EON SE's market value is the price at which a share of EON SE trades on a public exchange. It measures the collective expectations of EON SE investors about its performance. EON SE is trading at 16.20 as of the 23rd of July 2025. This is a 2.53 percent increase since the beginning of the trading day. The stock's lowest day price was 15.7. With this module, you can estimate the performance of a buy and hold strategy of EON SE and determine expected loss or profit from investing in EON SE over a given investment horizon. Check out EON SE Correlation, EON SE Volatility and EON SE Alpha and Beta module to complement your research on EON SE.
Please note, there is a significant difference between EON SE's value and its price as these two are different measures arrived at by different means. Investors typically determine if EON SE is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, EON 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.
EON 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 EON SE'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 EON SE.
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04/24/2025
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In 3 months and 1 day
07/23/2025
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If you would invest 0.00 in EON SE on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding EON SE or generate 0.0% return on investment in EON SE over 90 days. EON SE is related to or competes with URBAN OUTFITTERS, American Eagle, Geely Automobile, China Yongda, GRUPO CARSO, and Aya Gold. E.ON SE operates as an energy company in Germany, the United Kingdom, Romania, Hungary, the Czech Republic, Sweden, the ... More
EON 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 EON SE'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 EON SE upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for EON SE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as EON SE's standard deviation. In reality, there are many statistical measures that can use EON SE historical prices to predict the future EON SE's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as EON SE. Your research has to be compared to or analyzed against EON SE's peers to derive any actionable benefits. When done correctly, EON SE's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in EON SE.
EON SE Backtested Returns
EON SE appears to be not too volatile, given 3 months investment horizon. EON SE secures Sharpe Ratio (or Efficiency) of 0.1, which denotes the company had a 0.1 % return per unit of risk over the last 3 months. We have found thirty technical indicators for EON SE, which you can use to evaluate the volatility of the firm. Please utilize EON SE's Downside Deviation of 2.21, semi deviation of 1.84, and Mean Deviation of 1.63 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, EON SE holds a performance score of 7. The firm shows a Beta (market volatility) of -0.2, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning EON SE are expected to decrease at a much lower rate. During the bear market, EON SE is likely to outperform the market. Please check EON SE's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether EON SE's price patterns will revert.
Auto-correlation
0.50
Modest predictability
EON SE has modest predictability. Overlapping area represents the amount of predictability between EON SE time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 EON SE price movement. The serial correlation of 0.5 indicates that about 50.0% of current EON SE price fluctuation can be explain by its past prices.
Correlation Coefficient
0.5
Spearman Rank Test
0.59
Residual Average
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Price Variance
0.13
EON SE lagged returns against current returns
Autocorrelation, which is EON SE 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 EON SE's stock expected returns. We can calculate the autocorrelation of EON SE returns to help us make a trade decision. For example, suppose you find that EON SE 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
EON 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 EON SE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if EON SE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in EON SE stock over time.
Current vs Lagged Prices
Timeline
EON SE Lagged Returns
When evaluating EON SE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of EON SE stock have on its future price. EON 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, EON SE autocorrelation shows the relationship between EON SE stock current value and its past values and can show if there is a momentum factor associated with investing in EON SE.
EON SE financial ratios help investors to determine whether EON 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 EON with respect to the benefits of owning EON SE security.