Repsol SA (Argentina) Market Value
| REP Stock | ARS 629.00 0.00 0.00% |
| Symbol | Repsol |
Repsol 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 Repsol SA'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 Repsol SA.
| 09/03/2024 |
| 01/31/2025 |
If you would invest 0.00 in Repsol SA on September 3, 2024 and sell it all today you would earn a total of 0.00 from holding Repsol SA or generate 0.0% return on investment in Repsol SA over 150 days. Repsol SA is related to or competes with Harmony Gold, Compania, and Agrometal SAI. Repsol, S.A. operates as an integrated energy company worldwide More
Repsol 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 Repsol SA'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 Repsol SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (7.62) | |||
| Maximum Drawdown | 0.0748 |
Repsol SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Repsol SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Repsol SA's standard deviation. In reality, there are many statistical measures that can use Repsol SA historical prices to predict the future Repsol SA's volatility.| Risk Adjusted Performance | (0.63) | |||
| Total Risk Alpha | (0.01) |
Repsol SA Backtested Returns
At this point, Repsol SA is very steady. Repsol SA maintains Sharpe Ratio (i.e., Efficiency) of close to zero, which implies the firm had a close to zero % return per unit of risk over the last 3 months. We have found thirteen technical indicators for Repsol SA, which you can use to evaluate the volatility of the company. Please check Repsol SA's Risk Adjusted Performance of (0.63), standard deviation of 0.0131, and Information Ratio of (7.62) to confirm if the risk estimate we provide is consistent with the expected return of 0.0%. The company holds a Beta of 0.0, which implies not very significant fluctuations relative to the market. the returns on MARKET and Repsol SA are completely uncorrelated. Repsol SA right now holds a risk of 0.0139%. Please check Repsol SA coefficient of variation, variance, skewness, as well as the relationship between the standard deviation and information ratio , to decide if Repsol SA will be following its historical price patterns.
Auto-correlation | -92,233,720,368,547,760 |
Near perfect reversele predictability
Repsol SA has near perfect reversele predictability. Overlapping area represents the amount of predictability between Repsol SA time series from 3rd of September 2024 to 17th of November 2024 and 17th of November 2024 to 31st of January 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 Repsol SA price movement. The serial correlation of -9.223372036854776E16 indicates that 9.223372036854776E16% of current Repsol SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -92233.7 T | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Repsol SA lagged returns against current returns
Autocorrelation, which is Repsol SA 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 Repsol SA's stock expected returns. We can calculate the autocorrelation of Repsol SA returns to help us make a trade decision. For example, suppose you find that Repsol SA 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 |
Repsol 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 Repsol SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Repsol SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Repsol SA stock over time.
Current vs Lagged Prices |
| Timeline |
Repsol SA Lagged Returns
When evaluating Repsol SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Repsol SA stock have on its future price. Repsol 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, Repsol SA autocorrelation shows the relationship between Repsol SA stock current value and its past values and can show if there is a momentum factor associated with investing in Repsol SA.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in Repsol Stock
Repsol SA financial ratios help investors to determine whether Repsol 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 Repsol with respect to the benefits of owning Repsol SA security.