EL D (Greece) Market Value
| MOYZK Stock | EUR 0.57 0.02 3.39% |
| Symbol | MOYZK |
EL D '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 EL D'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 EL D.
| 12/18/2024 |
| 03/18/2025 |
If you would invest 0.00 in EL D on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding EL D Mouzakis or generate 0.0% return on investment in EL D over 90 days. EL D is related to or competes with Lanakam SA, Bioter SA, Avax SA, National Bank, N Leventeris, Eurobank Ergasias, and Vogiatzoglou Systems. Mouzakis S.A. engages in the production and sale of textile products in Greece and other Eurozone countries More
EL D 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 EL D'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 EL D Mouzakis upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 14.38 | |||
| Value At Risk | (3.39) | |||
| Potential Upside | 4.55 |
EL D Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for EL D's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as EL D's standard deviation. In reality, there are many statistical measures that can use EL D historical prices to predict the future EL D's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | 0.1317 | |||
| Treynor Ratio | (1.15) |
EL D Mouzakis Backtested Returns
EL D Mouzakis retains Efficiency (Sharpe Ratio) of -0.0405, which denotes the company had a -0.0405 % return per unit of price deviation over the last 3 months. EL D exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm EL D's Standard Deviation of 2.16, information ratio of (0.01), and Market Risk Adjusted Performance of (1.14) to check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 0.12, which means not very significant fluctuations relative to the market. As returns on the market increase, EL D's returns are expected to increase less than the market. However, during the bear market, the loss of holding EL D is expected to be smaller as well. At this point, EL D Mouzakis has a negative expected return of -0.092%. Please make sure to confirm EL D's treynor ratio, as well as the relationship between the accumulation distribution and period momentum indicator , to decide if EL D Mouzakis performance from the past will be repeated sooner or later.
Auto-correlation | -0.52 |
Good reverse predictability
EL D Mouzakis has good reverse predictability. Overlapping area represents the amount of predictability between EL D time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th 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 EL D Mouzakis price movement. The serial correlation of -0.52 indicates that about 52.0% of current EL D price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.52 | |
| Spearman Rank Test | -0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
EL D Mouzakis lagged returns against current returns
Autocorrelation, which is EL D 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 EL D's stock expected returns. We can calculate the autocorrelation of EL D returns to help us make a trade decision. For example, suppose you find that EL D 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 |
EL D 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 EL D stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if EL D stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in EL D stock over time.
Current vs Lagged Prices |
| Timeline |
EL D Lagged Returns
When evaluating EL D's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of EL D stock have on its future price. EL D 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, EL D autocorrelation shows the relationship between EL D stock current value and its past values and can show if there is a momentum factor associated with investing in EL D Mouzakis.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in MOYZK Stock
EL D financial ratios help investors to determine whether MOYZK 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 MOYZK with respect to the benefits of owning EL D security.