Bonduelle SCA (France) Market Value
| BON Stock | EUR 6.23 0.03 0.48% |
| Symbol | Bonduelle |
Bonduelle SCA '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 Bonduelle SCA'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 Bonduelle SCA.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in Bonduelle SCA on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding Bonduelle SCA or generate 0.0% return on investment in Bonduelle SCA over 540 days. Bonduelle SCA is related to or competes with Socit BIC, Bnteau SA, Casino Guichard, and SEB SA. Bonduelle SA produces and sells vegetables and fruits in Europe and internationally More
Bonduelle SCA 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 Bonduelle SCA'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 Bonduelle SCA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 11.31 | |||
| Value At Risk | (2.92) | |||
| Potential Upside | 2.39 |
Bonduelle SCA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bonduelle SCA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bonduelle SCA's standard deviation. In reality, there are many statistical measures that can use Bonduelle SCA historical prices to predict the future Bonduelle SCA's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.36) | |||
| Treynor Ratio | (2.35) |
Bonduelle SCA Backtested Returns
Bonduelle SCA secures Sharpe Ratio (or Efficiency) of -0.0756, which signifies that the company had a -0.0756% return per unit of risk over the last 3 months. Bonduelle SCA exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bonduelle SCA's Mean Deviation of 1.17, risk adjusted performance of (0.04), and Standard Deviation of 1.71 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.044, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bonduelle SCA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bonduelle SCA is expected to be smaller as well. At this point, Bonduelle SCA has a negative expected return of -0.13%. Please make sure to confirm Bonduelle SCA's skewness, and the relationship between the treynor ratio and daily balance of power , to decide if Bonduelle SCA performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.65 |
Good predictability
Bonduelle SCA has good predictability. Overlapping area represents the amount of predictability between Bonduelle SCA time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 to 29th of November 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 Bonduelle SCA price movement. The serial correlation of 0.65 indicates that roughly 65.0% of current Bonduelle SCA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.65 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.42 |
Bonduelle SCA lagged returns against current returns
Autocorrelation, which is Bonduelle SCA 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 Bonduelle SCA's stock expected returns. We can calculate the autocorrelation of Bonduelle SCA returns to help us make a trade decision. For example, suppose you find that Bonduelle SCA 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 |
Bonduelle SCA 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 Bonduelle SCA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bonduelle SCA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bonduelle SCA stock over time.
Current vs Lagged Prices |
| Timeline |
Bonduelle SCA Lagged Returns
When evaluating Bonduelle SCA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bonduelle SCA stock have on its future price. Bonduelle SCA 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, Bonduelle SCA autocorrelation shows the relationship between Bonduelle SCA stock current value and its past values and can show if there is a momentum factor associated with investing in Bonduelle SCA.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in Bonduelle Stock
Bonduelle SCA financial ratios help investors to determine whether Bonduelle Stock 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 Bonduelle with respect to the benefits of owning Bonduelle SCA security.