EUROBANK (Germany) Market Value
| 1X8 Stock | EUR 3.79 0.02 0.52% |
| Symbol | EUROBANK |
EUROBANK '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 EUROBANK'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 EUROBANK.
| 12/18/2025 |
| 01/17/2026 |
If you would invest 0.00 in EUROBANK on December 18, 2025 and sell it all today you would earn a total of 0.00 from holding EUROBANK SA or generate 0.0% return on investment in EUROBANK over 30 days. EUROBANK is related to or competes with SEI INVESTMENTS, Cardinal Health, COMM HEALTH, AOYAMA TRADING, FIRST SAVINGS, and AGNC INVESTMENT. Creso Pharma Limited develops, registers, and commercializes pharmaceutical-grade cannabis, and hemp-based nutraceutical... More
EUROBANK 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 EUROBANK'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 EUROBANK SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.4309 | |||
| Maximum Drawdown | 5.94 | |||
| Value At Risk | (2.35) | |||
| Potential Upside | 3.92 |
EUROBANK Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for EUROBANK's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as EUROBANK's standard deviation. In reality, there are many statistical measures that can use EUROBANK historical prices to predict the future EUROBANK's volatility.| Risk Adjusted Performance | 0.3413 | |||
| Jensen Alpha | 0.909 | |||
| Total Risk Alpha | 0.6651 | |||
| Treynor Ratio | 15.39 |
EUROBANK SA Backtested Returns
EUROBANK appears to be slightly risky, given 3 months investment horizon. EUROBANK SA secures Sharpe Ratio (or Efficiency) of 0.47, which denotes the company had a 0.47 % return per unit of volatility over the last 3 months. By evaluating EUROBANK's technical indicators, you can evaluate if the expected return of 0.87% is justified by implied risk. Please utilize EUROBANK's Market Risk Adjusted Performance of 15.4, standard deviation of 1.91, and Mean Deviation of 1.6 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, EUROBANK holds a performance score of 37. The firm shows a Beta (market volatility) of 0.0594, which means not very significant fluctuations relative to the market. As returns on the market increase, EUROBANK's returns are expected to increase less than the market. However, during the bear market, the loss of holding EUROBANK is expected to be smaller as well. Please check EUROBANK's jensen alpha, treynor ratio, and the relationship between the information ratio and total risk alpha , to make a quick decision on whether EUROBANK's price patterns will revert.
Auto-correlation | 0.62 |
Good predictability
EUROBANK SA has good predictability. Overlapping area represents the amount of predictability between EUROBANK time series from 18th of December 2025 to 2nd of January 2026 and 2nd of January 2026 to 17th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of EUROBANK SA price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current EUROBANK price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.62 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
EUROBANK SA lagged returns against current returns
Autocorrelation, which is EUROBANK 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 EUROBANK's stock expected returns. We can calculate the autocorrelation of EUROBANK returns to help us make a trade decision. For example, suppose you find that EUROBANK 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 |
EUROBANK 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 EUROBANK stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if EUROBANK stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in EUROBANK stock over time.
Current vs Lagged Prices |
| Timeline |
EUROBANK Lagged Returns
When evaluating EUROBANK's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of EUROBANK stock have on its future price. EUROBANK 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, EUROBANK autocorrelation shows the relationship between EUROBANK stock current value and its past values and can show if there is a momentum factor associated with investing in EUROBANK SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in EUROBANK Stock
EUROBANK financial ratios help investors to determine whether EUROBANK 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 EUROBANK with respect to the benefits of owning EUROBANK security.