Caesars Entertainment (Germany) Market Value
| 2ER Stock | 21.13 0.19 0.91% |
| Symbol | Caesars |
Caesars Entertainment '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 Caesars Entertainment'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 Caesars Entertainment.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Caesars Entertainment on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Caesars Entertainment or generate 0.0% return on investment in Caesars Entertainment over 30 days.
Caesars Entertainment 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 Caesars Entertainment'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 Caesars Entertainment upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.65 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 15.12 | |||
| Value At Risk | (5.73) | |||
| Potential Upside | 4.47 |
Caesars Entertainment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Caesars Entertainment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Caesars Entertainment's standard deviation. In reality, there are many statistical measures that can use Caesars Entertainment historical prices to predict the future Caesars Entertainment's volatility.| Risk Adjusted Performance | 0.0094 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.32) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.01) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Caesars Entertainment's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Caesars Entertainment Backtested Returns
Caesars Entertainment secures Sharpe Ratio (or Efficiency) of -0.0394, which signifies that the company had a -0.0394 % return per unit of standard deviation over the last 3 months. Caesars Entertainment exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Caesars Entertainment's risk adjusted performance of 0.0094, and Mean Deviation of 2.24 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.22, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Caesars Entertainment's returns are expected to increase less than the market. However, during the bear market, the loss of holding Caesars Entertainment is expected to be smaller as well. At this point, Caesars Entertainment has a negative expected return of -0.12%. Please make sure to confirm Caesars Entertainment's sortino ratio, semi variance, and the relationship between the information ratio and value at risk , to decide if Caesars Entertainment performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.03 |
Very weak reverse predictability
Caesars Entertainment has very weak reverse predictability. Overlapping area represents the amount of predictability between Caesars Entertainment time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th of December 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 Caesars Entertainment price movement. The serial correlation of -0.03 indicates that only 3.0% of current Caesars Entertainment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | 0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.19 |
Caesars Entertainment lagged returns against current returns
Autocorrelation, which is Caesars Entertainment 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 Caesars Entertainment's stock expected returns. We can calculate the autocorrelation of Caesars Entertainment returns to help us make a trade decision. For example, suppose you find that Caesars Entertainment 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 |
Caesars Entertainment 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 Caesars Entertainment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Caesars Entertainment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Caesars Entertainment stock over time.
Current vs Lagged Prices |
| Timeline |
Caesars Entertainment Lagged Returns
When evaluating Caesars Entertainment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Caesars Entertainment stock have on its future price. Caesars Entertainment 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, Caesars Entertainment autocorrelation shows the relationship between Caesars Entertainment stock current value and its past values and can show if there is a momentum factor associated with investing in Caesars Entertainment.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Caesars Stock Analysis
When running Caesars Entertainment's price analysis, check to measure Caesars Entertainment's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Caesars Entertainment is operating at the current time. Most of Caesars Entertainment's value examination focuses on studying past and present price action to predict the probability of Caesars Entertainment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Caesars Entertainment's price. Additionally, you may evaluate how the addition of Caesars Entertainment to your portfolios can decrease your overall portfolio volatility.