ENTREPARTICULIERS (Germany) Market Value
| 99Q Stock | EUR 0.51 0.02 3.77% |
| 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.
| 03/12/2023 |
| 03/01/2025 |
If you would invest 0.00 in ENTREPARTICULIERS on March 12, 2023 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 CHIBA BANK, Grand Canyon, TAL Education, JSC Halyk, CHINA EDUCATION, and REVO INSURANCE. 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.
| Downside Deviation | 8.56 | |||
| Information Ratio | 0.1021 | |||
| Maximum Drawdown | 67.46 | |||
| Value At Risk | (11.86) | |||
| Potential Upside | 20.0 |
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 | 0.0837 | |||
| Jensen Alpha | 1.21 | |||
| Total Risk Alpha | 1.56 | |||
| Sortino Ratio | 0.1416 | |||
| Treynor Ratio | 1.06 |
ENTREPARTICULIERS EO Backtested Returns
ENTREPARTICULIERS is out of control given 3 months investment horizon. 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. We were able to interpolate twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.2% are justified by taking the suggested risk. Use ENTREPARTICULIERS Downside Deviation of 8.56, market risk adjusted performance of 1.07, and Mean Deviation of 7.34 to evaluate company specific risk that cannot be diversified away. ENTREPARTICULIERS holds a performance score of 7 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 1.12, which means a somewhat significant risk relative to the market. ENTREPARTICULIERS returns are very sensitive to returns on the market. As the market goes up or down, ENTREPARTICULIERS is expected to follow. Use ENTREPARTICULIERS jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to analyze future returns on ENTREPARTICULIERS.
Auto-correlation | 0.74 |
Good predictability
ENTREPARTICULIERS EO 10 has good predictability. Overlapping area represents the amount of predictability between ENTREPARTICULIERS time series from 12th of March 2023 to 6th of March 2024 and 6th of March 2024 to 1st of March 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 ENTREPARTICULIERS EO price movement. The serial correlation of 0.74 indicates that around 74.0% of current ENTREPARTICULIERS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.74 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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.