Ease2pay (Netherlands) Market Value
| EAS2P Stock | EUR 0.43 0.03 6.52% |
| Symbol | Ease2pay |
Ease2pay '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 Ease2pay'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 Ease2pay.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Ease2pay on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Ease2pay NV or generate 0.0% return on investment in Ease2pay over 30 days. Ease2pay is related to or competes with Ctac NV, Kendrion, and NV Nederlandsche. Ease2pay N.V., an e-commerce company, provides e-fulfilment, returns logistics, and online payment services in the Unite... More
Ease2pay 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 Ease2pay'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 Ease2pay NV upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 12.77 | |||
| Value At Risk | (4.08) | |||
| Potential Upside | 4.26 |
Ease2pay Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ease2pay's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ease2pay's standard deviation. In reality, there are many statistical measures that can use Ease2pay historical prices to predict the future Ease2pay's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.22) | |||
| Total Risk Alpha | (0.53) | |||
| Treynor Ratio | (9.42) |
Ease2pay NV Backtested Returns
Ease2pay NV secures Sharpe Ratio (or Efficiency) of -0.1, which denotes the company had a -0.1% return per unit of risk over the last 3 months. Ease2pay NV exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Ease2pay's Standard Deviation of 2.68, variance of 7.18, and Mean Deviation of 2.04 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0236, which means not very significant fluctuations relative to the market. As returns on the market increase, Ease2pay's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ease2pay is expected to be smaller as well. At this point, Ease2pay NV has a negative expected return of -0.29%. Please make sure to confirm Ease2pay's potential upside and the relationship between the accumulation distribution and period momentum indicator , to decide if Ease2pay NV performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.21 |
Weak predictability
Ease2pay NV has weak predictability. Overlapping area represents the amount of predictability between Ease2pay time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Ease2pay NV price movement. The serial correlation of 0.21 indicates that over 21.0% of current Ease2pay price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.21 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Ease2pay NV lagged returns against current returns
Autocorrelation, which is Ease2pay 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 Ease2pay's stock expected returns. We can calculate the autocorrelation of Ease2pay returns to help us make a trade decision. For example, suppose you find that Ease2pay 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 |
Ease2pay 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 Ease2pay stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ease2pay stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ease2pay stock over time.
Current vs Lagged Prices |
| Timeline |
Ease2pay Lagged Returns
When evaluating Ease2pay's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ease2pay stock have on its future price. Ease2pay 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, Ease2pay autocorrelation shows the relationship between Ease2pay stock current value and its past values and can show if there is a momentum factor associated with investing in Ease2pay NV.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Ease2pay Stock
Ease2pay financial ratios help investors to determine whether Ease2pay 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 Ease2pay with respect to the benefits of owning Ease2pay security.