Entech SE (France) Market Value
| ALESE Stock | 7.98 0.68 9.32% |
| Symbol | Entech |
Entech SE '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 Entech SE'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 Entech SE.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Entech SE on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Entech SE SAS or generate 0.0% return on investment in Entech SE over 90 days. Entech SE is related to or competes with Afyren SAS, Voltalia, and Waga Energy. More
Entech SE 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 Entech SE'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 Entech SE SAS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.41 | |||
| Information Ratio | 0.1665 | |||
| Maximum Drawdown | 16.72 | |||
| Value At Risk | (3.80) | |||
| Potential Upside | 6.45 |
Entech SE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Entech SE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Entech SE's standard deviation. In reality, there are many statistical measures that can use Entech SE historical prices to predict the future Entech SE's volatility.| Risk Adjusted Performance | 0.1258 | |||
| Jensen Alpha | 0.4953 | |||
| Total Risk Alpha | 0.8403 | |||
| Sortino Ratio | 0.2252 | |||
| Treynor Ratio | 0.7559 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Entech SE'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.
Entech SE SAS Backtested Returns
Entech SE appears to be slightly risky, given 3 months investment horizon. Entech SE SAS secures Sharpe Ratio (or Efficiency) of 0.14, which denotes the company had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Entech SE SAS, which you can use to evaluate the volatility of the firm. Please utilize Entech SE's Coefficient Of Variation of 734.72, downside deviation of 2.41, and Mean Deviation of 2.24 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Entech SE holds a performance score of 10. The firm shows a Beta (market volatility) of 0.57, which means possible diversification benefits within a given portfolio. As returns on the market increase, Entech SE's returns are expected to increase less than the market. However, during the bear market, the loss of holding Entech SE is expected to be smaller as well. Please check Entech SE's semi variance, and the relationship between the maximum drawdown and accumulation distribution , to make a quick decision on whether Entech SE's price patterns will revert.
Auto-correlation | -0.13 |
Insignificant reverse predictability
Entech SE SAS has insignificant reverse predictability. Overlapping area represents the amount of predictability between Entech SE time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Entech SE SAS price movement. The serial correlation of -0.13 indicates that less than 13.0% of current Entech SE price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.13 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.41 |
Entech SE SAS lagged returns against current returns
Autocorrelation, which is Entech SE 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 Entech SE's stock expected returns. We can calculate the autocorrelation of Entech SE returns to help us make a trade decision. For example, suppose you find that Entech SE 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 |
Entech SE 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 Entech SE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Entech SE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Entech SE stock over time.
Current vs Lagged Prices |
| Timeline |
Entech SE Lagged Returns
When evaluating Entech SE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Entech SE stock have on its future price. Entech SE 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, Entech SE autocorrelation shows the relationship between Entech SE stock current value and its past values and can show if there is a momentum factor associated with investing in Entech SE SAS.
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 Entech Stock Analysis
When running Entech SE's price analysis, check to measure Entech SE'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 Entech SE is operating at the current time. Most of Entech SE's value examination focuses on studying past and present price action to predict the probability of Entech SE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Entech SE's price. Additionally, you may evaluate how the addition of Entech SE to your portfolios can decrease your overall portfolio volatility.