SA Catana (France) Market Value
| CATG Stock | EUR 4.62 0.02 0.43% |
| Symbol | CATG |
SA Catana '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 SA Catana'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 SA Catana.
| 12/07/2023 |
| 12/01/2024 |
If you would invest 0.00 in SA Catana on December 7, 2023 and sell it all today you would earn a total of 0.00 from holding SA Catana Group or generate 0.0% return on investment in SA Catana over 360 days. SA Catana is related to or competes with BEBO Health, Marie Brizard, Gaztransport Technigaz, ISPD Network, Mediantechn, and Credit Agricole. SA Catana Group designs, constructs, and markets pleasure boats in France and internationally More
SA Catana 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 SA Catana'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 SA Catana Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 10.01 | |||
| Value At Risk | (2.95) | |||
| Potential Upside | 2.71 |
SA Catana Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SA Catana's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SA Catana's standard deviation. In reality, there are many statistical measures that can use SA Catana historical prices to predict the future SA Catana's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.15) | |||
| Total Risk Alpha | (0.50) | |||
| Treynor Ratio | 0.9154 |
SA Catana Group Backtested Returns
SA Catana Group retains Efficiency (Sharpe Ratio) of -0.074, which indicates the company had a -0.074% return per unit of price deviation over the last 3 months. SA Catana exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SA Catana's market risk adjusted performance of 0.9254, and Information Ratio of (0.15) to confirm the risk estimate we provide. The firm owns a Beta (Systematic Risk) of -0.19, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SA Catana are expected to decrease at a much lower rate. During the bear market, SA Catana is likely to outperform the market. At this point, SA Catana Group has a negative expected return of -0.15%. Please make sure to validate SA Catana's coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if SA Catana Group performance from the past will be repeated sooner or later.
Auto-correlation | 0.18 |
Very weak predictability
SA Catana Group has very weak predictability. Overlapping area represents the amount of predictability between SA Catana time series from 7th of December 2023 to 4th of June 2024 and 4th of June 2024 to 1st 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 SA Catana Group price movement. The serial correlation of 0.18 indicates that over 18.0% of current SA Catana price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
SA Catana Group lagged returns against current returns
Autocorrelation, which is SA Catana 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 SA Catana's stock expected returns. We can calculate the autocorrelation of SA Catana returns to help us make a trade decision. For example, suppose you find that SA Catana 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 |
SA Catana 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 SA Catana stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SA Catana stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SA Catana stock over time.
Current vs Lagged Prices |
| Timeline |
SA Catana Lagged Returns
When evaluating SA Catana's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SA Catana stock have on its future price. SA Catana 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, SA Catana autocorrelation shows the relationship between SA Catana stock current value and its past values and can show if there is a momentum factor associated with investing in SA Catana Group.
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.Other Information on Investing in CATG Stock
SA Catana financial ratios help investors to determine whether CATG 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 CATG with respect to the benefits of owning SA Catana security.