Ellaktor's market value is the price at which a share of Ellaktor trades on a public exchange. It measures the collective expectations of Ellaktor SA investors about its performance. Ellaktor is trading at 2.17 as of the 28th of December 2025. This is a 29.94% up since the beginning of the trading day. The stock's lowest day price was 2.17. With this module, you can estimate the performance of a buy and hold strategy of Ellaktor SA and determine expected loss or profit from investing in Ellaktor over a given investment horizon. Check out Ellaktor Correlation, Ellaktor Volatility and Ellaktor Alpha and Beta module to complement your research on Ellaktor.
Please note, there is a significant difference between Ellaktor's value and its price as these two are different measures arrived at by different means. Investors typically determine if Ellaktor is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ellaktor's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Ellaktor '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 Ellaktor's pink sheet 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 Ellaktor.
0.00
11/28/2025
No Change 0.00
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In 31 days
12/28/2025
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If you would invest 0.00 in Ellaktor on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding Ellaktor SA or generate 0.0% return on investment in Ellaktor over 30 days. Ellaktor is related to or competes with Chiyoda, Chorus Aviation, Tekfen Holding, Emeco Holdings, BTS Group, Obrascón Huarte, and PostNL NV. Ellaktor S.A., through its subsidiaries, engages in the construction and quarrying, real estate development and manageme... More
Ellaktor 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 Ellaktor's pink sheet 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 Ellaktor SA upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ellaktor's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ellaktor's standard deviation. In reality, there are many statistical measures that can use Ellaktor historical prices to predict the future Ellaktor's volatility.
Ellaktor appears to be dangerous, given 3 months investment horizon. Ellaktor 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. By reviewing Ellaktor's technical indicators, you can evaluate if the expected return of 0.89% is justified by implied risk. Please utilize Ellaktor's Variance of 71.36, mean deviation of 3.05, and Standard Deviation of 8.45 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ellaktor holds a performance score of 8. The firm shows a Beta (market volatility) of 0.64, which means possible diversification benefits within a given portfolio. As returns on the market increase, Ellaktor's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ellaktor is expected to be smaller as well. Please check Ellaktor's total risk alpha, as well as the relationship between the rate of daily change and period momentum indicator , to make a quick decision on whether Ellaktor's price patterns will revert.
Auto-correlation
-92,233,720,368,547,760
Near perfect reversele predictability
Ellaktor SA has near perfect reversele predictability. Overlapping area represents the amount of predictability between Ellaktor time series from 28th of November 2025 to 13th of December 2025 and 13th of December 2025 to 28th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Ellaktor SA price movement. The serial correlation of -9.223372036854776E16 indicates that 9.223372036854776E16% of current Ellaktor price fluctuation can be explain by its past prices.
Correlation Coefficient
-92233.7 T
Spearman Rank Test
1.0
Residual Average
0.0
Price Variance
0.06
Ellaktor SA lagged returns against current returns
Autocorrelation, which is Ellaktor pink sheet'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 Ellaktor's pink sheet expected returns. We can calculate the autocorrelation of Ellaktor returns to help us make a trade decision. For example, suppose you find that Ellaktor has exhibited high autocorrelation historically, and you observe that the pink sheet 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
Ellaktor 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 Ellaktor pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ellaktor pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ellaktor pink sheet over time.
Current vs Lagged Prices
Timeline
Ellaktor Lagged Returns
When evaluating Ellaktor's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ellaktor pink sheet have on its future price. Ellaktor 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, Ellaktor autocorrelation shows the relationship between Ellaktor pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Ellaktor SA.
Other Information on Investing in Ellaktor Pink Sheet
Ellaktor financial ratios help investors to determine whether Ellaktor Pink Sheet 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 Ellaktor with respect to the benefits of owning Ellaktor security.