Graines Voltz (France) Market Value

GRVO Stock  EUR 20.40  0.40  1.92%   
Graines Voltz's market value is the price at which a share of Graines Voltz trades on a public exchange. It measures the collective expectations of Graines Voltz SA investors about its performance. Graines Voltz is trading at 20.40 as of the 2nd of December 2024, a 1.92% down since the beginning of the trading day. The stock's open price was 20.8.
With this module, you can estimate the performance of a buy and hold strategy of Graines Voltz SA and determine expected loss or profit from investing in Graines Voltz over a given investment horizon. Check out Graines Voltz Correlation, Graines Voltz Volatility and Graines Voltz Alpha and Beta module to complement your research on Graines Voltz.
Symbol

Please note, there is a significant difference between Graines Voltz's value and its price as these two are different measures arrived at by different means. Investors typically determine if Graines Voltz is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Graines Voltz'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.

Graines Voltz '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 Graines Voltz'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 Graines Voltz.
0.00
12/13/2022
No Change 0.00  0.0 
In 1 year 11 months and 22 days
12/02/2024
0.00
If you would invest  0.00  in Graines Voltz on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding Graines Voltz SA or generate 0.0% return on investment in Graines Voltz over 720 days. Graines Voltz is related to or competes with Jacques Bogart, Piscines Desjoyaux, Plastiques, Robertet, and Thermador Groupe. Graines Voltz engages in distribution of flower and vegetable seeds, and young plants More

Graines Voltz 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 Graines Voltz'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 Graines Voltz SA upside and downside potential and time the market with a certain degree of confidence.

Graines Voltz Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Graines Voltz's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Graines Voltz's standard deviation. In reality, there are many statistical measures that can use Graines Voltz historical prices to predict the future Graines Voltz's volatility.
Hype
Prediction
LowEstimatedHigh
18.1920.4022.61
Details
Intrinsic
Valuation
LowRealHigh
16.0418.2520.46
Details
Naive
Forecast
LowNextHigh
18.1720.3822.59
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
20.3423.0225.70
Details

Graines Voltz SA Backtested Returns

Graines Voltz SA holds Efficiency (Sharpe) Ratio of -0.0354, which attests that the entity had a -0.0354% return per unit of standard deviation over the last 3 months. Graines Voltz SA exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Graines Voltz's risk adjusted performance of (0.04), and Market Risk Adjusted Performance of 0.3452 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.48, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Graines Voltz are expected to decrease at a much lower rate. During the bear market, Graines Voltz is likely to outperform the market. At this point, Graines Voltz SA has a negative expected return of -0.0782%. Please make sure to check out Graines Voltz's coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if Graines Voltz SA performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.79  

Good predictability

Graines Voltz SA has good predictability. Overlapping area represents the amount of predictability between Graines Voltz time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 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 Graines Voltz SA price movement. The serial correlation of 0.79 indicates that around 79.0% of current Graines Voltz price fluctuation can be explain by its past prices.
Correlation Coefficient0.79
Spearman Rank Test0.63
Residual Average0.0
Price Variance6.73

Graines Voltz SA lagged returns against current returns

Autocorrelation, which is Graines Voltz 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 Graines Voltz's stock expected returns. We can calculate the autocorrelation of Graines Voltz returns to help us make a trade decision. For example, suppose you find that Graines Voltz 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  

Graines Voltz 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 Graines Voltz stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Graines Voltz stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Graines Voltz stock over time.
   Current vs Lagged Prices   
       Timeline  

Graines Voltz Lagged Returns

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

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Other Information on Investing in Graines Stock

Graines Voltz financial ratios help investors to determine whether Graines 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 Graines with respect to the benefits of owning Graines Voltz security.