Eurazeo (France) Market Value
| RF Stock | EUR 85.50 0.35 0.41% |
| Symbol | Eurazeo |
Eurazeo '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 Eurazeo'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 Eurazeo.
| 04/05/2024 |
| 05/05/2024 |
If you would invest 0.00 in Eurazeo on April 5, 2024 and sell it all today you would earn a total of 0.00 from holding Eurazeo or generate 0.0% return on investment in Eurazeo over 30 days. Eurazeo is related to or competes with Bollore SA, Bureau Veritas, SEB SA, and Gecina SA. Eurazeo SE is a private equity and venture capital firm specializing in growth capital, leveraged buyouts, and buyins of... More
Eurazeo 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 Eurazeo'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 Eurazeo upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.43 | |||
| Information Ratio | 0.0512 | |||
| Maximum Drawdown | 5.92 | |||
| Value At Risk | (2.26) | |||
| Potential Upside | 1.88 |
Eurazeo Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Eurazeo's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Eurazeo's standard deviation. In reality, there are many statistical measures that can use Eurazeo historical prices to predict the future Eurazeo's volatility.| Risk Adjusted Performance | 0.0756 | |||
| Jensen Alpha | 0.1589 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0472 | |||
| Treynor Ratio | (0.43) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Eurazeo'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.
Eurazeo Backtested Returns
We consider Eurazeo very steady. Eurazeo secures Sharpe Ratio (or Efficiency) of 0.15, which denotes the company had a 0.15% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Eurazeo, which you can use to evaluate the volatility of the firm. Please confirm Eurazeo's Coefficient Of Variation of 896.57, mean deviation of 0.9501, and Downside Deviation of 1.43 to check if the risk estimate we provide is consistent with the expected return of 0.19%. Eurazeo has a performance score of 11 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.32, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Eurazeo are expected to decrease at a much lower rate. During the bear market, Eurazeo is likely to outperform the market. Eurazeo right now shows a risk of 1.25%. Please confirm Eurazeo treynor ratio, downside variance, kurtosis, as well as the relationship between the value at risk and expected short fall , to decide if Eurazeo will be following its price patterns.
Auto-correlation | 0.25 |
Poor predictability
Eurazeo has poor predictability. Overlapping area represents the amount of predictability between Eurazeo time series from 5th of April 2024 to 20th of April 2024 and 20th of April 2024 to 5th of May 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Eurazeo price movement. The serial correlation of 0.25 indicates that over 25.0% of current Eurazeo price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 1.63 |
Eurazeo lagged returns against current returns
Autocorrelation, which is Eurazeo 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 Eurazeo's stock expected returns. We can calculate the autocorrelation of Eurazeo returns to help us make a trade decision. For example, suppose you find that Eurazeo 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 |
Eurazeo 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 Eurazeo stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Eurazeo stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Eurazeo stock over time.
Current vs Lagged Prices |
| Timeline |
Eurazeo Lagged Returns
When evaluating Eurazeo's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Eurazeo stock have on its future price. Eurazeo 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, Eurazeo autocorrelation shows the relationship between Eurazeo stock current value and its past values and can show if there is a momentum factor associated with investing in Eurazeo.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Check out Eurazeo Correlation, Eurazeo Volatility and Eurazeo Alpha and Beta module to complement your research on Eurazeo. You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
Complementary Tools for Eurazeo Stock analysis
When running Eurazeo's price analysis, check to measure Eurazeo'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 Eurazeo is operating at the current time. Most of Eurazeo's value examination focuses on studying past and present price action to predict the probability of Eurazeo's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Eurazeo's price. Additionally, you may evaluate how the addition of Eurazeo to your portfolios can decrease your overall portfolio volatility.
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Eurazeo technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.