Repsol (Spain) Market Value
| REP Stock | EUR 11.54 0.10 0.86% |
| Symbol | Repsol |
Repsol '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 Repsol'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 Repsol.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Repsol on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Repsol or generate 0.0% return on investment in Repsol over 90 days. Repsol is related to or competes with Banco Santander, Iberdrola, Endesa SA, Mapfre, and International Consolidated. Repsol, S.A. operates as an integrated energy company worldwide More
Repsol 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 Repsol'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 Repsol upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.2 | |||
| Information Ratio | 0.1242 | |||
| Maximum Drawdown | 11.0 | |||
| Value At Risk | (1.93) | |||
| Potential Upside | 1.82 |
Repsol Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Repsol's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Repsol's standard deviation. In reality, there are many statistical measures that can use Repsol historical prices to predict the future Repsol's volatility.| Risk Adjusted Performance | 0.0545 | |||
| Jensen Alpha | 0.1074 | |||
| Total Risk Alpha | 0.2629 | |||
| Sortino Ratio | 0.155 | |||
| Treynor Ratio | 0.2657 |
Repsol Backtested Returns
At this point, Repsol is not too volatile. Repsol maintains Sharpe Ratio (i.e., Efficiency) of 0.0994, which implies the firm had a 0.0994 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Repsol, which you can use to evaluate the volatility of the company. Please check Repsol's Risk Adjusted Performance of 0.0545, coefficient of variation of 1731.28, and Semi Deviation of 1.1 to confirm if the risk estimate we provide is consistent with the expected return of 0.15%. Repsol has a performance score of 7 on a scale of 0 to 100. The company holds a Beta of 0.29, which implies not very significant fluctuations relative to the market. As returns on the market increase, Repsol's returns are expected to increase less than the market. However, during the bear market, the loss of holding Repsol is expected to be smaller as well. Repsol right now holds a risk of 1.51%. Please check Repsol expected short fall, day median price, and the relationship between the potential upside and accumulation distribution , to decide if Repsol will be following its historical price patterns.
Auto-correlation | 0.82 |
Very good predictability
Repsol has very good predictability. Overlapping area represents the amount of predictability between Repsol 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 Repsol price movement. The serial correlation of 0.82 indicates that around 82.0% of current Repsol price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
Repsol lagged returns against current returns
Autocorrelation, which is Repsol 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 Repsol's stock expected returns. We can calculate the autocorrelation of Repsol returns to help us make a trade decision. For example, suppose you find that Repsol 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 |
Repsol 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 Repsol stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Repsol stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Repsol stock over time.
Current vs Lagged Prices |
| Timeline |
Repsol Lagged Returns
When evaluating Repsol's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Repsol stock have on its future price. Repsol 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, Repsol autocorrelation shows the relationship between Repsol stock current value and its past values and can show if there is a momentum factor associated with investing in Repsol.
Regressed Prices |
| Timeline |
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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 Repsol Stock
Repsol financial ratios help investors to determine whether Repsol 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 Repsol with respect to the benefits of owning Repsol security.