Edreams Odigeo Sa Stock Market Value
| EDDRF Stock | USD 4.86 0.00 0.00% |
| Symbol | EDreams |
EDreams ODIGEO '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 EDreams ODIGEO's otc 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 EDreams ODIGEO.
| 12/21/2025 |
| 01/20/2026 |
If you would invest 0.00 in EDreams ODIGEO on December 21, 2025 and sell it all today you would earn a total of 0.00 from holding eDreams ODIGEO SA or generate 0.0% return on investment in EDreams ODIGEO over 30 days. EDreams ODIGEO is related to or competes with Autoneum Holding, Webjet, Dominos Pizza, J D, Dominos Pizza, Tianneng Power, and Piaggio C. eDreams ODIGEO S.A., together with its subsidiaries, operates as an online travel company in Europe More
EDreams ODIGEO 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 EDreams ODIGEO's otc 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 eDreams ODIGEO SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 47.85 | |||
| Value At Risk | (4.48) | |||
| Potential Upside | 2.9 |
EDreams ODIGEO Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for EDreams ODIGEO's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as EDreams ODIGEO's standard deviation. In reality, there are many statistical measures that can use EDreams ODIGEO historical prices to predict the future EDreams ODIGEO's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.76) | |||
| Total Risk Alpha | (1.35) | |||
| Treynor Ratio | (0.33) |
eDreams ODIGEO SA Backtested Returns
eDreams ODIGEO SA 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. eDreams ODIGEO SA exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm EDreams ODIGEO's Standard Deviation of 5.83, coefficient of variation of (1,000), and Risk Adjusted Performance of (0.06) to check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.8, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, EDreams ODIGEO will likely underperform. At this point, eDreams ODIGEO SA has a negative expected return of -0.62%. Please make sure to confirm EDreams ODIGEO's information ratio, potential upside, as well as the relationship between the Potential Upside and day median price , to decide if eDreams ODIGEO SA performance from the past will be repeated at some future point.
Auto-correlation | 0.00 |
No correlation between past and present
eDreams ODIGEO SA has no correlation between past and present. Overlapping area represents the amount of predictability between EDreams ODIGEO time series from 21st of December 2025 to 5th of January 2026 and 5th of January 2026 to 20th 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 eDreams ODIGEO SA price movement. The serial correlation of 0.0 indicates that just 0.0% of current EDreams ODIGEO price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
eDreams ODIGEO SA lagged returns against current returns
Autocorrelation, which is EDreams ODIGEO otc 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 EDreams ODIGEO's otc stock expected returns. We can calculate the autocorrelation of EDreams ODIGEO returns to help us make a trade decision. For example, suppose you find that EDreams ODIGEO has exhibited high autocorrelation historically, and you observe that the otc 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 |
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EDreams ODIGEO 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 EDreams ODIGEO otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if EDreams ODIGEO otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in EDreams ODIGEO otc stock over time.
Current vs Lagged Prices |
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EDreams ODIGEO Lagged Returns
When evaluating EDreams ODIGEO's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of EDreams ODIGEO otc stock have on its future price. EDreams ODIGEO 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, EDreams ODIGEO autocorrelation shows the relationship between EDreams ODIGEO otc stock current value and its past values and can show if there is a momentum factor associated with investing in eDreams ODIGEO SA.
Regressed Prices |
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Currently Active Assets on Macroaxis
Other Information on Investing in EDreams OTC Stock
EDreams ODIGEO financial ratios help investors to determine whether EDreams OTC 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 EDreams with respect to the benefits of owning EDreams ODIGEO security.