Mota Engil (Portugal) Market Value
| EGL Stock | EUR 3.21 0.11 3.55% |
| Symbol | Mota |
Mota Engil '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 Mota Engil'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 Mota Engil.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Mota Engil on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Mota Engil SGPS SA or generate 0.0% return on investment in Mota Engil over 90 days. Mota Engil is related to or competes with Sonae SGPS, Altri SGPS, Banco Comercial, Semapa, and Galp Energia. More
Mota Engil 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 Mota Engil'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 Mota Engil SGPS SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.87 | |||
| Information Ratio | 0.1332 | |||
| Maximum Drawdown | 16.33 | |||
| Value At Risk | (3.41) | |||
| Potential Upside | 4.2 |
Mota Engil Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mota Engil's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mota Engil's standard deviation. In reality, there are many statistical measures that can use Mota Engil historical prices to predict the future Mota Engil's volatility.| Risk Adjusted Performance | 0.0948 | |||
| Jensen Alpha | 0.2404 | |||
| Total Risk Alpha | 0.6789 | |||
| Sortino Ratio | 0.1415 | |||
| Treynor Ratio | (0.57) |
Mota Engil SGPS Backtested Returns
Mota Engil appears to be relatively risky, given 3 months investment horizon. Mota Engil SGPS has Sharpe Ratio of 0.1, which conveys that the firm had a 0.1 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Mota Engil, which you can use to evaluate the volatility of the firm. Please exercise Mota Engil's Risk Adjusted Performance of 0.0948, downside deviation of 2.87, and Mean Deviation of 2.1 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mota Engil holds a performance score of 7. The company secures a Beta (Market Risk) of -0.52, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Mota Engil are expected to decrease at a much lower rate. During the bear market, Mota Engil is likely to outperform the market. Please check Mota Engil's sortino ratio, potential upside, skewness, as well as the relationship between the maximum drawdown and semi variance , to make a quick decision on whether Mota Engil's current price movements will revert.
Auto-correlation | 0.44 |
Average predictability
Mota Engil SGPS SA has average predictability. Overlapping area represents the amount of predictability between Mota Engil time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Mota Engil SGPS price movement. The serial correlation of 0.44 indicates that just about 44.0% of current Mota Engil price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Mota Engil SGPS lagged returns against current returns
Autocorrelation, which is Mota Engil 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 Mota Engil's stock expected returns. We can calculate the autocorrelation of Mota Engil returns to help us make a trade decision. For example, suppose you find that Mota Engil 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 |
Mota Engil 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 Mota Engil stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mota Engil stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mota Engil stock over time.
Current vs Lagged Prices |
| Timeline |
Mota Engil Lagged Returns
When evaluating Mota Engil's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mota Engil stock have on its future price. Mota Engil 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, Mota Engil autocorrelation shows the relationship between Mota Engil stock current value and its past values and can show if there is a momentum factor associated with investing in Mota Engil SGPS SA.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Mota Stock Analysis
When running Mota Engil's price analysis, check to measure Mota Engil'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 Mota Engil is operating at the current time. Most of Mota Engil's value examination focuses on studying past and present price action to predict the probability of Mota Engil's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mota Engil's price. Additionally, you may evaluate how the addition of Mota Engil to your portfolios can decrease your overall portfolio volatility.