Repsol SA (Germany) Market Value
| REP Stock | EUR 11.43 0.07 0.62% |
| Symbol | Repsol |
Repsol 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 Repsol 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 Repsol SA.
| 07/20/2023 |
| 12/11/2024 |
If you would invest 0.00 in Repsol SA on July 20, 2023 and sell it all today you would earn a total of 0.00 from holding Repsol SA or generate 0.0% return on investment in Repsol SA over 510 days. Repsol SA is related to or competes with ALERION CLEANPOWER, Diamyd Medical, Microbot Medical, ULTRA CLEAN, and SCANDMEDICAL SOLDK. More
Repsol 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 Repsol 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 Repsol SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 4.91 | |||
| Value At Risk | (2.18) | |||
| Potential Upside | 1.58 |
Repsol SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Repsol SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Repsol SA's standard deviation. In reality, there are many statistical measures that can use Repsol SA historical prices to predict the future Repsol SA's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | 0.2373 |
Repsol SA Backtested Returns
Repsol SA maintains Sharpe Ratio (i.e., Efficiency) of -0.0395, which implies the firm had a -0.0395% return per unit of risk over the last 3 months. Repsol SA exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Repsol SA's Variance of 1.23, insignificant risk adjusted performance, and Coefficient Of Variation of (10,005) to confirm the risk estimate we provide. The company holds a Beta of -0.0888, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Repsol SA are expected to decrease at a much lower rate. During the bear market, Repsol SA is likely to outperform the market. At this point, Repsol SA has a negative expected return of -0.0437%. Please make sure to check Repsol SA's accumulation distribution, and the relationship between the potential upside and day median price , to decide if Repsol SA performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.03 |
Very weak reverse predictability
Repsol SA has very weak reverse predictability. Overlapping area represents the amount of predictability between Repsol SA time series from 20th of July 2023 to 31st of March 2024 and 31st of March 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 Repsol SA price movement. The serial correlation of -0.03 indicates that only 3.0% of current Repsol SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 1.52 |
Repsol SA lagged returns against current returns
Autocorrelation, which is Repsol 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 Repsol SA's stock expected returns. We can calculate the autocorrelation of Repsol SA returns to help us make a trade decision. For example, suppose you find that Repsol 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 |
Repsol 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 Repsol SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Repsol SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Repsol SA stock over time.
Current vs Lagged Prices |
| Timeline |
Repsol SA Lagged Returns
When evaluating Repsol SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Repsol SA stock have on its future price. Repsol 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, Repsol SA autocorrelation shows the relationship between Repsol SA stock current value and its past values and can show if there is a momentum factor associated with investing in Repsol SA.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Repsol Stock Analysis
When running Repsol SA's price analysis, check to measure Repsol 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 Repsol SA is operating at the current time. Most of Repsol SA's value examination focuses on studying past and present price action to predict the probability of Repsol 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 Repsol SA's price. Additionally, you may evaluate how the addition of Repsol SA to your portfolios can decrease your overall portfolio volatility.