Engie SA (Germany) Market Value
| GZF Stock | 19.48 0.08 0.41% |
| Symbol | Engie |
Engie SA '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 Engie SA'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 Engie SA.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Engie SA on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Engie SA or generate 0.0% return on investment in Engie SA over 90 days. Engie SA is related to or competes with AIR PRODCHEMICALS, Mitsui Chemicals, Nissan Chemical, Pembina Pipeline, and Mitsubishi Gas. More
Engie SA 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 Engie SA'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 Engie SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.07 | |||
| Information Ratio | 0.0739 | |||
| Maximum Drawdown | 5.55 | |||
| Value At Risk | (1.58) | |||
| Potential Upside | 1.9 |
Engie SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Engie SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Engie SA's standard deviation. In reality, there are many statistical measures that can use Engie SA historical prices to predict the future Engie SA's volatility.| Risk Adjusted Performance | 0.1971 | |||
| Jensen Alpha | 0.1712 | |||
| Total Risk Alpha | 0.0624 | |||
| Sortino Ratio | 0.0711 | |||
| Treynor Ratio | 0.7539 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Engie SA'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.
Engie SA Backtested Returns
Currently, Engie SA is very steady. Engie SA secures Sharpe Ratio (or Efficiency) of 0.18, which denotes the company had a 0.18 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Engie SA, which you can use to evaluate the volatility of the firm. Please confirm Engie SA's Coefficient Of Variation of 476.12, downside deviation of 1.07, and Mean Deviation of 0.746 to check if the risk estimate we provide is consistent with the expected return of 0.18%. Engie SA has a performance score of 13 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.27, which means not very significant fluctuations relative to the market. As returns on the market increase, Engie SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Engie SA is expected to be smaller as well. Engie SA right now shows a risk of 1.02%. Please confirm Engie SA semi variance, day typical price, and the relationship between the maximum drawdown and accumulation distribution , to decide if Engie SA will be following its price patterns.
Auto-correlation | 0.36 |
Below average predictability
Engie SA has below average predictability. Overlapping area represents the amount of predictability between Engie SA 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 Engie SA price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Engie SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Engie SA lagged returns against current returns
Autocorrelation, which is Engie SA 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 Engie SA's stock expected returns. We can calculate the autocorrelation of Engie SA returns to help us make a trade decision. For example, suppose you find that Engie SA 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 |
Engie SA 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 Engie SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Engie SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Engie SA stock over time.
Current vs Lagged Prices |
| Timeline |
Engie SA Lagged Returns
When evaluating Engie SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Engie SA stock have on its future price. Engie SA 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, Engie SA autocorrelation shows the relationship between Engie SA stock current value and its past values and can show if there is a momentum factor associated with investing in Engie SA.
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.Additional Tools for Engie Stock Analysis
When running Engie SA's price analysis, check to measure Engie SA'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 Engie SA is operating at the current time. Most of Engie SA's value examination focuses on studying past and present price action to predict the probability of Engie SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Engie SA's price. Additionally, you may evaluate how the addition of Engie SA to your portfolios can decrease your overall portfolio volatility.