Tonnellerie Francois (France) Market Value
| TFF Stock | EUR 43.80 0.90 2.01% |
| Symbol | Tonnellerie |
Tonnellerie Francois '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 Tonnellerie Francois' 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 Tonnellerie Francois.
| 03/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in Tonnellerie Francois on March 25, 2024 and sell it all today you would earn a total of 0.00 from holding Tonnellerie Francois Freres or generate 0.0% return on investment in Tonnellerie Francois over 30 days. Tonnellerie Francois is related to or competes with Moulinvest, Poujoulat, Delfingen, Jacquet Metal, and Clasquin. TFF Group manufactures and distributes barrels and wood products for the aging of wines and alcohols in Western Europe, ... More
Tonnellerie Francois 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 Tonnellerie Francois' 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 Tonnellerie Francois Freres upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.36 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 6.29 | |||
| Value At Risk | (1.97) | |||
| Potential Upside | 1.33 |
Tonnellerie Francois Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tonnellerie Francois' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tonnellerie Francois' standard deviation. In reality, there are many statistical measures that can use Tonnellerie Francois historical prices to predict the future Tonnellerie Francois' volatility.| Risk Adjusted Performance | 0.0098 | |||
| Jensen Alpha | 0.0147 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.0024 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Tonnellerie Francois' 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.
Tonnellerie Francois Backtested Returns
We consider Tonnellerie Francois very steady. Tonnellerie Francois owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.025, which indicates the firm had a 0.025% return per unit of risk over the last 3 months. We have found thirty technical indicators for Tonnellerie Francois Freres, which you can use to evaluate the volatility of the company. Please validate Tonnellerie Francois' Risk Adjusted Performance of 0.0098, semi deviation of 1.16, and Coefficient Of Variation of 11675.24 to confirm if the risk estimate we provide is consistent with the expected return of 0.0282%. Tonnellerie Francois has a performance score of 1 on a scale of 0 to 100. The entity has a beta of -0.18, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Tonnellerie Francois are expected to decrease at a much lower rate. During the bear market, Tonnellerie Francois is likely to outperform the market. Tonnellerie Francois right now has a risk of 1.13%. Please validate Tonnellerie Francois expected short fall, day median price, and the relationship between the potential upside and accumulation distribution , to decide if Tonnellerie Francois will be following its existing price patterns.
Auto-correlation | 0.75 |
Good predictability
Tonnellerie Francois Freres has good predictability. Overlapping area represents the amount of predictability between Tonnellerie Francois time series from 25th of March 2024 to 9th of April 2024 and 9th of April 2024 to 24th of April 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 Tonnellerie Francois price movement. The serial correlation of 0.75 indicates that around 75.0% of current Tonnellerie Francois price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.75 | |
| Spearman Rank Test | 0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
Tonnellerie Francois lagged returns against current returns
Autocorrelation, which is Tonnellerie Francois 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 Tonnellerie Francois' stock expected returns. We can calculate the autocorrelation of Tonnellerie Francois returns to help us make a trade decision. For example, suppose you find that Tonnellerie Francois 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 |
Tonnellerie Francois 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 Tonnellerie Francois stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tonnellerie Francois stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tonnellerie Francois stock over time.
Current vs Lagged Prices |
| Timeline |
Tonnellerie Francois Lagged Returns
When evaluating Tonnellerie Francois' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tonnellerie Francois stock have on its future price. Tonnellerie Francois 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, Tonnellerie Francois autocorrelation shows the relationship between Tonnellerie Francois stock current value and its past values and can show if there is a momentum factor associated with investing in Tonnellerie Francois Freres.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Tonnellerie Francois in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Tonnellerie Francois' short interest history, or implied volatility extrapolated from Tonnellerie Francois options trading.
Currently Active Assets on Macroaxis
Check out Tonnellerie Francois Correlation, Tonnellerie Francois Volatility and Tonnellerie Francois Alpha and Beta module to complement your research on Tonnellerie Francois. Note that the Tonnellerie Francois information on this page should be used as a complementary analysis to other Tonnellerie Francois' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
Complementary Tools for Tonnellerie Stock analysis
When running Tonnellerie Francois' price analysis, check to measure Tonnellerie Francois' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Tonnellerie Francois is operating at the current time. Most of Tonnellerie Francois' value examination focuses on studying past and present price action to predict the probability of Tonnellerie Francois' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Tonnellerie Francois' price. Additionally, you may evaluate how the addition of Tonnellerie Francois to your portfolios can decrease your overall portfolio volatility.
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Tonnellerie Francois technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.