Soluciones Cuatroochenta (Spain) Market Value
| 480S Stock | EUR 16.10 0.30 1.90% |
| Symbol | Soluciones |
Soluciones Cuatroochenta '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 Soluciones Cuatroochenta'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 Soluciones Cuatroochenta.
| 10/22/2024 |
| 01/15/2026 |
If you would invest 0.00 in Soluciones Cuatroochenta on October 22, 2024 and sell it all today you would earn a total of 0.00 from holding Soluciones Cuatroochenta SL or generate 0.0% return on investment in Soluciones Cuatroochenta over 450 days. Soluciones Cuatroochenta is related to or competes with Facephi Biometria, Agile Content, and Gigas Hosting. Soluciones Cuatroochenta S.L., a technology company, develops and implements digital cloud solutions for clients in Euro... More
Soluciones Cuatroochenta 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 Soluciones Cuatroochenta'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 Soluciones Cuatroochenta SL upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 10.69 | |||
| Value At Risk | (2.38) | |||
| Potential Upside | 3.01 |
Soluciones Cuatroochenta Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Soluciones Cuatroochenta's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Soluciones Cuatroochenta's standard deviation. In reality, there are many statistical measures that can use Soluciones Cuatroochenta historical prices to predict the future Soluciones Cuatroochenta's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.38) | |||
| Treynor Ratio | (7.04) |
Soluciones Cuatroochenta Backtested Returns
Soluciones Cuatroochenta owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0235, which indicates the firm had a -0.0235 % return per unit of risk over the last 3 months. Soluciones Cuatroochenta SL exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Soluciones Cuatroochenta's Risk Adjusted Performance of (0.04), variance of 2.89, and Coefficient Of Variation of (1,645) to confirm the risk estimate we provide. The entity has a beta of 0.0161, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Soluciones Cuatroochenta's returns are expected to increase less than the market. However, during the bear market, the loss of holding Soluciones Cuatroochenta is expected to be smaller as well. At this point, Soluciones Cuatroochenta has a negative expected return of -0.0376%. Please make sure to validate Soluciones Cuatroochenta's coefficient of variation, information ratio, total risk alpha, as well as the relationship between the standard deviation and jensen alpha , to decide if Soluciones Cuatroochenta performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.36 |
Poor reverse predictability
Soluciones Cuatroochenta SL has poor reverse predictability. Overlapping area represents the amount of predictability between Soluciones Cuatroochenta time series from 22nd of October 2024 to 4th of June 2025 and 4th of June 2025 to 15th 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 Soluciones Cuatroochenta price movement. The serial correlation of -0.36 indicates that just about 36.0% of current Soluciones Cuatroochenta price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.36 | |
| Spearman Rank Test | -0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.86 |
Soluciones Cuatroochenta lagged returns against current returns
Autocorrelation, which is Soluciones Cuatroochenta 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 Soluciones Cuatroochenta's stock expected returns. We can calculate the autocorrelation of Soluciones Cuatroochenta returns to help us make a trade decision. For example, suppose you find that Soluciones Cuatroochenta 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 |
Soluciones Cuatroochenta 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 Soluciones Cuatroochenta stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Soluciones Cuatroochenta stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Soluciones Cuatroochenta stock over time.
Current vs Lagged Prices |
| Timeline |
Soluciones Cuatroochenta Lagged Returns
When evaluating Soluciones Cuatroochenta's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Soluciones Cuatroochenta stock have on its future price. Soluciones Cuatroochenta 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, Soluciones Cuatroochenta autocorrelation shows the relationship between Soluciones Cuatroochenta stock current value and its past values and can show if there is a momentum factor associated with investing in Soluciones Cuatroochenta SL.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Soluciones Stock
Soluciones Cuatroochenta financial ratios help investors to determine whether Soluciones 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 Soluciones with respect to the benefits of owning Soluciones Cuatroochenta security.