Evrofarma (Greece) Market Value
| EVROF Stock | EUR 3.64 0.24 6.19% |
| Symbol | Evrofarma |
Evrofarma '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 Evrofarma'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 Evrofarma.
| 11/30/2025 |
| 12/30/2025 |
If you would invest 0.00 in Evrofarma on November 30, 2025 and sell it all today you would earn a total of 0.00 from holding Evrofarma SA or generate 0.0% return on investment in Evrofarma over 30 days. Evrofarma is related to or competes with Kri Kri, Frigoglass SAIC, Iktinos Hellas, Ellaktor, and Admie Holding. It offers milk and liquids, ayran, cheese and organic cheese, and yogurt More
Evrofarma 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 Evrofarma'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 Evrofarma SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.57 | |||
| Information Ratio | 0.2616 | |||
| Maximum Drawdown | 9.27 | |||
| Value At Risk | (1.89) | |||
| Potential Upside | 5.22 |
Evrofarma Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Evrofarma's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Evrofarma's standard deviation. In reality, there are many statistical measures that can use Evrofarma historical prices to predict the future Evrofarma's volatility.| Risk Adjusted Performance | 0.2172 | |||
| Jensen Alpha | 0.6828 | |||
| Total Risk Alpha | 0.4211 | |||
| Sortino Ratio | 0.3691 | |||
| Treynor Ratio | (1.50) |
Evrofarma SA Backtested Returns
Evrofarma appears to be slightly risky, given 3 months investment horizon. Evrofarma SA secures Sharpe Ratio (or Efficiency) of 0.3, which denotes the company had a 0.3 % return per unit of risk over the last 3 months. By reviewing Evrofarma's technical indicators, you can evaluate if the expected return of 0.66% is justified by implied risk. Please utilize Evrofarma's Coefficient Of Variation of 334.17, downside deviation of 1.57, and Mean Deviation of 1.7 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Evrofarma holds a performance score of 23. The firm shows a Beta (market volatility) of -0.43, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Evrofarma are expected to decrease at a much lower rate. During the bear market, Evrofarma is likely to outperform the market. Please check Evrofarma's treynor ratio, kurtosis, relative strength index, as well as the relationship between the downside variance and day median price , to make a quick decision on whether Evrofarma's price patterns will revert.
Auto-correlation | 0.77 |
Good predictability
Evrofarma SA has good predictability. Overlapping area represents the amount of predictability between Evrofarma time series from 30th of November 2025 to 15th of December 2025 and 15th of December 2025 to 30th 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 Evrofarma SA price movement. The serial correlation of 0.77 indicates that around 77.0% of current Evrofarma price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.9 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Evrofarma SA lagged returns against current returns
Autocorrelation, which is Evrofarma 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 Evrofarma's stock expected returns. We can calculate the autocorrelation of Evrofarma returns to help us make a trade decision. For example, suppose you find that Evrofarma 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 |
Evrofarma 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 Evrofarma stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Evrofarma stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Evrofarma stock over time.
Current vs Lagged Prices |
| Timeline |
Evrofarma Lagged Returns
When evaluating Evrofarma's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Evrofarma stock have on its future price. Evrofarma 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, Evrofarma autocorrelation shows the relationship between Evrofarma stock current value and its past values and can show if there is a momentum factor associated with investing in Evrofarma SA.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Other Information on Investing in Evrofarma Stock
Evrofarma financial ratios help investors to determine whether Evrofarma 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 Evrofarma with respect to the benefits of owning Evrofarma security.