Esker Sa Stock Market Value
| ESKEF Stock | USD 274.35 6.00 2.14% |
| Symbol | Esker |
Esker 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 Esker SA's otc 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 Esker SA.
| 02/16/2023 |
| 02/05/2025 |
If you would invest 0.00 in Esker SA on February 16, 2023 and sell it all today you would earn a total of 0.00 from holding Esker SA or generate 0.0% return on investment in Esker SA over 720 days. Esker SA is related to or competes with Vimeo, Bumble, S A P, Bill, Eventbrite, Blend Labs, and CS Disco. Esker SA provides SaaS-based document process automation solutions in France and internationally More
Esker 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 Esker SA's otc 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 Esker SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.20) | |||
| Maximum Drawdown | 8.22 |
Esker SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Esker SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Esker SA's standard deviation. In reality, there are many statistical measures that can use Esker SA historical prices to predict the future Esker SA's volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | (1.90) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Esker SA's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Esker SA Backtested Returns
Esker SA 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. Esker SA exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Esker SA's Mean Deviation of 0.2453, variance of 1.02, and Standard Deviation of 1.01 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0709, which means not very significant fluctuations relative to the market. As returns on the market increase, Esker SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Esker SA is expected to be smaller as well. At this point, Esker SA has a negative expected return of -0.13%. Please make sure to confirm Esker SA's kurtosis, and the relationship between the jensen alpha and day median price , to decide if Esker SA performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.86 |
Very good predictability
Esker SA has very good predictability. Overlapping area represents the amount of predictability between Esker SA time series from 16th of February 2023 to 11th of February 2024 and 11th of February 2024 to 5th of February 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 Esker SA price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Esker SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.91 | |
| Residual Average | 0.0 | |
| Price Variance | 3639.45 |
Esker SA lagged returns against current returns
Autocorrelation, which is Esker SA otc 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 Esker SA's otc stock expected returns. We can calculate the autocorrelation of Esker SA returns to help us make a trade decision. For example, suppose you find that Esker SA has exhibited high autocorrelation historically, and you observe that the otc 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 |
Esker 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 Esker SA otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Esker SA otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Esker SA otc stock over time.
Current vs Lagged Prices |
| Timeline |
Esker SA Lagged Returns
When evaluating Esker SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Esker SA otc stock have on its future price. Esker 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, Esker SA autocorrelation shows the relationship between Esker SA otc stock current value and its past values and can show if there is a momentum factor associated with investing in Esker SA.
Regressed Prices |
| Timeline |
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Other Information on Investing in Esker OTC Stock
Esker SA financial ratios help investors to determine whether Esker OTC 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 Esker with respect to the benefits of owning Esker SA security.