Grupo Ezentis (Spain) Market Value
| EZE Stock | EUR 0.13 0.01 8.33% |
| Symbol | Grupo |
Grupo Ezentis '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 Grupo Ezentis' 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 Grupo Ezentis.
| 01/31/2025 |
| 03/02/2025 |
If you would invest 0.00 in Grupo Ezentis on January 31, 2025 and sell it all today you would earn a total of 0.00 from holding Grupo Ezentis SA or generate 0.0% return on investment in Grupo Ezentis over 30 days. Grupo Ezentis is related to or competes with Atrys Health, Melia Hotels, Cellnex Telecom, Neinor Homes, Plasticos Compuestos, and Elaia Investment. Grupo Ezentis, S.A. operates telecommunications and energy infrastructures primarily in Latin America More
Grupo Ezentis 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 Grupo Ezentis' 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 Grupo Ezentis SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.76 | |||
| Information Ratio | 0.0858 | |||
| Maximum Drawdown | 23.64 | |||
| Value At Risk | (7.58) | |||
| Potential Upside | 9.09 |
Grupo Ezentis Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Grupo Ezentis' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Grupo Ezentis' standard deviation. In reality, there are many statistical measures that can use Grupo Ezentis historical prices to predict the future Grupo Ezentis' volatility.| Risk Adjusted Performance | 0.0692 | |||
| Jensen Alpha | 0.3373 | |||
| Total Risk Alpha | 0.4763 | |||
| Sortino Ratio | 0.0769 | |||
| Treynor Ratio | (1.35) |
Grupo Ezentis SA Backtested Returns
Grupo Ezentis appears to be out of control, given 3 months investment horizon. Grupo Ezentis SA holds Efficiency (Sharpe) Ratio of 0.0828, which attests that the entity had a 0.0828 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Grupo Ezentis SA, which you can use to evaluate the volatility of the firm. Please utilize Grupo Ezentis' Downside Deviation of 4.76, market risk adjusted performance of (1.34), and Risk Adjusted Performance of 0.0692 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Grupo Ezentis holds a performance score of 6. The company retains a Market Volatility (i.e., Beta) of -0.25, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Grupo Ezentis are expected to decrease at a much lower rate. During the bear market, Grupo Ezentis is likely to outperform the market. Please check Grupo Ezentis' treynor ratio, downside variance, kurtosis, as well as the relationship between the value at risk and expected short fall , to make a quick decision on whether Grupo Ezentis' current trending patterns will revert.
Auto-correlation | -0.92 |
Near perfect reversele predictability
Grupo Ezentis SA has near perfect reversele predictability. Overlapping area represents the amount of predictability between Grupo Ezentis time series from 31st of January 2025 to 15th of February 2025 and 15th of February 2025 to 2nd 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 Grupo Ezentis SA price movement. The serial correlation of -0.92 indicates that approximately 92.0% of current Grupo Ezentis price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.92 | |
| Spearman Rank Test | -0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Grupo Ezentis SA lagged returns against current returns
Autocorrelation, which is Grupo Ezentis 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 Grupo Ezentis' stock expected returns. We can calculate the autocorrelation of Grupo Ezentis returns to help us make a trade decision. For example, suppose you find that Grupo Ezentis 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 |
Grupo Ezentis 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 Grupo Ezentis stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Grupo Ezentis stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Grupo Ezentis stock over time.
Current vs Lagged Prices |
| Timeline |
Grupo Ezentis Lagged Returns
When evaluating Grupo Ezentis' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Grupo Ezentis stock have on its future price. Grupo Ezentis 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, Grupo Ezentis autocorrelation shows the relationship between Grupo Ezentis stock current value and its past values and can show if there is a momentum factor associated with investing in Grupo Ezentis 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 Grupo Stock
Grupo Ezentis financial ratios help investors to determine whether Grupo 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 Grupo with respect to the benefits of owning Grupo Ezentis security.