Emperador's market value is the price at which a share of Emperador trades on a public exchange. It measures the collective expectations of Emperador investors about its performance. Emperador is trading at 18.00 as of the 2nd of December 2024, a 0.11% down since the beginning of the trading day. The stock's lowest day price was 17.9. With this module, you can estimate the performance of a buy and hold strategy of Emperador and determine expected loss or profit from investing in Emperador over a given investment horizon. Check out Investing Opportunities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in american community survey.
Symbol
Emperador
Emperador '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 Emperador'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 Emperador.
0.00
12/13/2022
No Change 0.00
0.0
In 1 year 11 months and 22 days
12/02/2024
0.00
If you would invest 0.00 in Emperador on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding Emperador or generate 0.0% return on investment in Emperador over 720 days.
Emperador 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 Emperador'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 Emperador upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Emperador's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Emperador's standard deviation. In reality, there are many statistical measures that can use Emperador historical prices to predict the future Emperador's volatility.
Emperador secures Sharpe Ratio (or Efficiency) of -0.26, which denotes the company had a -0.26% return per unit of risk over the last 3 months. Emperador exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Emperador's Variance of 0.0661, standard deviation of 0.257, and Mean Deviation of 0.2027 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0241, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Emperador are expected to decrease at a much lower rate. During the bear market, Emperador is likely to outperform the market. At this point, Emperador has a negative expected return of -0.0676%. Please make sure to confirm Emperador's kurtosis, and the relationship between the value at risk and rate of daily change , to decide if Emperador performance from the past will be repeated at some point in the near future.
Auto-correlation
-0.42
Modest reverse predictability
Emperador has modest reverse predictability. Overlapping area represents the amount of predictability between Emperador time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 to 2nd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Emperador price movement. The serial correlation of -0.42 indicates that just about 42.0% of current Emperador price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.42
Spearman Rank Test
-0.03
Residual Average
0.0
Price Variance
0.87
Emperador lagged returns against current returns
Autocorrelation, which is Emperador 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 Emperador's stock expected returns. We can calculate the autocorrelation of Emperador returns to help us make a trade decision. For example, suppose you find that Emperador 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
Emperador 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 Emperador stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Emperador stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Emperador stock over time.
Current vs Lagged Prices
Timeline
Emperador Lagged Returns
When evaluating Emperador's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Emperador stock have on its future price. Emperador 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, Emperador autocorrelation shows the relationship between Emperador stock current value and its past values and can show if there is a momentum factor associated with investing in Emperador.
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.