Bouygues Sa Stock Market Value
| BOUYF Stock | USD 44.52 0.08 0.18% |
| Symbol | Bouygues |
Bouygues '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 Bouygues' pink sheet 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 Bouygues.
| 05/17/2025 |
| 08/15/2025 |
If you would invest 0.00 in Bouygues on May 17, 2025 and sell it all today you would earn a total of 0.00 from holding Bouygues SA or generate 0.0% return on investment in Bouygues over 90 days. Bouygues is related to or competes with Bouygues, Daikin IndustriesLtd, Comfort Systems, InterContinental, Inpex Corp, Mitsui Fudosan, and SNC Lavalin. Bouygues SA, together with its subsidiaries, operates in the construction, telecom, and media sectors in France and inte... More
Bouygues 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 Bouygues' pink sheet 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 Bouygues SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.092 | |||
| Maximum Drawdown | 20.93 |
Bouygues Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bouygues' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bouygues' standard deviation. In reality, there are many statistical measures that can use Bouygues historical prices to predict the future Bouygues' volatility.| Risk Adjusted Performance | 0.0984 | |||
| Jensen Alpha | 0.3197 | |||
| Total Risk Alpha | 0.032 | |||
| Treynor Ratio | (4.65) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Bouygues' 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.
Bouygues SA Backtested Returns
Bouygues appears to be very steady, given 3 months investment horizon. Bouygues SA secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13 % return per unit of risk over the last 3 months. We have found nineteen technical indicators for Bouygues SA, which you can use to evaluate the volatility of the firm. Please makes use of Bouygues' Standard Deviation of 2.55, mean deviation of 0.6344, and Risk Adjusted Performance of 0.0984 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Bouygues holds a performance score of 10. The firm shows a Beta (market volatility) of -0.0676, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Bouygues are expected to decrease at a much lower rate. During the bear market, Bouygues is likely to outperform the market. Please check Bouygues' jensen alpha and rate of daily change , to make a quick decision on whether Bouygues' price patterns will revert.
Auto-correlation | 0.71 |
Good predictability
Bouygues SA has good predictability. Overlapping area represents the amount of predictability between Bouygues time series from 17th of May 2025 to 1st of July 2025 and 1st of July 2025 to 15th of August 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Bouygues SA price movement. The serial correlation of 0.71 indicates that around 71.0% of current Bouygues price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.71 | |
| Spearman Rank Test | 0.93 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Bouygues SA lagged returns against current returns
Autocorrelation, which is Bouygues pink sheet'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 Bouygues' pink sheet expected returns. We can calculate the autocorrelation of Bouygues returns to help us make a trade decision. For example, suppose you find that Bouygues has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Bouygues 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 Bouygues pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bouygues pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bouygues pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Bouygues Lagged Returns
When evaluating Bouygues' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bouygues pink sheet have on its future price. Bouygues 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, Bouygues autocorrelation shows the relationship between Bouygues pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Bouygues SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Bouygues Pink Sheet
Bouygues financial ratios help investors to determine whether Bouygues Pink Sheet 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 Bouygues with respect to the benefits of owning Bouygues security.