Bollor Se Stock Market Value
| BOIVF Stock | USD 5.95 0.24 3.88% |
| Symbol | Bolloré |
Bolloré SE '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 Bolloré SE's pink sheet 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 Bolloré SE.
| 12/08/2023 |
| 12/02/2024 |
If you would invest 0.00 in Bolloré SE on December 8, 2023 and sell it all today you would earn a total of 0.00 from holding Bollor SE or generate 0.0% return on investment in Bolloré SE over 360 days. Bolloré SE is related to or competes with Universal Music, Reading International, Warner Music, Atlanta Braves, Madison Square, Liberty Media, and Liberty Media. Bollor SE engages in the transportation and logistics, communications, and electricity storage solutions businesses in A... More
Bolloré SE 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 Bolloré SE's pink sheet 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 Bollor SE upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 8.34 | |||
| Value At Risk | (2.92) | |||
| Potential Upside | 3.37 |
Bolloré SE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bolloré SE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bolloré SE's standard deviation. In reality, there are many statistical measures that can use Bolloré SE historical prices to predict the future Bolloré SE's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.36) | |||
| Treynor Ratio | (0.07) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Bolloré SE's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Bolloré SE Backtested Returns
Bolloré SE secures Sharpe Ratio (or Efficiency) of -0.0127, which signifies that the company had a -0.0127% return per unit of risk over the last 3 months. Bollor SE exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bolloré SE's Mean Deviation of 1.53, risk adjusted performance of (0.01), and Standard Deviation of 1.91 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.66, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Bolloré SE's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bolloré SE is expected to be smaller as well. At this point, Bolloré SE has a negative expected return of -0.0244%. Please make sure to confirm Bolloré SE's treynor ratio, as well as the relationship between the kurtosis and day median price , to decide if Bolloré SE performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.17 |
Very weak predictability
Bollor SE has very weak predictability. Overlapping area represents the amount of predictability between Bolloré SE time series from 8th of December 2023 to 5th of June 2024 and 5th of June 2024 to 2nd 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 Bolloré SE price movement. The serial correlation of 0.17 indicates that over 17.0% of current Bolloré SE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.17 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Bolloré SE lagged returns against current returns
Autocorrelation, which is Bolloré SE pink sheet'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 Bolloré SE's pink sheet expected returns. We can calculate the autocorrelation of Bolloré SE returns to help us make a trade decision. For example, suppose you find that Bolloré SE has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Bolloré SE 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 Bolloré SE pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bolloré SE pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bolloré SE pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Bolloré SE Lagged Returns
When evaluating Bolloré SE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bolloré SE pink sheet have on its future price. Bolloré SE 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, Bolloré SE autocorrelation shows the relationship between Bolloré SE pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Bollor SE.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Bolloré Pink Sheet
Bolloré SE financial ratios help investors to determine whether Bolloré Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Bolloré with respect to the benefits of owning Bolloré SE security.