Ellaktor Sa Adr Stock Market Value
| ELLKY Stock | USD 2.02 0.42 26.25% |
| Symbol | Ellaktor |
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.
| 11/29/2025 |
| 12/29/2025 |
If you would invest 0.00 in Ellaktor on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Ellaktor SA ADR or generate 0.0% return on investment in Ellaktor over 30 days. Ellaktor is related to or competes with Tekfen Holding, Chiyoda, GL Events, Obrascón Huarte, and Stabilus. Ellaktor S.A., through its subsidiaries, engages in the construction and quarrying, wind energy, concession, environment... 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 ADR upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 58.14 | |||
| Potential Upside | 0.4785 |
Ellaktor Market Risk Indicators
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.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.1) | |||
| Total Risk Alpha | (0.95) | |||
| Treynor Ratio | 0.2905 |
Ellaktor SA ADR Backtested Returns
Ellaktor SA ADR secures Sharpe Ratio (or Efficiency) of -0.0161, which denotes the company had a -0.0161 % return per unit of risk over the last 3 months. Ellaktor SA ADR exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Ellaktor's Standard Deviation of 7.68, variance of 58.96, and Mean Deviation of 2.25 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.45, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Ellaktor are expected to decrease at a much lower rate. During the bear market, Ellaktor is likely to outperform the market. At this point, Ellaktor SA ADR has a negative expected return of -0.13%. Please make sure to confirm Ellaktor's standard deviation, skewness, as well as the relationship between the Skewness and price action indicator , to decide if Ellaktor SA ADR performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.08 |
Very weak reverse predictability
Ellaktor SA ADR has very weak reverse predictability. Overlapping area represents the amount of predictability between Ellaktor time series from 29th of November 2025 to 14th of December 2025 and 14th of December 2025 to 29th 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 ADR price movement. The serial correlation of -0.08 indicates that barely 8.0% of current Ellaktor price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.08 | |
| Spearman Rank Test | -0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Ellaktor SA ADR 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 ADR.
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.Additional Tools for Ellaktor Pink Sheet Analysis
When running Ellaktor's price analysis, check to measure Ellaktor's 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 Ellaktor is operating at the current time. Most of Ellaktor's value examination focuses on studying past and present price action to predict the probability of Ellaktor's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ellaktor's price. Additionally, you may evaluate how the addition of Ellaktor to your portfolios can decrease your overall portfolio volatility.