GALP ENERGADR/ (Germany) Market Value
| GZ50 Stock | EUR 8.30 0.10 1.19% |
| Symbol | GALP |
GALP ENERGADR/ '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 GALP ENERGADR/'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 GALP ENERGADR/.
| 02/02/2023 |
| 01/22/2025 |
If you would invest 0.00 in GALP ENERGADR/ on February 2, 2023 and sell it all today you would earn a total of 0.00 from holding GALP ENERGADR 15 or generate 0.0% return on investment in GALP ENERGADR/ over 720 days. GALP ENERGADR/ is related to or competes with ANTA SPORTS, MidCap Financial, RCS MediaGroup, AGNC INVESTMENT, ATRESMEDIA, Tencent Music, and Japan Asia. Galp Energia, SGPS, S.A. operates as integrated energy operator in Portugal and internationally More
GALP ENERGADR/ 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 GALP ENERGADR/'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 GALP ENERGADR 15 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.96 | |||
| Information Ratio | 0.0139 | |||
| Maximum Drawdown | 10.34 | |||
| Value At Risk | (2.56) | |||
| Potential Upside | 2.55 |
GALP ENERGADR/ Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GALP ENERGADR/'s investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GALP ENERGADR/'s standard deviation. In reality, there are many statistical measures that can use GALP ENERGADR/ historical prices to predict the future GALP ENERGADR/'s volatility.| Risk Adjusted Performance | 0.035 | |||
| Jensen Alpha | 0.0474 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | 0.0119 | |||
| Treynor Ratio | 0.5494 |
GALP ENERGADR 15 Backtested Returns
At this point, GALP ENERGADR/ is not too volatile. GALP ENERGADR 15 holds Efficiency (Sharpe) Ratio of 0.0586, which attests that the company had a 0.0586 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for GALP ENERGADR 15, which you can use to evaluate the volatility of the entity. Please check out GALP ENERGADR/'s semi deviation of 1.64, and Downside Deviation of 1.96 to validate if the risk estimate we provide is consistent with the expected return of 0.0974%. GALP ENERGADR/ has a performance score of 4 on a scale of 0 to 100. The firm retains a Market Volatility (i.e., Beta) of 0.0907, which attests to not very significant fluctuations relative to the market. As returns on the market increase, GALP ENERGADR/'s returns are expected to increase less than the market. However, during the bear market, the loss of holding GALP ENERGADR/ is expected to be smaller as well. GALP ENERGADR 15 at this time retains a risk of 1.66%. Please check out GALP ENERGADR/ coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the information ratio and total risk alpha , to decide if GALP ENERGADR/ will be following its current trending patterns.
Auto-correlation | -0.13 |
Insignificant reverse predictability
GALP ENERGADR 15 has insignificant reverse predictability. Overlapping area represents the amount of predictability between GALP ENERGADR/ time series from 2nd of February 2023 to 28th of January 2024 and 28th of January 2024 to 22nd of January 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 GALP ENERGADR 15 price movement. The serial correlation of -0.13 indicates that less than 13.0% of current GALP ENERGADR/ price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.13 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.81 |
GALP ENERGADR 15 lagged returns against current returns
Autocorrelation, which is GALP ENERGADR/ 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 GALP ENERGADR/'s stock expected returns. We can calculate the autocorrelation of GALP ENERGADR/ returns to help us make a trade decision. For example, suppose you find that GALP ENERGADR/ 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 |
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GALP ENERGADR/ 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 GALP ENERGADR/ stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GALP ENERGADR/ stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GALP ENERGADR/ stock over time.
Current vs Lagged Prices |
| Timeline |
GALP ENERGADR/ Lagged Returns
When evaluating GALP ENERGADR/'s market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GALP ENERGADR/ stock have on its future price. GALP ENERGADR/ 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, GALP ENERGADR/ autocorrelation shows the relationship between GALP ENERGADR/ stock current value and its past values and can show if there is a momentum factor associated with investing in GALP ENERGADR 15.
Regressed Prices |
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Currently Active Assets on Macroaxis
Other Information on Investing in GALP Stock
GALP ENERGADR/ financial ratios help investors to determine whether GALP 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 GALP with respect to the benefits of owning GALP ENERGADR/ security.