Endesa Sa Stock Market Value
| ELEZF Stock | USD 22.00 0.00 0.00% |
| Symbol | Endesa |
Endesa 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 Endesa SA's 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 Endesa SA.
| 11/11/2024 |
| 12/11/2024 |
If you would invest 0.00 in Endesa SA on November 11, 2024 and sell it all today you would earn a total of 0.00 from holding Endesa SA or generate 0.0% return on investment in Endesa SA over 30 days. Endesa SA is related to or competes with Enel Chile, Korea Electric, IDACORP, Centrais Electricas, Central Puerto, CMS Energy, and Alliant Energy. Endesa, S.A. engages in the generation, distribution, and sale of electricity primarily in Spain and Portugal More
Endesa 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 Endesa SA's 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 Endesa SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0707 | |||
| Maximum Drawdown | 7.61 |
Endesa SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Endesa SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Endesa SA's standard deviation. In reality, there are many statistical measures that can use Endesa SA historical prices to predict the future Endesa SA's volatility.| Risk Adjusted Performance | 0.1339 | |||
| Jensen Alpha | 0.1829 | |||
| Total Risk Alpha | 0.0148 | |||
| Treynor Ratio | 1.89 |
Endesa SA Backtested Returns
Endesa SA appears to be very steady, given 3 months investment horizon. Endesa SA secures Sharpe Ratio (or Efficiency) of 0.18, which denotes the company had a 0.18% return per unit of standard deviation over the last 3 months. We have found seventeen technical indicators for Endesa SA, which you can use to evaluate the volatility of the firm. Please utilize Endesa SA's Standard Deviation of 1.14, mean deviation of 0.4565, and Coefficient Of Variation of 554.72 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Endesa SA holds a performance score of 14. The firm shows a Beta (market volatility) of 0.1, which means not very significant fluctuations relative to the market. As returns on the market increase, Endesa SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Endesa SA is expected to be smaller as well. Please check Endesa SA's market risk adjusted performance, information ratio, as well as the relationship between the Information Ratio and rate of daily change , to make a quick decision on whether Endesa SA's price patterns will revert.
Auto-correlation | -0.56 |
Good reverse predictability
Endesa SA has good reverse predictability. Overlapping area represents the amount of predictability between Endesa SA time series from 11th of November 2024 to 26th of November 2024 and 26th of November 2024 to 11th 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 Endesa SA price movement. The serial correlation of -0.56 indicates that roughly 56.0% of current Endesa SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.56 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.26 |
Endesa SA lagged returns against current returns
Autocorrelation, which is Endesa SA 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 Endesa SA's pink sheet expected returns. We can calculate the autocorrelation of Endesa SA returns to help us make a trade decision. For example, suppose you find that Endesa SA 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 |
Endesa 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 Endesa SA pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Endesa SA pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Endesa SA pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Endesa SA Lagged Returns
When evaluating Endesa SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Endesa SA pink sheet have on its future price. Endesa 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, Endesa SA autocorrelation shows the relationship between Endesa SA pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Endesa SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Endesa Pink Sheet
Endesa SA financial ratios help investors to determine whether Endesa 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 Endesa with respect to the benefits of owning Endesa SA security.