Enersize (Sweden) Market Value
| ENERS Stock | SEK 0 0.0001 2.44% |
| Symbol | Enersize |
Enersize '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 Enersize'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 Enersize.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Enersize on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Enersize Oy or generate 0.0% return on investment in Enersize over 90 days. Enersize is related to or competes with Divio Technologies, and Zaplox AB. Enersize Oyj provides compressed air efficiency software in China and the European Union More
Enersize 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 Enersize'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 Enersize Oy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 23.71 | |||
| Information Ratio | 0.1297 | |||
| Maximum Drawdown | 176.22 | |||
| Value At Risk | (52.00) | |||
| Potential Upside | 100.0 |
Enersize Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Enersize's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Enersize's standard deviation. In reality, there are many statistical measures that can use Enersize historical prices to predict the future Enersize's volatility.| Risk Adjusted Performance | 0.1201 | |||
| Jensen Alpha | 4.93 | |||
| Total Risk Alpha | 8.46 | |||
| Sortino Ratio | 0.1839 | |||
| Treynor Ratio | 0.6789 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Enersize's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Enersize Oy Backtested Returns
Enersize is out of control given 3 months investment horizon. Enersize Oy 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 are able to interpolate and collect thirty different technical indicators, which can help you to evaluate if expected returns of 4.54% are justified by taking the suggested risk. Use Enersize Coefficient Of Variation of 788.95, mean deviation of 16.71, and Downside Deviation of 23.71 to evaluate company specific risk that cannot be diversified away. Enersize holds a performance score of 10 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 6.26, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Enersize will likely underperform. Use Enersize jensen alpha, skewness, relative strength index, as well as the relationship between the value at risk and day median price , to analyze future returns on Enersize.
Auto-correlation | -0.07 |
Very weak reverse predictability
Enersize Oy has very weak reverse predictability. Overlapping area represents the amount of predictability between Enersize 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 Enersize Oy price movement. The serial correlation of -0.07 indicates that barely 7.0% of current Enersize price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.07 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Enersize Oy lagged returns against current returns
Autocorrelation, which is Enersize 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 Enersize's stock expected returns. We can calculate the autocorrelation of Enersize returns to help us make a trade decision. For example, suppose you find that Enersize 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 |
Enersize 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 Enersize stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Enersize stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Enersize stock over time.
Current vs Lagged Prices |
| Timeline |
Enersize Lagged Returns
When evaluating Enersize's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Enersize stock have on its future price. Enersize 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, Enersize autocorrelation shows the relationship between Enersize stock current value and its past values and can show if there is a momentum factor associated with investing in Enersize Oy.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Enersize Stock Analysis
When running Enersize's price analysis, check to measure Enersize'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 Enersize is operating at the current time. Most of Enersize's value examination focuses on studying past and present price action to predict the probability of Enersize's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Enersize's price. Additionally, you may evaluate how the addition of Enersize to your portfolios can decrease your overall portfolio volatility.