Envipco Holding (Netherlands) Market Value
| ENVI Stock | EUR 5.26 0.16 2.95% |
| Symbol | Envipco |
Envipco Holding '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 Envipco Holding'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 Envipco Holding.
| 01/11/2025 |
| 01/06/2026 |
If you would invest 0.00 in Envipco Holding on January 11, 2025 and sell it all today you would earn a total of 0.00 from holding Envipco Holding NV or generate 0.0% return on investment in Envipco Holding over 360 days. Envipco Holding is related to or competes with Hydratec Industries, Alfen Beheer, Sif Holding, Brunel International, and PostNL NV. Envipco Holding N.V., together with its subsidiaries, designs, develops, manufactures, and sells or leases reverse vendi... More
Envipco Holding 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 Envipco Holding'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 Envipco Holding NV upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 10.58 | |||
| Value At Risk | (4.46) | |||
| Potential Upside | 4.24 |
Envipco Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Envipco Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Envipco Holding's standard deviation. In reality, there are many statistical measures that can use Envipco Holding historical prices to predict the future Envipco Holding's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.22) | |||
| Total Risk Alpha | (0.52) | |||
| Treynor Ratio | 0.5576 |
Envipco Holding NV Backtested Returns
Envipco Holding NV secures Sharpe Ratio (or Efficiency) of -0.12, which denotes the company had a -0.12 % return per unit of risk over the last 3 months. Envipco Holding NV exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Envipco Holding's Standard Deviation of 2.62, mean deviation of 2.06, and Variance of 6.88 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.46, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Envipco Holding are expected to decrease at a much lower rate. During the bear market, Envipco Holding is likely to outperform the market. At this point, Envipco Holding NV has a negative expected return of -0.32%. Please make sure to confirm Envipco Holding's skewness, accumulation distribution, and the relationship between the potential upside and kurtosis , to decide if Envipco Holding NV performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.28 |
Weak reverse predictability
Envipco Holding NV has weak reverse predictability. Overlapping area represents the amount of predictability between Envipco Holding time series from 11th of January 2025 to 10th of July 2025 and 10th of July 2025 to 6th 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 Envipco Holding NV price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current Envipco Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.28 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 1.17 |
Envipco Holding NV lagged returns against current returns
Autocorrelation, which is Envipco Holding 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 Envipco Holding's stock expected returns. We can calculate the autocorrelation of Envipco Holding returns to help us make a trade decision. For example, suppose you find that Envipco Holding 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 |
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Envipco Holding 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 Envipco Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Envipco Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Envipco Holding stock over time.
Current vs Lagged Prices |
| Timeline |
Envipco Holding Lagged Returns
When evaluating Envipco Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Envipco Holding stock have on its future price. Envipco Holding 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, Envipco Holding autocorrelation shows the relationship between Envipco Holding stock current value and its past values and can show if there is a momentum factor associated with investing in Envipco Holding NV.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Envipco Stock Analysis
When running Envipco Holding's price analysis, check to measure Envipco Holding'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 Envipco Holding is operating at the current time. Most of Envipco Holding's value examination focuses on studying past and present price action to predict the probability of Envipco Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Envipco Holding's price. Additionally, you may evaluate how the addition of Envipco Holding to your portfolios can decrease your overall portfolio volatility.