ENENSYS Technologies (France) Market Value
| ALNN6 Stock | EUR 1.18 0.16 11.94% |
| Symbol | ENENSYS |
ENENSYS Technologies '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 ENENSYS Technologies' 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 ENENSYS Technologies.
| 12/14/2025 |
| 01/13/2026 |
If you would invest 0.00 in ENENSYS Technologies on December 14, 2025 and sell it all today you would earn a total of 0.00 from holding ENENSYS Technologies SA or generate 0.0% return on investment in ENENSYS Technologies over 30 days. ENENSYS Technologies is related to or competes with Kerlink SAS, Txcom SA, Munic SA, Entreparticuli, Union Technologies, Largo SAS, and Locasystem International. ENENSYS Technologies SA designs and manufactures digital television transmission and terrestrial broadcasting systems More
ENENSYS Technologies 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 ENENSYS Technologies' 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 ENENSYS Technologies SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.93 | |||
| Information Ratio | 0.0655 | |||
| Maximum Drawdown | 22.34 | |||
| Value At Risk | (7.07) | |||
| Potential Upside | 6.52 |
ENENSYS Technologies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ENENSYS Technologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ENENSYS Technologies' standard deviation. In reality, there are many statistical measures that can use ENENSYS Technologies historical prices to predict the future ENENSYS Technologies' volatility.| Risk Adjusted Performance | 0.0712 | |||
| Jensen Alpha | 0.3402 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | 0.0672 | |||
| Treynor Ratio | 0.4646 |
ENENSYS Technologies Backtested Returns
ENENSYS Technologies appears to be extremely dangerous, given 3 months investment horizon. ENENSYS Technologies secures Sharpe Ratio (or Efficiency) of 0.0838, which denotes the company had a 0.0838 % return per unit of return volatility over the last 3 months. We have found twenty-eight technical indicators for ENENSYS Technologies SA, which you can use to evaluate the volatility of the firm. Please utilize ENENSYS Technologies' downside deviation of 4.93, and Mean Deviation of 3.71 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, ENENSYS Technologies holds a performance score of 6. The firm shows a Beta (market volatility) of 0.89, which means possible diversification benefits within a given portfolio. ENENSYS Technologies returns are very sensitive to returns on the market. As the market goes up or down, ENENSYS Technologies is expected to follow. Please check ENENSYS Technologies' jensen alpha, maximum drawdown, and the relationship between the coefficient of variation and sortino ratio , to make a quick decision on whether ENENSYS Technologies' price patterns will revert.
Auto-correlation | 0.17 |
Very weak predictability
ENENSYS Technologies SA has very weak predictability. Overlapping area represents the amount of predictability between ENENSYS Technologies time series from 14th of December 2025 to 29th of December 2025 and 29th of December 2025 to 13th 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 ENENSYS Technologies price movement. The serial correlation of 0.17 indicates that over 17.0% of current ENENSYS Technologies price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.17 | |
| Spearman Rank Test | 0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
ENENSYS Technologies lagged returns against current returns
Autocorrelation, which is ENENSYS Technologies 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 ENENSYS Technologies' stock expected returns. We can calculate the autocorrelation of ENENSYS Technologies returns to help us make a trade decision. For example, suppose you find that ENENSYS Technologies 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 |
ENENSYS Technologies 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 ENENSYS Technologies stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ENENSYS Technologies stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ENENSYS Technologies stock over time.
Current vs Lagged Prices |
| Timeline |
ENENSYS Technologies Lagged Returns
When evaluating ENENSYS Technologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ENENSYS Technologies stock have on its future price. ENENSYS Technologies 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, ENENSYS Technologies autocorrelation shows the relationship between ENENSYS Technologies stock current value and its past values and can show if there is a momentum factor associated with investing in ENENSYS Technologies SA.
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 ENENSYS Stock Analysis
When running ENENSYS Technologies' price analysis, check to measure ENENSYS Technologies' 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 ENENSYS Technologies is operating at the current time. Most of ENENSYS Technologies' value examination focuses on studying past and present price action to predict the probability of ENENSYS Technologies' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ENENSYS Technologies' price. Additionally, you may evaluate how the addition of ENENSYS Technologies to your portfolios can decrease your overall portfolio volatility.