Electricite (France) Market Value
| EEM Stock | EUR 2.68 0.18 6.29% |
| Symbol | Electricite |
Electricite '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 Electricite'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 Electricite.
| 10/16/2025 |
| 01/14/2026 |
If you would invest 0.00 in Electricite on October 16, 2025 and sell it all today you would earn a total of 0.00 from holding Electricite et Eaux or generate 0.0% return on investment in Electricite over 90 days. Electricite is related to or competes with Photonike Capital, Ashler Et, Hamilton Global, and Financiere Hoche. Electricit et Eaux de Madagascar Socit Anonyme, through its subsidiaries, engages in the luxury hotel business in Cambod... More
Electricite 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 Electricite'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 Electricite et Eaux upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.15 | |||
| Information Ratio | 0.0037 | |||
| Maximum Drawdown | 32.14 | |||
| Value At Risk | (9.03) | |||
| Potential Upside | 10.0 |
Electricite Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Electricite's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Electricite's standard deviation. In reality, there are many statistical measures that can use Electricite historical prices to predict the future Electricite's volatility.| Risk Adjusted Performance | 0.0258 | |||
| Jensen Alpha | 0.0487 | |||
| Total Risk Alpha | (0.79) | |||
| Sortino Ratio | 0.003 | |||
| Treynor Ratio | 0.1748 |
Electricite et Eaux Backtested Returns
At this point, Electricite is dangerous. Electricite et Eaux secures Sharpe Ratio (or Efficiency) of 0.0241, which denotes the company had a 0.0241 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Electricite et Eaux, which you can use to evaluate the volatility of the firm. Please confirm Electricite's Mean Deviation of 3.34, coefficient of variation of 4156.93, and Downside Deviation of 7.15 to check if the risk estimate we provide is consistent with the expected return of 0.14%. Electricite has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.75, which means possible diversification benefits within a given portfolio. As returns on the market increase, Electricite's returns are expected to increase less than the market. However, during the bear market, the loss of holding Electricite is expected to be smaller as well. Electricite et Eaux right now shows a risk of 5.89%. Please confirm Electricite et Eaux maximum drawdown, skewness, and the relationship between the total risk alpha and downside variance , to decide if Electricite et Eaux will be following its price patterns.
Auto-correlation | -0.24 |
Weak reverse predictability
Electricite et Eaux has weak reverse predictability. Overlapping area represents the amount of predictability between Electricite time series from 16th of October 2025 to 30th of November 2025 and 30th of November 2025 to 14th 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 Electricite et Eaux price movement. The serial correlation of -0.24 indicates that over 24.0% of current Electricite price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Electricite et Eaux lagged returns against current returns
Autocorrelation, which is Electricite 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 Electricite's stock expected returns. We can calculate the autocorrelation of Electricite returns to help us make a trade decision. For example, suppose you find that Electricite 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 |
Electricite 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 Electricite stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Electricite stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Electricite stock over time.
Current vs Lagged Prices |
| Timeline |
Electricite Lagged Returns
When evaluating Electricite's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Electricite stock have on its future price. Electricite 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, Electricite autocorrelation shows the relationship between Electricite stock current value and its past values and can show if there is a momentum factor associated with investing in Electricite et Eaux.
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.Other Information on Investing in Electricite Stock
Electricite financial ratios help investors to determine whether Electricite 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 Electricite with respect to the benefits of owning Electricite security.