Este Lauder (Austria) Market Value
| ESLA Stock | EUR 60.80 0.60 0.98% |
| Symbol | Este |
Este Lauder '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 Este Lauder'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 Este Lauder.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in Este Lauder on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding The Este Lauder or generate 0.0% return on investment in Este Lauder over 90 days. Este Lauder is related to or competes with Erste Group, AMAG Austria, Wiener Privatbank, Vienna Insurance, Addiko Bank, and CNH Industrial. The Este Lauder Companies Inc. manufactures, markets, and sells skin care, makeup, fragrance, and hair care products wor... More
Este Lauder 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 Este Lauder'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 The Este Lauder upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 23.41 | |||
| Value At Risk | (4.86) | |||
| Potential Upside | 3.58 |
Este Lauder Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Este Lauder's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Este Lauder's standard deviation. In reality, there are many statistical measures that can use Este Lauder historical prices to predict the future Este Lauder's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | 0.2502 | |||
| Treynor Ratio | (0.82) |
Este Lauder Backtested Returns
Este Lauder secures Sharpe Ratio (or Efficiency) of -0.0939, which denotes the company had a -0.0939 % return per unit of risk over the last 3 months. The Este Lauder exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Este Lauder's Standard Deviation of 3.23, coefficient of variation of (1,390), and Risk Adjusted Performance of (0.05) to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.3, which means not very significant fluctuations relative to the market. As returns on the market increase, Este Lauder's returns are expected to increase less than the market. However, during the bear market, the loss of holding Este Lauder is expected to be smaller as well. At this point, Este Lauder has a negative expected return of -0.31%. Please make sure to confirm Este Lauder's jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if Este Lauder performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.18 |
Very weak predictability
The Este Lauder has very weak predictability. Overlapping area represents the amount of predictability between Este Lauder time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th 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 Este Lauder price movement. The serial correlation of 0.18 indicates that over 18.0% of current Este Lauder price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | -0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 31.86 |
Este Lauder lagged returns against current returns
Autocorrelation, which is Este Lauder 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 Este Lauder's stock expected returns. We can calculate the autocorrelation of Este Lauder returns to help us make a trade decision. For example, suppose you find that Este Lauder 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 |
Este Lauder 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 Este Lauder stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Este Lauder stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Este Lauder stock over time.
Current vs Lagged Prices |
| Timeline |
Este Lauder Lagged Returns
When evaluating Este Lauder's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Este Lauder stock have on its future price. Este Lauder 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, Este Lauder autocorrelation shows the relationship between Este Lauder stock current value and its past values and can show if there is a momentum factor associated with investing in The Este Lauder.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Este Stock
Este Lauder financial ratios help investors to determine whether Este 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 Este with respect to the benefits of owning Este Lauder security.