Electrica's market value is the price at which a share of Electrica trades on a public exchange. It measures the collective expectations of Electrica SA investors about its performance. Electrica is selling for under 13.50 as of the 19th of January 2025; that is No Change since the beginning of the trading day. The stock's lowest day price was 13.5. With this module, you can estimate the performance of a buy and hold strategy of Electrica SA and determine expected loss or profit from investing in Electrica over a given investment horizon. Check out Electrica Correlation, Electrica Volatility and Electrica Alpha and Beta module to complement your research on Electrica.
Please note, there is a significant difference between Electrica's value and its price as these two are different measures arrived at by different means. Investors typically determine if Electrica is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Electrica'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.
Electrica '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 Electrica'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 Electrica.
0.00
12/20/2024
No Change 0.00
0.0
In 30 days
01/19/2025
0.00
If you would invest 0.00 in Electrica on December 20, 2024 and sell it all today you would earn a total of 0.00 from holding Electrica SA or generate 0.0% return on investment in Electrica over 30 days. Electrica is related to or competes with European Metals, Samsung Electronics, Medical Properties, Central Asia, URU Metals, and GreenX Metals. Electrica is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Electrica 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 Electrica'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 Electrica 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 Electrica's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Electrica's standard deviation. In reality, there are many statistical measures that can use Electrica historical prices to predict the future Electrica's volatility.
Electrica SA secures Sharpe Ratio (or Efficiency) of -0.056, which denotes the company had a -0.056% return per unit of risk over the last 3 months. Electrica SA exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Electrica's Variance of 0.5643, mean deviation of 0.1969, and Standard Deviation of 0.7512 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.12, which means not very significant fluctuations relative to the market. As returns on the market increase, Electrica's returns are expected to increase less than the market. However, during the bear market, the loss of holding Electrica is expected to be smaller as well. At this point, Electrica SA has a negative expected return of -0.0427%. Please make sure to confirm Electrica's coefficient of variation, variance, treynor ratio, as well as the relationship between the standard deviation and information ratio , to decide if Electrica SA performance from the past will be repeated at some point in the near future.
Auto-correlation
0.00
No correlation between past and present
Electrica SA has no correlation between past and present. Overlapping area represents the amount of predictability between Electrica time series from 20th of December 2024 to 4th of January 2025 and 4th of January 2025 to 19th of January 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 Electrica SA price movement. The serial correlation of 0.0 indicates that just 0.0% of current Electrica price fluctuation can be explain by its past prices.
Correlation Coefficient
0.0
Spearman Rank Test
1.0
Residual Average
0.0
Price Variance
0.0
Electrica SA lagged returns against current returns
Autocorrelation, which is Electrica 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 Electrica's stock expected returns. We can calculate the autocorrelation of Electrica returns to help us make a trade decision. For example, suppose you find that Electrica 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
Electrica 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 Electrica stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Electrica stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Electrica stock over time.
Current vs Lagged Prices
Timeline
Electrica Lagged Returns
When evaluating Electrica's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Electrica stock have on its future price. Electrica 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, Electrica autocorrelation shows the relationship between Electrica stock current value and its past values and can show if there is a momentum factor associated with investing in Electrica SA.
Regressed Prices
Timeline
Also Currently Popular
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.
When running Electrica's price analysis, check to measure Electrica'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 Electrica is operating at the current time. Most of Electrica's value examination focuses on studying past and present price action to predict the probability of Electrica's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Electrica's price. Additionally, you may evaluate how the addition of Electrica to your portfolios can decrease your overall portfolio volatility.