Endesa SA (Germany) Market Value
| ENA Stock | EUR 31.92 0.66 2.11% |
| Symbol | Endesa |
Endesa 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 Endesa 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 Endesa SA.
| 11/10/2025 |
| 02/08/2026 |
If you would invest 0.00 in Endesa SA on November 10, 2025 and sell it all today you would earn a total of 0.00 from holding Endesa SA or generate 0.0% return on investment in Endesa SA over 90 days. Endesa SA is related to or competes with Gladstone Investment, Columbia Sportswear, New Residential, Guangdong Investment, PennyMac Mortgage, and SPORTING. Endesa, S.A. engages in the generation, distribution, and sale of electricity primarily in Spain and Portugal More
Endesa 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 Endesa 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 Endesa SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.16 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 5.04 | |||
| Value At Risk | (1.77) | |||
| Potential Upside | 1.85 |
Endesa SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Endesa SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Endesa SA's standard deviation. In reality, there are many statistical measures that can use Endesa SA historical prices to predict the future Endesa SA's volatility.| Risk Adjusted Performance | 0.0562 | |||
| Jensen Alpha | 0.0394 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.2127 |
Endesa SA February 8, 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 | 0.0562 | |||
| Market Risk Adjusted Performance | 0.2227 | |||
| Mean Deviation | 0.8312 | |||
| Semi Deviation | 0.999 | |||
| Downside Deviation | 1.16 | |||
| Coefficient Of Variation | 1504.32 | |||
| Standard Deviation | 1.1 | |||
| Variance | 1.2 | |||
| Information Ratio | (0.02) | |||
| Jensen Alpha | 0.0394 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.2127 | |||
| Maximum Drawdown | 5.04 | |||
| Value At Risk | (1.77) | |||
| Potential Upside | 1.85 | |||
| Downside Variance | 1.34 | |||
| Semi Variance | 0.998 | |||
| Expected Short fall | (0.85) | |||
| Skewness | (0.37) | |||
| Kurtosis | 0.9822 |
Endesa SA Backtested Returns
At this point, Endesa SA is very steady. Endesa SA secures Sharpe Ratio (or Efficiency) of 0.0453, which denotes the company had a 0.0453 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Endesa SA, which you can use to evaluate the volatility of the firm. Please confirm Endesa SA's Downside Deviation of 1.16, mean deviation of 0.8312, and Semi Deviation of 0.999 to check if the risk estimate we provide is consistent with the expected return of 0.0504%. Endesa SA has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.3, which means not very significant fluctuations relative to the market. As returns on the market increase, Endesa SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Endesa SA is expected to be smaller as well. Endesa SA right now shows a risk of 1.11%. Please confirm Endesa SA mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to decide if Endesa SA will be following its price patterns.
Auto-correlation | -0.22 |
Weak reverse predictability
Endesa SA has weak reverse predictability. Overlapping area represents the amount of predictability between Endesa SA time series from 10th of November 2025 to 25th of December 2025 and 25th of December 2025 to 8th 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 Endesa SA price movement. The serial correlation of -0.22 indicates that over 22.0% of current Endesa SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.25 |
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Other Information on Investing in Endesa Stock
Endesa SA financial ratios help investors to determine whether Endesa 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 Endesa with respect to the benefits of owning Endesa SA security.