Esker SA (France) Market Value
| ALESK Stock | EUR 277.40 17.60 6.77% |
| Symbol | Esker |
Esker 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 Esker 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 Esker SA.
| 03/10/2023 |
| 02/27/2025 |
If you would invest 0.00 in Esker SA on March 10, 2023 and sell it all today you would earn a total of 0.00 from holding Esker SA or generate 0.0% return on investment in Esker SA over 720 days. Esker SA is related to or competes with Sartorius Stedim, Lectra SA, Teleperformance, Trigano SA, and Thermador Groupe. Esker SA provides document processing automation solutions in France and internationally More
Esker 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 Esker 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 Esker SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2191 | |||
| Information Ratio | 0.1402 | |||
| Maximum Drawdown | 5.4 | |||
| Value At Risk | (0.30) | |||
| Potential Upside | 0.3082 |
Esker SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Esker SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Esker SA's standard deviation. In reality, there are many statistical measures that can use Esker SA historical prices to predict the future Esker SA's volatility.| Risk Adjusted Performance | 0.1063 | |||
| Jensen Alpha | 0.0904 | |||
| Total Risk Alpha | 0.0966 | |||
| Sortino Ratio | 0.4425 | |||
| Treynor Ratio | (5.55) |
Esker SA Backtested Returns
Currently, Esker SA is very steady. Esker SA 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 Esker SA, which you can use to evaluate the volatility of the firm. Please confirm Esker SA's Mean Deviation of 0.2295, coefficient of variation of 688.11, and Standard Deviation of 0.6914 to check if the risk estimate we provide is consistent with the expected return of 0.1%. Esker SA has a performance score of 11 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0163, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Esker SA are expected to decrease at a much lower rate. During the bear market, Esker SA is likely to outperform the market. Esker SA right now shows a risk of 0.72%. Please confirm Esker SA downside variance, and the relationship between the sortino ratio and accumulation distribution , to decide if Esker SA will be following its price patterns.
Auto-correlation | 0.15 |
Insignificant predictability
Esker SA has insignificant predictability. Overlapping area represents the amount of predictability between Esker SA time series from 10th of March 2023 to 4th of March 2024 and 4th of March 2024 to 27th of February 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 Esker SA price movement. The serial correlation of 0.15 indicates that less than 15.0% of current Esker SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.15 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 1391.41 |
Esker SA lagged returns against current returns
Autocorrelation, which is Esker 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 Esker SA's stock expected returns. We can calculate the autocorrelation of Esker SA returns to help us make a trade decision. For example, suppose you find that Esker 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 |
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Esker 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 Esker SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Esker SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Esker SA stock over time.
Current vs Lagged Prices |
| Timeline |
Esker SA Lagged Returns
When evaluating Esker SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Esker SA stock have on its future price. Esker 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, Esker SA autocorrelation shows the relationship between Esker SA stock current value and its past values and can show if there is a momentum factor associated with investing in Esker SA.
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 Esker Stock Analysis
When running Esker SA's price analysis, check to measure Esker SA'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 Esker SA is operating at the current time. Most of Esker SA's value examination focuses on studying past and present price action to predict the probability of Esker SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Esker SA's price. Additionally, you may evaluate how the addition of Esker SA to your portfolios can decrease your overall portfolio volatility.