Emailul SA (Romania) Market Value
| EMAI Stock | 8.60 0.10 1.18% |
| Symbol | Emailul |
Please note, there is a significant difference between Emailul SA's value and its price as these two are different measures arrived at by different means. Investors typically determine if Emailul SA is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Emailul SA'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.
Emailul SA '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 Emailul SA'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 Emailul SA.
| 12/03/2025 |
| 01/02/2026 |
If you would invest 0.00 in Emailul SA on December 3, 2025 and sell it all today you would earn a total of 0.00 from holding Emailul SA or generate 0.0% return on investment in Emailul SA over 30 days. More
Emailul SA 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 Emailul SA'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 Emailul SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.62 | |||
| Information Ratio | 0.0813 | |||
| Maximum Drawdown | 35.29 | |||
| Value At Risk | (5.88) | |||
| Potential Upside | 5.62 |
Emailul SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Emailul SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Emailul SA's standard deviation. In reality, there are many statistical measures that can use Emailul SA historical prices to predict the future Emailul SA's volatility.| Risk Adjusted Performance | 0.0759 | |||
| Jensen Alpha | 0.4074 | |||
| Total Risk Alpha | 0.0987 | |||
| Sortino Ratio | 0.0493 | |||
| Treynor Ratio | (0.57) |
Emailul SA Backtested Returns
Emailul SA appears to be slightly risky, given 3 months investment horizon. Emailul SA secures Sharpe Ratio (or Efficiency) of 0.1, which denotes the company had a 0.1 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Emailul SA, which you can use to evaluate the volatility of the firm. Please utilize Emailul SA's Mean Deviation of 1.6, downside deviation of 6.62, and Semi Deviation of 1.88 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Emailul SA holds a performance score of 8. The firm shows a Beta (market volatility) of -0.66, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Emailul SA are expected to decrease at a much lower rate. During the bear market, Emailul SA is likely to outperform the market. Please check Emailul SA's semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to make a quick decision on whether Emailul SA's price patterns will revert.
Auto-correlation | -0.44 |
Modest reverse predictability
Emailul SA has modest reverse predictability. Overlapping area represents the amount of predictability between Emailul SA time series from 3rd of December 2025 to 18th of December 2025 and 18th of December 2025 to 2nd of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Emailul SA price movement. The serial correlation of -0.44 indicates that just about 44.0% of current Emailul SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.44 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Emailul SA lagged returns against current returns
Autocorrelation, which is Emailul SA 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 Emailul SA's stock expected returns. We can calculate the autocorrelation of Emailul SA returns to help us make a trade decision. For example, suppose you find that Emailul SA 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 |
Emailul SA 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 Emailul SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Emailul SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Emailul SA stock over time.
Current vs Lagged Prices |
| Timeline |
Emailul SA Lagged Returns
When evaluating Emailul SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Emailul SA stock have on its future price. Emailul SA 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, Emailul SA autocorrelation shows the relationship between Emailul SA stock current value and its past values and can show if there is a momentum factor associated with investing in Emailul SA.
Regressed Prices |
| Timeline |
Pair Trading with Emailul SA
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Emailul SA position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Emailul SA will appreciate offsetting losses from the drop in the long position's value.Moving against Emailul Stock
| 0.73 | AAG | Aages SA | PairCorr |
| 0.6 | ALU | Alumil Rom Industry | PairCorr |
| 0.57 | ATB | Antibiotice Ia | PairCorr |
| 0.57 | ALR | Alro Slatina | PairCorr |
| 0.52 | ALT | Altur Slatina | PairCorr |
The ability to find closely correlated positions to Emailul SA could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Emailul SA when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Emailul SA - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Emailul SA to buy it.
The correlation of Emailul SA is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Emailul SA moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Emailul SA moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Emailul SA can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Emailul Stock
Emailul SA financial ratios help investors to determine whether Emailul 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 Emailul with respect to the benefits of owning Emailul SA security.