Edp Energias Stock Market Value
| ELCPF Stock | USD 4.31 0.00 0.00% |
| Symbol | EDP |
EDP Energias '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 Energias' 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 EDP Energias.
| 12/11/2025 |
| 01/10/2026 |
If you would invest 0.00 in EDP Energias on December 11, 2025 and sell it all today you would earn a total of 0.00 from holding EDP Energias or generate 0.0% return on investment in EDP Energias over 30 days. EDP Energias is related to or competes with CEZ A, Terna Rete, Snam SpA, Hydro One, CLP Holdings, Terna Rete, and CLP Holdings. More
EDP Energias 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 Energias' 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 EDP Energias upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 17.66 | |||
| Value At Risk | (3.36) |
EDP Energias Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for EDP Energias' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as EDP Energias' standard deviation. In reality, there are many statistical measures that can use EDP Energias historical prices to predict the future EDP Energias' volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.45) | |||
| Treynor Ratio | (6.83) |
EDP Energias Backtested Returns
EDP Energias secures Sharpe Ratio (or Efficiency) of -0.0706, which denotes the company had a -0.0706 % return per unit of risk over the last 3 months. EDP Energias exposes seventeen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm EDP Energias' Standard Deviation of 2.41, coefficient of variation of (1,460), and Mean Deviation of 0.8462 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0256, which means not very significant fluctuations relative to the market. As returns on the market increase, EDP Energias' returns are expected to increase less than the market. However, during the bear market, the loss of holding EDP Energias is expected to be smaller as well. At this point, EDP Energias has a negative expected return of -0.18%. Please make sure to confirm EDP Energias' information ratio, skewness, as well as the relationship between the Skewness and day typical price , to decide if EDP Energias performance from the past will be repeated in the future.
Auto-correlation | 0.00 |
No correlation between past and present
EDP Energias has no correlation between past and present. Overlapping area represents the amount of predictability between EDP Energias time series from 11th of December 2025 to 26th of December 2025 and 26th of December 2025 to 10th 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 EDP Energias price movement. The serial correlation of 0.0 indicates that just 0.0% of current EDP Energias price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
EDP Energias lagged returns against current returns
Autocorrelation, which is EDP Energias 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 EDP Energias' otc stock expected returns. We can calculate the autocorrelation of EDP Energias returns to help us make a trade decision. For example, suppose you find that EDP Energias 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 |
| Timeline |
EDP Energias 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 EDP Energias otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if EDP Energias otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in EDP Energias otc stock over time.
Current vs Lagged Prices |
| Timeline |
EDP Energias Lagged Returns
When evaluating EDP Energias' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of EDP Energias otc stock have on its future price. EDP Energias 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, EDP Energias autocorrelation shows the relationship between EDP Energias otc stock current value and its past values and can show if there is a momentum factor associated with investing in EDP Energias.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in EDP OTC Stock
EDP Energias financial ratios help investors to determine whether EDP 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 EDP with respect to the benefits of owning EDP Energias security.