EDP Renovaveis (Portugal) Market Value
| EDPR Stock | EUR 13.14 0.02 0.15% |
| Symbol | EDP |
EDP Renovaveis '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 EDP Renovaveis' 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 EDP Renovaveis.
| 11/24/2025 |
| 02/22/2026 |
If you would invest 0.00 in EDP Renovaveis on November 24, 2025 and sell it all today you would earn a total of 0.00 from holding EDP Renovaveis or generate 0.0% return on investment in EDP Renovaveis over 90 days. EDP Renovaveis is related to or competes with EDP Energias, Galp Energia, Sonae SGPS, Altri SGPS, and Banco Comercial. More
EDP Renovaveis 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 EDP Renovaveis' 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 EDP Renovaveis upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.27 | |||
| Information Ratio | 0.098 | |||
| Maximum Drawdown | 7.55 | |||
| Value At Risk | (1.97) | |||
| Potential Upside | 3.1 |
EDP Renovaveis Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for EDP Renovaveis' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as EDP Renovaveis' standard deviation. In reality, there are many statistical measures that can use EDP Renovaveis historical prices to predict the future EDP Renovaveis' volatility.| Risk Adjusted Performance | 0.1204 | |||
| Jensen Alpha | 0.2232 | |||
| Total Risk Alpha | 0.0787 | |||
| Sortino Ratio | 0.1163 | |||
| Treynor Ratio | (2.89) |
EDP Renovaveis February 22, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1204 | |||
| Market Risk Adjusted Performance | (2.88) | |||
| Mean Deviation | 1.15 | |||
| Semi Deviation | 1.09 | |||
| Downside Deviation | 1.27 | |||
| Coefficient Of Variation | 660.08 | |||
| Standard Deviation | 1.5 | |||
| Variance | 2.26 | |||
| Information Ratio | 0.098 | |||
| Jensen Alpha | 0.2232 | |||
| Total Risk Alpha | 0.0787 | |||
| Sortino Ratio | 0.1163 | |||
| Treynor Ratio | (2.89) | |||
| Maximum Drawdown | 7.55 | |||
| Value At Risk | (1.97) | |||
| Potential Upside | 3.1 | |||
| Downside Variance | 1.61 | |||
| Semi Variance | 1.18 | |||
| Expected Short fall | (1.30) | |||
| Skewness | 0.5588 | |||
| Kurtosis | 0.4232 |
EDP Renovaveis Backtested Returns
EDP Renovaveis appears to be not too volatile, given 3 months investment horizon. EDP Renovaveis secures Sharpe Ratio (or Efficiency) of 0.16, which denotes the company had a 0.16 % return per unit of risk over the last 3 months. We have found thirty technical indicators for EDP Renovaveis, which you can use to evaluate the volatility of the firm. Please utilize EDP Renovaveis' Downside Deviation of 1.27, semi deviation of 1.09, and Mean Deviation of 1.15 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, EDP Renovaveis holds a performance score of 12. The firm shows a Beta (market volatility) of -0.0753, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning EDP Renovaveis are expected to decrease at a much lower rate. During the bear market, EDP Renovaveis is likely to outperform the market. Please check EDP Renovaveis' jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether EDP Renovaveis' price patterns will revert.
Auto-correlation | 0.67 |
Good predictability
EDP Renovaveis has good predictability. Overlapping area represents the amount of predictability between EDP Renovaveis time series from 24th of November 2025 to 8th of January 2026 and 8th of January 2026 to 22nd of February 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 EDP Renovaveis price movement. The serial correlation of 0.67 indicates that around 67.0% of current EDP Renovaveis price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
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Additional Tools for EDP Stock Analysis
When running EDP Renovaveis' price analysis, check to measure EDP Renovaveis' 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 EDP Renovaveis is operating at the current time. Most of EDP Renovaveis' value examination focuses on studying past and present price action to predict the probability of EDP Renovaveis' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move EDP Renovaveis' price. Additionally, you may evaluate how the addition of EDP Renovaveis to your portfolios can decrease your overall portfolio volatility.