Elisa Oyj Stock Market Value
| ELMUY Stock | USD 23.31 0.00 0.00% |
| Symbol | Elisa |
Elisa Oyj '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 Elisa Oyj's 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 Elisa Oyj.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Elisa Oyj on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Elisa Oyj or generate 0.0% return on investment in Elisa Oyj over 30 days. Elisa Oyj is related to or competes with Hellenic Telecommunicatio, Vodacom Group, Airtel Africa, Telia Company, Telia Company, MTN Group, and Telecom Italia. It operates in two segments, Consumer Customers and Corporate Customers segments More
Elisa Oyj 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 Elisa Oyj's 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 Elisa Oyj upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 25.4 | |||
| Value At Risk | (6.37) | |||
| Potential Upside | 6.13 |
Elisa Oyj Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Elisa Oyj's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Elisa Oyj's standard deviation. In reality, there are many statistical measures that can use Elisa Oyj historical prices to predict the future Elisa Oyj's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.1) | |||
| Total Risk Alpha | (0.53) | |||
| Treynor Ratio | 0.5867 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Elisa Oyj's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Elisa Oyj Backtested Returns
Elisa Oyj secures Sharpe Ratio (or Efficiency) of -0.0489, which denotes the company had a -0.0489 % return per unit of risk over the last 3 months. Elisa Oyj exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Elisa Oyj's Variance of 18.05, mean deviation of 2.35, and Standard Deviation of 4.25 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.19, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Elisa Oyj are expected to decrease at a much lower rate. During the bear market, Elisa Oyj is likely to outperform the market. At this point, Elisa Oyj has a negative expected return of -0.21%. Please make sure to confirm Elisa Oyj's coefficient of variation, value at risk, as well as the relationship between the Value At Risk and day typical price , to decide if Elisa Oyj performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.5 |
Modest reverse predictability
Elisa Oyj has modest reverse predictability. Overlapping area represents the amount of predictability between Elisa Oyj time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th 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 Elisa Oyj price movement. The serial correlation of -0.5 indicates that about 50.0% of current Elisa Oyj price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.5 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Elisa Oyj lagged returns against current returns
Autocorrelation, which is Elisa Oyj 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 Elisa Oyj's otc stock expected returns. We can calculate the autocorrelation of Elisa Oyj returns to help us make a trade decision. For example, suppose you find that Elisa Oyj 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 |
Elisa Oyj 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 Elisa Oyj otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Elisa Oyj otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Elisa Oyj otc stock over time.
Current vs Lagged Prices |
| Timeline |
Elisa Oyj Lagged Returns
When evaluating Elisa Oyj's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Elisa Oyj otc stock have on its future price. Elisa Oyj 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, Elisa Oyj autocorrelation shows the relationship between Elisa Oyj otc stock current value and its past values and can show if there is a momentum factor associated with investing in Elisa Oyj.
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 Elisa OTC Stock Analysis
When running Elisa Oyj's price analysis, check to measure Elisa Oyj'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 Elisa Oyj is operating at the current time. Most of Elisa Oyj's value examination focuses on studying past and present price action to predict the probability of Elisa Oyj's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Elisa Oyj's price. Additionally, you may evaluate how the addition of Elisa Oyj to your portfolios can decrease your overall portfolio volatility.