Ecolab (Germany) Market Value
| ECJ Stock | EUR 255.20 1.60 0.63% |
| Symbol | Ecolab |
Ecolab '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 Ecolab'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 Ecolab.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Ecolab on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Ecolab Inc or generate 0.0% return on investment in Ecolab over 30 days. Ecolab is related to or competes with SIERRA METALS, PULSION Medical, China Medical, Diamyd Medical, and Nippon Light. Ecolab Inc. provides water, hygiene, and energy technologies and services worldwide More
Ecolab 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 Ecolab'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 Ecolab Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.839 | |||
| Information Ratio | 0.1346 | |||
| Maximum Drawdown | 6.11 | |||
| Value At Risk | (1.23) | |||
| Potential Upside | 2.37 |
Ecolab Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ecolab's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ecolab's standard deviation. In reality, there are many statistical measures that can use Ecolab historical prices to predict the future Ecolab's volatility.| Risk Adjusted Performance | 0.1052 | |||
| Jensen Alpha | 0.1608 | |||
| Total Risk Alpha | 0.17 | |||
| Sortino Ratio | 0.1974 | |||
| Treynor Ratio | 0.6372 |
Ecolab Inc Backtested Returns
At this point, Ecolab is very steady. Ecolab Inc secures Sharpe Ratio (or Efficiency) of 0.13, which denotes the company had a 0.13 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Ecolab Inc, which you can use to evaluate the volatility of the firm. Please confirm Ecolab's Coefficient Of Variation of 727.15, mean deviation of 0.8997, and Downside Deviation of 0.839 to check if the risk estimate we provide is consistent with the expected return of 0.16%. Ecolab has a performance score of 10 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.25, which means not very significant fluctuations relative to the market. As returns on the market increase, Ecolab's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ecolab is expected to be smaller as well. Ecolab Inc right now shows a risk of 1.22%. Please confirm Ecolab Inc total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to decide if Ecolab Inc will be following its price patterns.
Auto-correlation | 0.09 |
Virtually no predictability
Ecolab Inc has virtually no predictability. Overlapping area represents the amount of predictability between Ecolab time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 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 Ecolab Inc price movement. The serial correlation of 0.09 indicates that less than 9.0% of current Ecolab price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 2.35 |
Ecolab Inc lagged returns against current returns
Autocorrelation, which is Ecolab 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 Ecolab's stock expected returns. We can calculate the autocorrelation of Ecolab returns to help us make a trade decision. For example, suppose you find that Ecolab 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 |
Ecolab 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 Ecolab stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ecolab stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ecolab stock over time.
Current vs Lagged Prices |
| Timeline |
Ecolab Lagged Returns
When evaluating Ecolab's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ecolab stock have on its future price. Ecolab 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, Ecolab autocorrelation shows the relationship between Ecolab stock current value and its past values and can show if there is a momentum factor associated with investing in Ecolab Inc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Ecolab Stock
When determining whether Ecolab Inc is a strong investment it is important to analyze Ecolab's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Ecolab's future performance. For an informed investment choice regarding Ecolab Stock, refer to the following important reports:Check out Ecolab Correlation, Ecolab Volatility and Ecolab Alpha and Beta module to complement your research on Ecolab. You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
Ecolab technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.