Eurobank Ergasias (Greece) Market Value
| EUROB Stock | EUR 3.18 0.01 0.31% |
| Symbol | Eurobank |
Eurobank Ergasias '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 Eurobank Ergasias' 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 Eurobank Ergasias.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Eurobank Ergasias on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Eurobank Ergasias Services or generate 0.0% return on investment in Eurobank Ergasias over 90 days. Eurobank Ergasias is related to or competes with Alpha Services, Piraeus Financial, National Bank, Greek Organization, and Mytilineos. Eurobank Ergasias S.A. provides retail, corporate and private banking, asset management, treasury, capital markets, and ... More
Eurobank Ergasias 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 Eurobank Ergasias' 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 Eurobank Ergasias Services upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.45 | |||
| Information Ratio | 0.2313 | |||
| Maximum Drawdown | 8.74 | |||
| Value At Risk | (1.89) | |||
| Potential Upside | 3.78 |
Eurobank Ergasias Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Eurobank Ergasias' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Eurobank Ergasias' standard deviation. In reality, there are many statistical measures that can use Eurobank Ergasias historical prices to predict the future Eurobank Ergasias' volatility.| Risk Adjusted Performance | 0.2943 | |||
| Jensen Alpha | 0.5184 | |||
| Total Risk Alpha | 0.2941 | |||
| Sortino Ratio | 0.2861 | |||
| Treynor Ratio | 2.7 |
Eurobank Ergasias Backtested Returns
Eurobank Ergasias appears to be slightly risky, given 3 months investment horizon. Eurobank Ergasias secures Sharpe Ratio (or Efficiency) of 0.31, which denotes the company had a 0.31 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Eurobank Ergasias Services, which you can use to evaluate the volatility of the firm. Please utilize Eurobank Ergasias' Downside Deviation of 1.45, mean deviation of 1.39, and Coefficient Of Variation of 322.63 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Eurobank Ergasias holds a performance score of 24. 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, Eurobank Ergasias' returns are expected to increase less than the market. However, during the bear market, the loss of holding Eurobank Ergasias is expected to be smaller as well. Please check Eurobank Ergasias' treynor ratio, kurtosis, period momentum indicator, as well as the relationship between the downside variance and day median price , to make a quick decision on whether Eurobank Ergasias' price patterns will revert.
Auto-correlation | 0.91 |
Excellent predictability
Eurobank Ergasias Services has excellent predictability. Overlapping area represents the amount of predictability between Eurobank Ergasias time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Eurobank Ergasias price movement. The serial correlation of 0.91 indicates that approximately 91.0% of current Eurobank Ergasias price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.91 | |
| Spearman Rank Test | 0.9 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Eurobank Ergasias lagged returns against current returns
Autocorrelation, which is Eurobank Ergasias 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 Eurobank Ergasias' stock expected returns. We can calculate the autocorrelation of Eurobank Ergasias returns to help us make a trade decision. For example, suppose you find that Eurobank Ergasias 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 |
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Eurobank Ergasias 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 Eurobank Ergasias stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Eurobank Ergasias stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Eurobank Ergasias stock over time.
Current vs Lagged Prices |
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Eurobank Ergasias Lagged Returns
When evaluating Eurobank Ergasias' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Eurobank Ergasias stock have on its future price. Eurobank Ergasias 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, Eurobank Ergasias autocorrelation shows the relationship between Eurobank Ergasias stock current value and its past values and can show if there is a momentum factor associated with investing in Eurobank Ergasias Services.
Regressed Prices |
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Thematic Opportunities
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Other Information on Investing in Eurobank Stock
Eurobank Ergasias financial ratios help investors to determine whether Eurobank 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 Eurobank with respect to the benefits of owning Eurobank Ergasias security.