Europacorp (France) Market Value
| ALECP Stock | 0.43 0.01 2.27% |
| Symbol | Europacorp |
Europacorp '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 Europacorp'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 Europacorp.
| 12/18/2025 |
| 01/17/2026 |
If you would invest 0.00 in Europacorp on December 18, 2025 and sell it all today you would earn a total of 0.00 from holding Europacorp or generate 0.0% return on investment in Europacorp over 30 days.
Europacorp 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 Europacorp'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 Europacorp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.94 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 27.25 | |||
| Value At Risk | (4.65) | |||
| Potential Upside | 5.0 |
Europacorp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Europacorp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Europacorp's standard deviation. In reality, there are many statistical measures that can use Europacorp historical prices to predict the future Europacorp's volatility.| Risk Adjusted Performance | 0.0198 | |||
| Jensen Alpha | 0.0628 | |||
| Total Risk Alpha | (0.42) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (0.37) |
Europacorp Backtested Returns
Currently, Europacorp is out of control. Europacorp secures Sharpe Ratio (or Efficiency) of close to zero, which denotes the company had a close to zero % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Europacorp, which you can use to evaluate the volatility of the firm. Please confirm Europacorp's Coefficient Of Variation of 5919.5, downside deviation of 3.94, and Mean Deviation of 2.06 to check if the risk estimate we provide is consistent with the expected return of 0.026%. The firm shows a Beta (market volatility) of -0.14, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Europacorp are expected to decrease at a much lower rate. During the bear market, Europacorp is likely to outperform the market. Europacorp right now shows a risk of 3.66%. Please confirm Europacorp treynor ratio and the relationship between the downside variance and day median price , to decide if Europacorp will be following its price patterns.
Auto-correlation | -0.6 |
Good reverse predictability
Europacorp has good reverse predictability. Overlapping area represents the amount of predictability between Europacorp 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 Europacorp price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current Europacorp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Europacorp lagged returns against current returns
Autocorrelation, which is Europacorp 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 Europacorp's stock expected returns. We can calculate the autocorrelation of Europacorp returns to help us make a trade decision. For example, suppose you find that Europacorp 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 |
Europacorp 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 Europacorp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Europacorp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Europacorp stock over time.
Current vs Lagged Prices |
| Timeline |
Europacorp Lagged Returns
When evaluating Europacorp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Europacorp stock have on its future price. Europacorp 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, Europacorp autocorrelation shows the relationship between Europacorp stock current value and its past values and can show if there is a momentum factor associated with investing in Europacorp.
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.Additional Tools for Europacorp Stock Analysis
When running Europacorp's price analysis, check to measure Europacorp'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 Europacorp is operating at the current time. Most of Europacorp's value examination focuses on studying past and present price action to predict the probability of Europacorp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Europacorp's price. Additionally, you may evaluate how the addition of Europacorp to your portfolios can decrease your overall portfolio volatility.