ENTREPARTICULIERS (Germany) Market Value
| 99Q Stock | EUR 0.36 0.02 5.26% |
| Symbol | ENTREPARTICULIERS |
ENTREPARTICULIERS '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 ENTREPARTICULIERS'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 ENTREPARTICULIERS.
| 12/14/2022 |
| 12/03/2024 |
If you would invest 0.00 in ENTREPARTICULIERS on December 14, 2022 and sell it all today you would earn a total of 0.00 from holding ENTREPARTICULIERS EO 10 or generate 0.0% return on investment in ENTREPARTICULIERS over 720 days. ENTREPARTICULIERS is related to or competes with SEI INVESTMENTS, Strategic Investments, KOOL2PLAY, JD SPORTS, USWE SPORTS, and Columbia Sportswear. SA Entreparticuliers.com operates a Website that provides information to individuals for the sale and rent of apartments... More
ENTREPARTICULIERS 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 ENTREPARTICULIERS'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 ENTREPARTICULIERS EO 10 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 23.05 | |||
| Value At Risk | (6.12) | |||
| Potential Upside | 6.52 |
ENTREPARTICULIERS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ENTREPARTICULIERS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ENTREPARTICULIERS's standard deviation. In reality, there are many statistical measures that can use ENTREPARTICULIERS historical prices to predict the future ENTREPARTICULIERS's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.41) | |||
| Total Risk Alpha | (0.99) | |||
| Treynor Ratio | (8.13) |
ENTREPARTICULIERS EO Backtested Returns
ENTREPARTICULIERS EO secures Sharpe Ratio (or Efficiency) of -0.1, which denotes the company had a -0.1% return per unit of volatility over the last 3 months. ENTREPARTICULIERS EO 10 exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm ENTREPARTICULIERS's Market Risk Adjusted Performance of (8.12), standard deviation of 3.9, and Mean Deviation of 2.74 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0496, which means not very significant fluctuations relative to the market. As returns on the market increase, ENTREPARTICULIERS's returns are expected to increase less than the market. However, during the bear market, the loss of holding ENTREPARTICULIERS is expected to be smaller as well. At this point, ENTREPARTICULIERS EO has a negative expected return of -0.4%. Please make sure to confirm ENTREPARTICULIERS's treynor ratio, skewness, and the relationship between the total risk alpha and potential upside , to decide if ENTREPARTICULIERS EO performance from the past will be repeated at future time.
Auto-correlation | 0.88 |
Very good predictability
ENTREPARTICULIERS EO 10 has very good predictability. Overlapping area represents the amount of predictability between ENTREPARTICULIERS time series from 14th of December 2022 to 9th of December 2023 and 9th of December 2023 to 3rd of December 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 ENTREPARTICULIERS EO price movement. The serial correlation of 0.88 indicates that approximately 88.0% of current ENTREPARTICULIERS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.88 | |
| Spearman Rank Test | 0.88 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
ENTREPARTICULIERS EO lagged returns against current returns
Autocorrelation, which is ENTREPARTICULIERS 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 ENTREPARTICULIERS's stock expected returns. We can calculate the autocorrelation of ENTREPARTICULIERS returns to help us make a trade decision. For example, suppose you find that ENTREPARTICULIERS 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 |
ENTREPARTICULIERS 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 ENTREPARTICULIERS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ENTREPARTICULIERS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ENTREPARTICULIERS stock over time.
Current vs Lagged Prices |
| Timeline |
ENTREPARTICULIERS Lagged Returns
When evaluating ENTREPARTICULIERS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ENTREPARTICULIERS stock have on its future price. ENTREPARTICULIERS 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, ENTREPARTICULIERS autocorrelation shows the relationship between ENTREPARTICULIERS stock current value and its past values and can show if there is a momentum factor associated with investing in ENTREPARTICULIERS EO 10.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in ENTREPARTICULIERS Stock
ENTREPARTICULIERS financial ratios help investors to determine whether ENTREPARTICULIERS 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 ENTREPARTICULIERS with respect to the benefits of owning ENTREPARTICULIERS security.