Endesa SA (Spain) Market Value
| ELE Stock | EUR 22.18 0.21 0.96% |
| Symbol | Endesa |
Endesa 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 Endesa 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 Endesa SA.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Endesa SA on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Endesa SA or generate 0.0% return on investment in Endesa SA over 90 days. Endesa SA is related to or competes with Enags SA, Iberdrola, Repsol, Mapfre, and ACS Actividades. Endesa, S.A. engages in the generation, distribution, and sale of electricity primarily in Spain and Portugal More
Endesa 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 Endesa 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 Endesa SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9866 | |||
| Information Ratio | 0.2016 | |||
| Maximum Drawdown | 4.4 | |||
| Value At Risk | (1.61) | |||
| Potential Upside | 1.48 |
Endesa SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Endesa SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Endesa SA's standard deviation. In reality, there are many statistical measures that can use Endesa SA historical prices to predict the future Endesa SA's volatility.| Risk Adjusted Performance | 0.0836 | |||
| Jensen Alpha | 0.0735 | |||
| Total Risk Alpha | 0.1953 | |||
| Sortino Ratio | 0.1903 | |||
| Treynor Ratio | (1.65) |
Endesa SA Backtested Returns
At this point, Endesa SA is very steady. Endesa SA secures Sharpe Ratio (or Efficiency) of 0.17, which denotes the company had a 0.17 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Endesa SA, which you can use to evaluate the volatility of the firm. Please confirm Endesa SA's Downside Deviation of 0.9866, semi deviation of 0.9051, and Mean Deviation of 0.7233 to check if the risk estimate we provide is consistent with the expected return of 0.16%. Endesa SA has a performance score of 13 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0478, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Endesa SA are expected to decrease at a much lower rate. During the bear market, Endesa SA is likely to outperform the market. Endesa SA right now shows a risk of 0.93%. Please confirm Endesa SA jensen alpha, maximum drawdown, and the relationship between the coefficient of variation and sortino ratio , to decide if Endesa SA will be following its price patterns.
Auto-correlation | -0.12 |
Insignificant reverse predictability
Endesa SA has insignificant reverse predictability. Overlapping area represents the amount of predictability between Endesa SA 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 Endesa SA price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Endesa SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Endesa SA lagged returns against current returns
Autocorrelation, which is Endesa 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 Endesa SA's stock expected returns. We can calculate the autocorrelation of Endesa SA returns to help us make a trade decision. For example, suppose you find that Endesa 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 |
| Timeline |
Endesa 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 Endesa SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Endesa SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Endesa SA stock over time.
Current vs Lagged Prices |
| Timeline |
Endesa SA Lagged Returns
When evaluating Endesa SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Endesa SA stock have on its future price. Endesa 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, Endesa SA autocorrelation shows the relationship between Endesa SA stock current value and its past values and can show if there is a momentum factor associated with investing in Endesa SA.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in Endesa Stock
Endesa SA financial ratios help investors to determine whether Endesa 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 Endesa with respect to the benefits of owning Endesa SA security.