Graines Voltz (France) Market Value
GRVO Stock | EUR 20.40 0.40 1.92% |
Symbol | Graines |
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.
12/13/2022 |
| 12/02/2024 |
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.
Information Ratio | (0.13) | |||
Maximum Drawdown | 12.93 | |||
Value At Risk | (3.18) | |||
Potential Upside | 3.63 |
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.Risk Adjusted Performance | (0.04) | |||
Jensen Alpha | (0.1) | |||
Total Risk Alpha | (0.53) | |||
Treynor Ratio | 0.3352 |
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 Coefficient | 0.79 | |
Spearman Rank Test | 0.63 | |
Residual Average | 0.0 | |
Price Variance | 6.73 |
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 |
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 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.