Eurazeo (France) Market Value
| RF Stock | EUR 70.65 0.20 0.28% |
| Symbol | Eurazeo |
Eurazeo '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 Eurazeo'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 Eurazeo.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Eurazeo on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Eurazeo or generate 0.0% return on investment in Eurazeo over 90 days. Eurazeo is related to or competes with Wendel, Groep Brussel, Ackermans Van, SEB SA, and Bollore SA. Eurazeo SE is a private equity and venture capital firm specializing in growth capital, leveraged buyouts, and buyins of... More
Eurazeo 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 Eurazeo'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 Eurazeo upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0657 | |||
| Maximum Drawdown | 8.08 | |||
| Value At Risk | (2.69) | |||
| Potential Upside | 1.74 |
Eurazeo Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Eurazeo's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Eurazeo's standard deviation. In reality, there are many statistical measures that can use Eurazeo historical prices to predict the future Eurazeo's volatility.| Risk Adjusted Performance | 1.0E-4 | |||
| Jensen Alpha | 0.0298 | |||
| Total Risk Alpha | 0.1611 | |||
| Treynor Ratio | (0.04) |
Eurazeo Backtested Returns
At this point, Eurazeo is very steady. Eurazeo secures Sharpe Ratio (or Efficiency) of 0.0221, which denotes the company had a 0.0221 % return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Eurazeo, which you can use to evaluate the volatility of the firm. Please confirm Eurazeo's Standard Deviation of 1.41, mean deviation of 1.07, and Variance of 2.0 to check if the risk estimate we provide is consistent with the expected return of 0.0317%. Eurazeo has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.42, which means possible diversification benefits within a given portfolio. As returns on the market increase, Eurazeo's returns are expected to increase less than the market. However, during the bear market, the loss of holding Eurazeo is expected to be smaller as well. Eurazeo right now shows a risk of 1.43%. Please confirm Eurazeo daily balance of power, market facilitation index, and the relationship between the kurtosis and day median price , to decide if Eurazeo will be following its price patterns.
Auto-correlation | -0.71 |
Almost perfect reverse predictability
Eurazeo has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Eurazeo time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Eurazeo price movement. The serial correlation of -0.71 indicates that around 71.0% of current Eurazeo price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.71 | |
| Spearman Rank Test | -0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 5.7 |
Eurazeo lagged returns against current returns
Autocorrelation, which is Eurazeo 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 Eurazeo's stock expected returns. We can calculate the autocorrelation of Eurazeo returns to help us make a trade decision. For example, suppose you find that Eurazeo 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 |
Eurazeo 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 Eurazeo stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Eurazeo stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Eurazeo stock over time.
Current vs Lagged Prices |
| Timeline |
Eurazeo Lagged Returns
When evaluating Eurazeo's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Eurazeo stock have on its future price. Eurazeo 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, Eurazeo autocorrelation shows the relationship between Eurazeo stock current value and its past values and can show if there is a momentum factor associated with investing in Eurazeo.
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 Eurazeo Stock
Eurazeo financial ratios help investors to determine whether Eurazeo 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 Eurazeo with respect to the benefits of owning Eurazeo security.