EMPEROR ENT (Germany) Market Value
| EM7A Stock | EUR 0.03 0.0005 1.52% |
| Symbol | EMPEROR |
EMPEROR ENT '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 EMPEROR ENT'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 EMPEROR ENT.
| 02/05/2023 |
| 01/25/2025 |
If you would invest 0.00 in EMPEROR ENT on February 5, 2023 and sell it all today you would earn a total of 0.00 from holding EMPEROR ENT HOTEL or generate 0.0% return on investment in EMPEROR ENT over 720 days. EMPEROR ENT is related to or competes with Monster Beverage, Suntory Beverage, MOLSON RS, Japan Asia, PennantPark Investment, HK Electric, and New Residential. More
EMPEROR ENT 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 EMPEROR ENT'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 EMPEROR ENT HOTEL upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.20) | |||
| Maximum Drawdown | 6.6 | |||
| Value At Risk | (2.86) | |||
| Potential Upside | 1.49 |
EMPEROR ENT Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for EMPEROR ENT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as EMPEROR ENT's standard deviation. In reality, there are many statistical measures that can use EMPEROR ENT historical prices to predict the future EMPEROR ENT's volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (0.25) | |||
| Total Risk Alpha | (0.31) | |||
| Treynor Ratio | (1.17) |
EMPEROR ENT HOTEL Backtested Returns
EMPEROR ENT HOTEL secures Sharpe Ratio (or Efficiency) of -0.18, which denotes the company had a -0.18 % return per unit of risk over the last 3 months. EMPEROR ENT HOTEL exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm EMPEROR ENT's Mean Deviation of 1.04, standard deviation of 1.44, and Coefficient Of Variation of (636.36) to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.2, which means not very significant fluctuations relative to the market. As returns on the market increase, EMPEROR ENT's returns are expected to increase less than the market. However, during the bear market, the loss of holding EMPEROR ENT is expected to be smaller as well. At this point, EMPEROR ENT HOTEL has a negative expected return of -0.27%. Please make sure to confirm EMPEROR ENT's total risk alpha, maximum drawdown, skewness, as well as the relationship between the treynor ratio and potential upside , to decide if EMPEROR ENT HOTEL performance from the past will be repeated at future time.
Auto-correlation | -0.57 |
Good reverse predictability
EMPEROR ENT HOTEL has good reverse predictability. Overlapping area represents the amount of predictability between EMPEROR ENT time series from 5th of February 2023 to 31st of January 2024 and 31st of January 2024 to 25th 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 EMPEROR ENT HOTEL price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current EMPEROR ENT price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | -0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
EMPEROR ENT HOTEL lagged returns against current returns
Autocorrelation, which is EMPEROR ENT 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 EMPEROR ENT's stock expected returns. We can calculate the autocorrelation of EMPEROR ENT returns to help us make a trade decision. For example, suppose you find that EMPEROR ENT 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 |
EMPEROR ENT 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 EMPEROR ENT stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if EMPEROR ENT stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in EMPEROR ENT stock over time.
Current vs Lagged Prices |
| Timeline |
EMPEROR ENT Lagged Returns
When evaluating EMPEROR ENT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of EMPEROR ENT stock have on its future price. EMPEROR ENT 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, EMPEROR ENT autocorrelation shows the relationship between EMPEROR ENT stock current value and its past values and can show if there is a momentum factor associated with investing in EMPEROR ENT HOTEL.
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.Other Information on Investing in EMPEROR Stock
EMPEROR ENT financial ratios help investors to determine whether EMPEROR 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 EMPEROR with respect to the benefits of owning EMPEROR ENT security.