EAST SIDE (Germany) Market Value
| BL1 Stock | 0.26 0.03 10.34% |
| Symbol | EAST |
EAST SIDE '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 EAST SIDE'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 EAST SIDE.
| 02/01/2025 |
| 03/03/2025 |
If you would invest 0.00 in EAST SIDE on February 1, 2025 and sell it all today you would earn a total of 0.00 from holding EAST SIDE GAMES or generate 0.0% return on investment in EAST SIDE over 30 days. EAST SIDE is related to or competes with BROADPEAK, BG Foods, Ebro Foods, and China Modern. More
EAST SIDE 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 EAST SIDE'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 EAST SIDE GAMES upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 41.21 | |||
| Value At Risk | (11.63) | |||
| Potential Upside | 9.09 |
EAST SIDE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for EAST SIDE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as EAST SIDE's standard deviation. In reality, there are many statistical measures that can use EAST SIDE historical prices to predict the future EAST SIDE's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.44) | |||
| Total Risk Alpha | (0.18) | |||
| Treynor Ratio | 0.288 |
EAST SIDE GAMES Backtested Returns
EAST SIDE GAMES secures Sharpe Ratio (or Efficiency) of -0.0357, which denotes the company had a -0.0357 % return per unit of volatility over the last 3 months. EAST SIDE GAMES exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm EAST SIDE's Market Risk Adjusted Performance of 0.298, standard deviation of 7.15, and Mean Deviation of 5.21 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -1.42, which means a somewhat significant risk relative to the market. As returns on the market increase, returns on owning EAST SIDE are expected to decrease by larger amounts. On the other hand, during market turmoil, EAST SIDE is expected to outperform it. At this point, EAST SIDE GAMES has a negative expected return of -0.25%. Please make sure to confirm EAST SIDE's treynor ratio, skewness, and the relationship between the total risk alpha and potential upside , to decide if EAST SIDE GAMES performance from the past will be repeated in the future.
Auto-correlation | 0.24 |
Weak predictability
EAST SIDE GAMES has weak predictability. Overlapping area represents the amount of predictability between EAST SIDE time series from 1st of February 2025 to 16th of February 2025 and 16th of February 2025 to 3rd 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 EAST SIDE GAMES price movement. The serial correlation of 0.24 indicates that over 24.0% of current EAST SIDE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
EAST SIDE GAMES lagged returns against current returns
Autocorrelation, which is EAST SIDE 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 EAST SIDE's stock expected returns. We can calculate the autocorrelation of EAST SIDE returns to help us make a trade decision. For example, suppose you find that EAST SIDE 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 |
EAST SIDE 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 EAST SIDE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if EAST SIDE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in EAST SIDE stock over time.
Current vs Lagged Prices |
| Timeline |
EAST SIDE Lagged Returns
When evaluating EAST SIDE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of EAST SIDE stock have on its future price. EAST SIDE 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, EAST SIDE autocorrelation shows the relationship between EAST SIDE stock current value and its past values and can show if there is a momentum factor associated with investing in EAST SIDE GAMES.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in EAST Stock
EAST SIDE financial ratios help investors to determine whether EAST 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 EAST with respect to the benefits of owning EAST SIDE security.