Zalando Se Adr Stock Market Value

ZLNDY Stock  USD 17.37  1.30  8.09%   
ZALANDO SE's market value is the price at which a share of ZALANDO SE trades on a public exchange. It measures the collective expectations of ZALANDO SE ADR investors about its performance. ZALANDO SE is trading at 17.37 as of the 5th of December 2024; that is 8.09% increase since the beginning of the trading day. The stock's open price was 16.07.
With this module, you can estimate the performance of a buy and hold strategy of ZALANDO SE ADR and determine expected loss or profit from investing in ZALANDO SE over a given investment horizon. Check out ZALANDO SE Correlation, ZALANDO SE Volatility and ZALANDO SE Alpha and Beta module to complement your research on ZALANDO SE.
Symbol

Please note, there is a significant difference between ZALANDO SE's value and its price as these two are different measures arrived at by different means. Investors typically determine if ZALANDO SE is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ZALANDO SE'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.

ZALANDO SE '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 ZALANDO SE'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 ZALANDO SE.
0.00
09/06/2024
No Change 0.00  0.0 
In 2 months and 31 days
12/05/2024
0.00
If you would invest  0.00  in ZALANDO SE on September 6, 2024 and sell it all today you would earn a total of 0.00 from holding ZALANDO SE ADR or generate 0.0% return on investment in ZALANDO SE over 90 days. ZALANDO SE is related to or competes with ASOS Plc, Boohoo PLC, Allegroeu, AKA Brands, ASOS Plc, Wayfair, and Etsy. Zalando SE operates an online platform for fashion and lifestyle products More

ZALANDO SE 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 ZALANDO SE'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 ZALANDO SE ADR upside and downside potential and time the market with a certain degree of confidence.

ZALANDO SE Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for ZALANDO SE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ZALANDO SE's standard deviation. In reality, there are many statistical measures that can use ZALANDO SE historical prices to predict the future ZALANDO SE's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of ZALANDO SE'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.
Hype
Prediction
LowEstimatedHigh
14.7517.3719.99
Details
Intrinsic
Valuation
LowRealHigh
16.2418.8621.48
Details
Naive
Forecast
LowNextHigh
14.8117.4320.06
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
14.6915.5216.34
Details

ZALANDO SE ADR Backtested Returns

ZALANDO SE appears to be not too volatile, given 3 months investment horizon. ZALANDO SE ADR shows Sharpe Ratio of 0.23, which attests that the company had a 0.23% return per unit of standard deviation over the last 3 months. By reviewing ZALANDO SE's technical indicators, you can evaluate if the expected return of 0.6% is justified by implied risk. Please utilize ZALANDO SE's Downside Deviation of 2.07, mean deviation of 1.79, and Risk Adjusted Performance of 0.1544 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, ZALANDO SE holds a performance score of 18. The firm maintains a market beta of 0.2, which attests to not very significant fluctuations relative to the market. As returns on the market increase, ZALANDO SE's returns are expected to increase less than the market. However, during the bear market, the loss of holding ZALANDO SE is expected to be smaller as well. Please check ZALANDO SE's potential upside, as well as the relationship between the accumulation distribution and price action indicator , to make a quick decision on whether ZALANDO SE's historical returns will revert.

Auto-correlation

    
  -0.34  

Poor reverse predictability

ZALANDO SE ADR has poor reverse predictability. Overlapping area represents the amount of predictability between ZALANDO SE time series from 6th of September 2024 to 21st of October 2024 and 21st of October 2024 to 5th 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 ZALANDO SE ADR price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current ZALANDO SE price fluctuation can be explain by its past prices.
Correlation Coefficient-0.34
Spearman Rank Test-0.3
Residual Average0.0
Price Variance0.47

ZALANDO SE ADR lagged returns against current returns

Autocorrelation, which is ZALANDO SE 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 ZALANDO SE's pink sheet expected returns. We can calculate the autocorrelation of ZALANDO SE returns to help us make a trade decision. For example, suppose you find that ZALANDO SE 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  

ZALANDO SE 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 ZALANDO SE pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ZALANDO SE pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ZALANDO SE pink sheet over time.
   Current vs Lagged Prices   
       Timeline  

ZALANDO SE Lagged Returns

When evaluating ZALANDO SE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ZALANDO SE pink sheet have on its future price. ZALANDO SE 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, ZALANDO SE autocorrelation shows the relationship between ZALANDO SE pink sheet current value and its past values and can show if there is a momentum factor associated with investing in ZALANDO SE ADR.
   Regressed Prices   
       Timeline  

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Additional Tools for ZALANDO Pink Sheet Analysis

When running ZALANDO SE's price analysis, check to measure ZALANDO SE'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 ZALANDO SE is operating at the current time. Most of ZALANDO SE's value examination focuses on studying past and present price action to predict the probability of ZALANDO SE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ZALANDO SE's price. Additionally, you may evaluate how the addition of ZALANDO SE to your portfolios can decrease your overall portfolio volatility.