Edisun Power (Switzerland) Market Value
| ESUN Stock | CHF 53.20 0.40 0.76% |
| Symbol | Edisun |
Edisun Power '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 Edisun Power'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 Edisun Power.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in Edisun Power on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Edisun Power Europe or generate 0.0% return on investment in Edisun Power over 30 days. Edisun Power is related to or competes with Swiss Life, Emmi AG, Bachem Holding, and VAT Group. Edisun Power Europe AG, together with its subsidiaries, finances and operates photovoltaic systems in Europe More
Edisun Power 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 Edisun Power'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 Edisun Power Europe upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.35 | |||
| Information Ratio | 0.015 | |||
| Maximum Drawdown | 24.98 | |||
| Value At Risk | (3.40) | |||
| Potential Upside | 4.31 |
Edisun Power Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Edisun Power's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Edisun Power's standard deviation. In reality, there are many statistical measures that can use Edisun Power historical prices to predict the future Edisun Power's volatility.| Risk Adjusted Performance | 0.0365 | |||
| Jensen Alpha | 0.1355 | |||
| Total Risk Alpha | (0.19) | |||
| Sortino Ratio | 0.0197 | |||
| Treynor Ratio | (0.44) |
Edisun Power Europe Backtested Returns
Edisun Power Europe secures Sharpe Ratio (or Efficiency) of close to zero, which denotes the company had a close to zero % return per unit of risk over the last 3 months. Edisun Power Europe exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Edisun Power's Mean Deviation of 1.72, coefficient of variation of 2443.94, and Downside Deviation of 2.35 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.27, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Edisun Power are expected to decrease at a much lower rate. During the bear market, Edisun Power is likely to outperform the market. At this point, Edisun Power Europe has a negative expected return of -0.0054%. Please make sure to confirm Edisun Power's downside deviation, information ratio, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Edisun Power Europe performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.43 |
Modest reverse predictability
Edisun Power Europe has modest reverse predictability. Overlapping area represents the amount of predictability between Edisun Power time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th of December 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 Edisun Power Europe price movement. The serial correlation of -0.43 indicates that just about 43.0% of current Edisun Power price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.43 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 0.26 |
Edisun Power Europe lagged returns against current returns
Autocorrelation, which is Edisun Power 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 Edisun Power's stock expected returns. We can calculate the autocorrelation of Edisun Power returns to help us make a trade decision. For example, suppose you find that Edisun Power 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 |
Edisun Power 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 Edisun Power stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Edisun Power stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Edisun Power stock over time.
Current vs Lagged Prices |
| Timeline |
Edisun Power Lagged Returns
When evaluating Edisun Power's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Edisun Power stock have on its future price. Edisun Power 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, Edisun Power autocorrelation shows the relationship between Edisun Power stock current value and its past values and can show if there is a momentum factor associated with investing in Edisun Power Europe.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Edisun Stock Analysis
When running Edisun Power's price analysis, check to measure Edisun Power'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 Edisun Power is operating at the current time. Most of Edisun Power's value examination focuses on studying past and present price action to predict the probability of Edisun Power's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Edisun Power's price. Additionally, you may evaluate how the addition of Edisun Power to your portfolios can decrease your overall portfolio volatility.