EuropaCorp (Germany) Market Value
| AZ6 Stock | EUR 0.45 0.02 4.65% |
| Symbol | EuropaCorp |
EuropaCorp '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 EuropaCorp'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 EuropaCorp.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in EuropaCorp on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding EuropaCorp or generate 0.0% return on investment in EuropaCorp over 90 days. EuropaCorp is related to or competes with News, News, Nexstar Media, ITV Plc, and SES SA. The company produces cinematographic works and TV dramas distributes films in theaters, as well as on-demand and video-f... More
EuropaCorp 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 EuropaCorp'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 EuropaCorp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.93 | |||
| Information Ratio | 0.0387 | |||
| Maximum Drawdown | 20.05 | |||
| Value At Risk | (6.67) | |||
| Potential Upside | 7.14 |
EuropaCorp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for EuropaCorp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as EuropaCorp's standard deviation. In reality, there are many statistical measures that can use EuropaCorp historical prices to predict the future EuropaCorp's volatility.| Risk Adjusted Performance | 0.0782 | |||
| Jensen Alpha | 0.1753 | |||
| Total Risk Alpha | (0.26) | |||
| Sortino Ratio | 0.03 | |||
| Treynor Ratio | 0.3526 |
EuropaCorp Backtested Returns
At this point, EuropaCorp is out of control. EuropaCorp secures Sharpe Ratio (or Efficiency) of 0.0476, which denotes the company had a 0.0476 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for EuropaCorp, which you can use to evaluate the volatility of the firm. Please confirm EuropaCorp's Mean Deviation of 2.65, downside deviation of 4.93, and Coefficient Of Variation of 1322.4 to check if the risk estimate we provide is consistent with the expected return of 0.17%. EuropaCorp has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.79, which means possible diversification benefits within a given portfolio. As returns on the market increase, EuropaCorp's returns are expected to increase less than the market. However, during the bear market, the loss of holding EuropaCorp is expected to be smaller as well. EuropaCorp right now shows a risk of 3.64%. Please confirm EuropaCorp jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if EuropaCorp will be following its price patterns.
Auto-correlation | -0.04 |
Very weak reverse predictability
EuropaCorp has very weak reverse predictability. Overlapping area represents the amount of predictability between EuropaCorp time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th of July 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 EuropaCorp price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current EuropaCorp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
EuropaCorp lagged returns against current returns
Autocorrelation, which is EuropaCorp 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 EuropaCorp's stock expected returns. We can calculate the autocorrelation of EuropaCorp returns to help us make a trade decision. For example, suppose you find that EuropaCorp 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 |
EuropaCorp 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 EuropaCorp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if EuropaCorp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in EuropaCorp stock over time.
Current vs Lagged Prices |
| Timeline |
EuropaCorp Lagged Returns
When evaluating EuropaCorp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of EuropaCorp stock have on its future price. EuropaCorp 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, EuropaCorp autocorrelation shows the relationship between EuropaCorp stock current value and its past values and can show if there is a momentum factor associated with investing in EuropaCorp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in EuropaCorp Stock
EuropaCorp financial ratios help investors to determine whether EuropaCorp Stock 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 EuropaCorp with respect to the benefits of owning EuropaCorp security.