Energa SA (Germany) Market Value
| EN2 Stock | EUR 4.60 0.07 1.50% |
| Symbol | Energa |
Energa 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 Energa 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 Energa SA.
| 11/22/2025 |
| 02/20/2026 |
If you would invest 0.00 in Energa SA on November 22, 2025 and sell it all today you would earn a total of 0.00 from holding Energa SA or generate 0.0% return on investment in Energa SA over 90 days. Energa SA is related to or competes with Wheaton Precious, Dairy Farm, HWA AG, Viscofan, Aeroporto Guglielmo, WESTERN DIGITAL, and SYSTEMAIR. Energa SA, together with its subsidiaries, generates, distributes, and sells electricity, gas, and heat in Poland More
Energa 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 Energa 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 Energa SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.25 | |||
| Information Ratio | 0.0299 | |||
| Maximum Drawdown | 12.89 | |||
| Value At Risk | (3.33) | |||
| Potential Upside | 3.55 |
Energa SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Energa SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Energa SA's standard deviation. In reality, there are many statistical measures that can use Energa SA historical prices to predict the future Energa SA's volatility.| Risk Adjusted Performance | 0.0495 | |||
| Jensen Alpha | 0.1312 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.0327 | |||
| Treynor Ratio | (1.72) |
Energa SA February 20, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0495 | |||
| Market Risk Adjusted Performance | (1.71) | |||
| Mean Deviation | 1.58 | |||
| Semi Deviation | 2.02 | |||
| Downside Deviation | 2.25 | |||
| Coefficient Of Variation | 1798.4 | |||
| Standard Deviation | 2.47 | |||
| Variance | 6.09 | |||
| Information Ratio | 0.0299 | |||
| Jensen Alpha | 0.1312 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.0327 | |||
| Treynor Ratio | (1.72) | |||
| Maximum Drawdown | 12.89 | |||
| Value At Risk | (3.33) | |||
| Potential Upside | 3.55 | |||
| Downside Variance | 5.08 | |||
| Semi Variance | 4.07 | |||
| Expected Short fall | (1.87) | |||
| Skewness | 0.8181 | |||
| Kurtosis | 4.24 |
Energa SA Backtested Returns
Energa SA appears to be slightly risky, given 3 months investment horizon. Energa SA secures Sharpe Ratio (or Efficiency) of 0.15, which denotes the company had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Energa SA, which you can use to evaluate the volatility of the firm. Please utilize Energa SA's Coefficient Of Variation of 1798.4, mean deviation of 1.58, and Downside Deviation of 2.25 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Energa SA holds a performance score of 12. The firm shows a Beta (market volatility) of -0.0739, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Energa SA are expected to decrease at a much lower rate. During the bear market, Energa SA is likely to outperform the market. Please check Energa SA's coefficient of variation, jensen alpha, and the relationship between the downside deviation and information ratio , to make a quick decision on whether Energa SA's price patterns will revert.
Auto-correlation | -0.36 |
Poor reverse predictability
Energa SA has poor reverse predictability. Overlapping area represents the amount of predictability between Energa SA time series from 22nd of November 2025 to 6th of January 2026 and 6th of January 2026 to 20th of February 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 Energa SA price movement. The serial correlation of -0.36 indicates that just about 36.0% of current Energa SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.36 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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Other Information on Investing in Energa Stock
Energa SA financial ratios help investors to determine whether Energa 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 Energa with respect to the benefits of owning Energa SA security.