Deoleo SA (Spain) Market Value
| OLE Stock | EUR 0.18 0.01 5.88% |
| Symbol | Deoleo |
Deoleo 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 Deoleo 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 Deoleo SA.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Deoleo SA on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Deoleo SA or generate 0.0% return on investment in Deoleo SA over 90 days. Deoleo SA is related to or competes with Amper SA, Distribuidora Internacional, GFPT Public, Malee Group, and Duro Felguera. Deoleo, S.A. engages in the production, transformation, and sale of vegetable oils, and other food and agricultural prod... More
Deoleo 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 Deoleo 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 Deoleo SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.5 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 15.79 | |||
| Value At Risk | (5.26) | |||
| Potential Upside | 5.56 |
Deoleo SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Deoleo SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Deoleo SA's standard deviation. In reality, there are many statistical measures that can use Deoleo SA historical prices to predict the future Deoleo SA's volatility.| Risk Adjusted Performance | 0.0193 | |||
| Jensen Alpha | 0.0195 | |||
| Total Risk Alpha | (0.38) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.453 |
Deoleo SA Backtested Returns
At this point, Deoleo SA is out of control. Deoleo SA secures Sharpe Ratio (or Efficiency) of 0.0139, which denotes the company had a 0.0139 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Deoleo SA, which you can use to evaluate the volatility of the firm. Please confirm Deoleo SA's Downside Deviation of 5.5, mean deviation of 1.31, and Coefficient Of Variation of 7367.55 to check if the risk estimate we provide is consistent with the expected return of 0.0397%. Deoleo SA has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0615, which means not very significant fluctuations relative to the market. As returns on the market increase, Deoleo SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Deoleo SA is expected to be smaller as well. Deoleo SA right now shows a risk of 2.86%. Please confirm Deoleo SA sortino ratio, potential upside, skewness, as well as the relationship between the maximum drawdown and semi variance , to decide if Deoleo SA will be following its price patterns.
Auto-correlation | -0.72 |
Almost perfect reverse predictability
Deoleo SA has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Deoleo SA 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 Deoleo SA price movement. The serial correlation of -0.72 indicates that around 72.0% of current Deoleo SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.72 | |
| Spearman Rank Test | -0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Deoleo SA lagged returns against current returns
Autocorrelation, which is Deoleo 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 Deoleo SA's stock expected returns. We can calculate the autocorrelation of Deoleo SA returns to help us make a trade decision. For example, suppose you find that Deoleo 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 |
Deoleo 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 Deoleo SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Deoleo SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Deoleo SA stock over time.
Current vs Lagged Prices |
| Timeline |
Deoleo SA Lagged Returns
When evaluating Deoleo SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Deoleo SA stock have on its future price. Deoleo 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, Deoleo SA autocorrelation shows the relationship between Deoleo SA stock current value and its past values and can show if there is a momentum factor associated with investing in Deoleo SA.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Deoleo Stock
Deoleo SA financial ratios help investors to determine whether Deoleo 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 Deoleo with respect to the benefits of owning Deoleo SA security.