Energy Solar (Spain) Market Value
| ETC Stock | 2.77 0.07 2.59% |
| Symbol | Energy |
Energy Solar '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 Energy Solar'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 Energy Solar.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Energy Solar on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Energy Solar Tech or generate 0.0% return on investment in Energy Solar over 90 days. Energy Solar is related to or competes with Corporacion Acciona, EDreams Odigeo, Sacyr SA, Vitruvio Real, Proeduca Altus, Fidere Patrimonio, and Pharma Mar. More
Energy Solar 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 Energy Solar'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 Energy Solar Tech upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.72 | |||
| Information Ratio | 0.0517 | |||
| Maximum Drawdown | 24.67 | |||
| Value At Risk | (4.38) | |||
| Potential Upside | 8.43 |
Energy Solar Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Energy Solar's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Energy Solar's standard deviation. In reality, there are many statistical measures that can use Energy Solar historical prices to predict the future Energy Solar's volatility.| Risk Adjusted Performance | 0.0878 | |||
| Jensen Alpha | 0.3969 | |||
| Total Risk Alpha | (0.27) | |||
| Sortino Ratio | 0.0813 | |||
| Treynor Ratio | (1.23) |
Energy Solar Tech Backtested Returns
Energy Solar appears to be very risky, given 3 months investment horizon. Energy Solar Tech secures Sharpe Ratio (or Efficiency) of 0.12, which denotes the company had a 0.12 % return per unit of risk over the last 3 months. By reviewing Energy Solar's technical indicators, you can evaluate if the expected return of 0.5% is justified by implied risk. Please utilize Energy Solar's Mean Deviation of 2.81, coefficient of variation of 1165.53, and Downside Deviation of 2.72 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Energy Solar holds a performance score of 9. The firm shows a Beta (market volatility) of -0.29, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Energy Solar are expected to decrease at a much lower rate. During the bear market, Energy Solar is likely to outperform the market. Please check Energy Solar's downside deviation, total risk alpha, value at risk, as well as the relationship between the information ratio and treynor ratio , to make a quick decision on whether Energy Solar's price patterns will revert.
Auto-correlation | -0.55 |
Good reverse predictability
Energy Solar Tech has good reverse predictability. Overlapping area represents the amount of predictability between Energy Solar time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Energy Solar Tech price movement. The serial correlation of -0.55 indicates that about 55.0% of current Energy Solar price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.55 | |
| Spearman Rank Test | -0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Energy Solar Tech lagged returns against current returns
Autocorrelation, which is Energy Solar 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 Energy Solar's stock expected returns. We can calculate the autocorrelation of Energy Solar returns to help us make a trade decision. For example, suppose you find that Energy Solar 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 |
Energy Solar 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 Energy Solar stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Energy Solar stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Energy Solar stock over time.
Current vs Lagged Prices |
| Timeline |
Energy Solar Lagged Returns
When evaluating Energy Solar's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Energy Solar stock have on its future price. Energy Solar 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, Energy Solar autocorrelation shows the relationship between Energy Solar stock current value and its past values and can show if there is a momentum factor associated with investing in Energy Solar Tech.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Energy Stock
Energy Solar financial ratios help investors to determine whether Energy 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 Energy with respect to the benefits of owning Energy Solar security.