Orange Sa Adr Stock Market Value
| ORAN Stock | USD 11.61 0.12 1.04% |
| Symbol | Orange |
Orange SA ADR Price To Book Ratio
Is Orange SA's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Orange SA. If investors know Orange will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Orange SA listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.933 | Dividend Share 0.72 | Earnings Share 0.93 | Revenue Per Share 16.592 | Quarterly Revenue Growth 0.018 |
The market value of Orange SA ADR is measured differently than its book value, which is the value of Orange that is recorded on the company's balance sheet. Investors also form their own opinion of Orange SA's value that differs from its market value or its book value, called intrinsic value, which is Orange SA's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Orange SA's market value can be influenced by many factors that don't directly affect Orange SA's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Orange SA's value and its price as these two are different measures arrived at by different means. Investors typically determine if Orange SA is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Orange SA'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.
Orange SA '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 Orange SA'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 Orange SA.
| 02/26/2024 |
| 05/26/2024 |
If you would invest 0.00 in Orange SA on February 26, 2024 and sell it all today you would earn a total of 0.00 from holding Orange SA ADR or generate 0.0% return on investment in Orange SA over 90 days. Orange SA is related to or competes with T Mobile, Comcast Corp, Charter Communications, and Vodafone Group. Orange S.A. provides various fixed telephony and mobile telecommunications, data transmission, and other value-added ser... More
Orange SA 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 Orange SA'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 Orange SA ADR upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 5.18 | |||
| Value At Risk | (1.72) | |||
| Potential Upside | 1.41 |
Orange SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Orange SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Orange SA's standard deviation. In reality, there are many statistical measures that can use Orange SA historical prices to predict the future Orange SA's volatility.| Risk Adjusted Performance | 0.003 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | (0.02) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Orange SA's 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.
Orange SA ADR Backtested Returns
We consider Orange SA very steady. Orange SA ADR maintains Sharpe Ratio (i.e., Efficiency) of 0.0022, which implies the firm had a 0.0022% return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Orange SA ADR, which you can use to evaluate the volatility of the company. Please check Orange SA's Risk Adjusted Performance of 0.003, coefficient of variation of (56,800), and Variance of 0.9675 to confirm if the risk estimate we provide is consistent with the expected return of 0.0022%. The company holds a Beta of 0.56, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Orange SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Orange SA is expected to be smaller as well. Orange SA ADR right now holds a risk of 0.99%. Please check Orange SA ADR skewness, and the relationship between the total risk alpha and day median price , to decide if Orange SA ADR will be following its historical price patterns.
Auto-correlation | 0.08 |
Virtually no predictability
Orange SA ADR has virtually no predictability. Overlapping area represents the amount of predictability between Orange SA time series from 26th of February 2024 to 11th of April 2024 and 11th of April 2024 to 26th of May 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 Orange SA ADR price movement. The serial correlation of 0.08 indicates that barely 8.0% of current Orange SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.08 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Orange SA ADR lagged returns against current returns
Autocorrelation, which is Orange SA 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 Orange SA's stock expected returns. We can calculate the autocorrelation of Orange SA returns to help us make a trade decision. For example, suppose you find that Orange SA 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 |
Orange SA 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 Orange SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Orange SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Orange SA stock over time.
Current vs Lagged Prices |
| Timeline |
Orange SA Lagged Returns
When evaluating Orange SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Orange SA stock have on its future price. Orange SA 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, Orange SA autocorrelation shows the relationship between Orange SA stock current value and its past values and can show if there is a momentum factor associated with investing in Orange SA ADR.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out Orange SA Correlation, Orange SA Volatility and Orange SA Alpha and Beta module to complement your research on Orange SA. Note that the Orange SA ADR information on this page should be used as a complementary analysis to other Orange SA's 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 Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
Complementary Tools for Orange Stock analysis
When running Orange SA's price analysis, check to measure Orange SA's 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 Orange SA is operating at the current time. Most of Orange SA's value examination focuses on studying past and present price action to predict the probability of Orange SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Orange SA's price. Additionally, you may evaluate how the addition of Orange SA to your portfolios can decrease your overall portfolio volatility.
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Orange SA 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.