Repsol Sa Stock Market Value
| REPYF Stock | USD 18.38 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 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 Repsol SA.
| 11/01/2025 |
| 01/30/2026 |
If you would invest 0.00 in Repsol SA on November 1, 2025 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 90 days. Repsol SA is related to or competes with OMV Aktiengesellscha, Inpex Corp, Tenaris SA, Galp Energia, Polski Koncern, Origin Energy, and Origin Energy. 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 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 Repsol SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.96 | |||
| Information Ratio | 0.0389 | |||
| Maximum Drawdown | 16.12 | |||
| Value At Risk | (7.92) | |||
| Potential Upside | 5.79 |
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 | 0.0477 | |||
| Jensen Alpha | 0.172 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.0259 | |||
| Treynor Ratio | 0.3122 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Repsol 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.
Repsol SA January 30, 2026 Technical Indicators
| Cycle Indicators | ||
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| Overlap Studies | ||
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| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0477 | |||
| Market Risk Adjusted Performance | 0.3222 | |||
| Mean Deviation | 2.55 | |||
| Semi Deviation | 3.3 | |||
| Downside Deviation | 5.96 | |||
| Coefficient Of Variation | 1838.7 | |||
| Standard Deviation | 3.97 | |||
| Variance | 15.75 | |||
| Information Ratio | 0.0389 | |||
| Jensen Alpha | 0.172 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.0259 | |||
| Treynor Ratio | 0.3122 | |||
| Maximum Drawdown | 16.12 | |||
| Value At Risk | (7.92) | |||
| Potential Upside | 5.79 | |||
| Downside Variance | 35.54 | |||
| Semi Variance | 10.89 | |||
| Expected Short fall | (5.16) | |||
| Skewness | (0.55) | |||
| Kurtosis | 0.6569 |
Repsol SA Backtested Returns
At this point, Repsol SA is somewhat reliable. Repsol SA maintains Sharpe Ratio (i.e., Efficiency) of 0.019, which implies the firm had a 0.019 % return per unit of risk over the last 3 months. We have found twenty-five 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 0.0477, semi deviation of 3.3, and Coefficient Of Variation of 1838.7 to confirm if the risk estimate we provide is consistent with the expected return of 0.0764%. Repsol SA has a performance score of 1 on a scale of 0 to 100. The company holds a Beta of 0.66, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Repsol SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Repsol SA is expected to be smaller as well. Repsol SA right now holds a risk of 4.03%. Please check Repsol SA value at risk, as well as the relationship between the skewness and relative strength index , to decide if Repsol SA will be following its historical price patterns.
Auto-correlation | -0.08 |
Very weak reverse predictability
Repsol SA has very weak reverse predictability. Overlapping area represents the amount of predictability between Repsol SA time series from 1st of November 2025 to 16th of December 2025 and 16th of December 2025 to 30th of January 2026. 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 -0.08 indicates that barely 8.0% of current Repsol SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.08 | |
| Spearman Rank Test | -0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 0.41 |
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Other Information on Investing in Repsol OTC Stock
Repsol SA financial ratios help investors to determine whether Repsol 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 Repsol with respect to the benefits of owning Repsol SA security.