis SAS price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | -0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 1.94 |
Valbiotis SAS lagged returns against current returns
Autocorrelation, which is Valbiotis SAS 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 Valbiotis SAS's stock expected returns. We can calculate the autocorrelation of Valbiotis SAS returns to help us make a trade decision. For example, suppose you find that Valbiotis SAS 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 |
Valbiotis SAS 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 Valbiotis SAS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Valbiotis SAS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Valbiotis SAS stock over time.
Current vs Lagged Prices |
| Timeline |
Valbiotis SAS Lagged Returns
When evaluating Valbiotis SAS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Valbiotis SAS stock have on its future price. Valbiotis SAS 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, Valbiotis SAS autocorrelation shows the relationship between Valbiotis SAS stock current value and its past values and can show if there is a momentum factor associated with investing in Valbiotis SAS.
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 Valbiotis Stock Analysis
When running Valbiotis SAS's price analysis, check to measure Valbiotis SAS'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 Valbiotis SAS is operating at the current time. Most of Valbiotis SAS's value examination focuses on studying past and present price action to predict the probability of Valbiotis SAS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Valbiotis SAS's price. Additionally, you may evaluate how the addition of Valbiotis SAS to your portfolios can decrease your overall portfolio volatility.