Ebusco Holding (Netherlands) Market Value
| EBUS Stock | 1.10 0.04 3.77% |
| Symbol | Ebusco |
Ebusco Holding '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 Ebusco Holding'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 Ebusco Holding.
| 11/18/2024 |
| 12/18/2024 |
If you would invest 0.00 in Ebusco Holding on November 18, 2024 and sell it all today you would earn a total of 0.00 from holding Ebusco Holding BV or generate 0.0% return on investment in Ebusco Holding over 30 days. Ebusco Holding is related to or competes with CM NV, BE Semiconductor, Alfen Beheer, ASR Nederland, and Avantium Holding. More
Ebusco Holding 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 Ebusco Holding'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 Ebusco Holding BV upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 77.45 | |||
| Value At Risk | (23.08) | |||
| Potential Upside | 25.71 |
Ebusco Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ebusco Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ebusco Holding's standard deviation. In reality, there are many statistical measures that can use Ebusco Holding historical prices to predict the future Ebusco Holding's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.83) | |||
| Total Risk Alpha | (2.03) | |||
| Treynor Ratio | 0.6673 |
Ebusco Holding BV Backtested Returns
Ebusco Holding BV secures Sharpe Ratio (or Efficiency) of -0.0634, which denotes the company had a -0.0634% return per unit of risk over the last 3 months. Ebusco Holding BV exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Ebusco Holding's Variance of 200.24, standard deviation of 14.15, and Mean Deviation of 8.95 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -1.36, which means a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Ebusco Holding are expected to decrease by larger amounts. On the other hand, during market turmoil, Ebusco Holding is expected to outperform it. At this point, Ebusco Holding BV has a negative expected return of -0.91%. Please make sure to confirm Ebusco Holding's maximum drawdown, skewness, accumulation distribution, as well as the relationship between the potential upside and kurtosis , to decide if Ebusco Holding BV performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.32 |
Poor reverse predictability
Ebusco Holding BV has poor reverse predictability. Overlapping area represents the amount of predictability between Ebusco Holding time series from 18th of November 2024 to 3rd of December 2024 and 3rd of December 2024 to 18th 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 Ebusco Holding BV price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current Ebusco Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.32 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Ebusco Holding BV lagged returns against current returns
Autocorrelation, which is Ebusco Holding 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 Ebusco Holding's stock expected returns. We can calculate the autocorrelation of Ebusco Holding returns to help us make a trade decision. For example, suppose you find that Ebusco Holding 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 |
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Ebusco Holding 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 Ebusco Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ebusco Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ebusco Holding stock over time.
Current vs Lagged Prices |
| Timeline |
Ebusco Holding Lagged Returns
When evaluating Ebusco Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ebusco Holding stock have on its future price. Ebusco Holding 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, Ebusco Holding autocorrelation shows the relationship between Ebusco Holding stock current value and its past values and can show if there is a momentum factor associated with investing in Ebusco Holding BV.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Ebusco Stock Analysis
When running Ebusco Holding's price analysis, check to measure Ebusco Holding'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 Ebusco Holding is operating at the current time. Most of Ebusco Holding's value examination focuses on studying past and present price action to predict the probability of Ebusco Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ebusco Holding's price. Additionally, you may evaluate how the addition of Ebusco Holding to your portfolios can decrease your overall portfolio volatility.