Elysee Development (Germany) Market Value
| QLDN Stock | EUR 0.22 0.04 22.22% |
| Symbol | Elysee |
Elysee Development '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 Elysee Development'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 Elysee Development.
| 09/02/2024 |
| 12/01/2024 |
If you would invest 0.00 in Elysee Development on September 2, 2024 and sell it all today you would earn a total of 0.00 from holding Elysee Development Corp or generate 0.0% return on investment in Elysee Development over 90 days. Elysee Development is related to or competes with Ameriprise Financial, Ares Management, Superior Plus, NMI Holdings, Origin Agritech, SIVERS SEMICONDUCTORS, and NorAm Drilling. Elysee Development Corp. operates as an investment and venture capital firm that makes growth capital investments More
Elysee Development 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 Elysee Development'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 Elysee Development Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.72 | |||
| Information Ratio | 0.0417 | |||
| Maximum Drawdown | 25.79 | |||
| Value At Risk | (9.09) | |||
| Potential Upside | 9.52 |
Elysee Development Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Elysee Development's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Elysee Development's standard deviation. In reality, there are many statistical measures that can use Elysee Development historical prices to predict the future Elysee Development's volatility.| Risk Adjusted Performance | 0.0594 | |||
| Jensen Alpha | 0.327 | |||
| Total Risk Alpha | (0.57) | |||
| Sortino Ratio | 0.0301 | |||
| Treynor Ratio | 1.4 |
Elysee Development Corp Backtested Returns
Elysee Development appears to be out of control, given 3 months investment horizon. Elysee Development Corp secures Sharpe Ratio (or Efficiency) of 0.0914, which denotes the company had a 0.0914% return per unit of risk over the last 3 months. By reviewing Elysee Development's technical indicators, you can evaluate if the expected return of 0.59% is justified by implied risk. Please utilize Elysee Development's Coefficient Of Variation of 1504.51, downside deviation of 7.72, and Mean Deviation of 3.37 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Elysee Development holds a performance score of 7. The firm shows a Beta (market volatility) of 0.26, which means not very significant fluctuations relative to the market. As returns on the market increase, Elysee Development's returns are expected to increase less than the market. However, during the bear market, the loss of holding Elysee Development is expected to be smaller as well. Please check Elysee Development's downside variance, expected short fall, and the relationship between the potential upside and semi variance , to make a quick decision on whether Elysee Development's price patterns will revert.
Auto-correlation | -0.31 |
Poor reverse predictability
Elysee Development Corp has poor reverse predictability. Overlapping area represents the amount of predictability between Elysee Development time series from 2nd of September 2024 to 17th of October 2024 and 17th of October 2024 to 1st of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Elysee Development Corp price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Elysee Development price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | -0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Elysee Development Corp lagged returns against current returns
Autocorrelation, which is Elysee Development 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 Elysee Development's stock expected returns. We can calculate the autocorrelation of Elysee Development returns to help us make a trade decision. For example, suppose you find that Elysee Development 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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Elysee Development 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 Elysee Development stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Elysee Development stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Elysee Development stock over time.
Current vs Lagged Prices |
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Elysee Development Lagged Returns
When evaluating Elysee Development's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Elysee Development stock have on its future price. Elysee Development 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, Elysee Development autocorrelation shows the relationship between Elysee Development stock current value and its past values and can show if there is a momentum factor associated with investing in Elysee Development Corp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Elysee Stock
Elysee Development financial ratios help investors to determine whether Elysee 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 Elysee with respect to the benefits of owning Elysee Development security.