Repsol Sa Stock Market Value
| REPYF Stock | USD 12.71 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.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in Repsol SA on November 1, 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 30 days. Repsol SA is related to or competes with Eni SpA, Equinor ASA, TotalEnergies, and OMV AG. 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.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 9.96 | |||
| Value At Risk | (3.13) | |||
| Potential Upside | 3.48 |
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 | (0.04) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.41) | |||
| Treynor Ratio | (0.26) |
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 Backtested Returns
Repsol SA maintains Sharpe Ratio (i.e., Efficiency) of -0.0491, which implies the firm had a -0.0491% return per unit of risk over the last 3 months. Repsol SA exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Repsol SA's Risk Adjusted Performance of (0.04), coefficient of variation of (1,587), and Variance of 3.08 to confirm the risk estimate we provide. The company holds a Beta of 0.46, 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. At this point, Repsol SA has a negative expected return of -0.0808%. Please make sure to check Repsol SA's jensen alpha and kurtosis , to decide if Repsol SA performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.83 |
Excellent reverse predictability
Repsol SA has excellent reverse predictability. Overlapping area represents the amount of predictability between Repsol SA time series from 1st of November 2024 to 16th of November 2024 and 16th of November 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 Repsol SA price movement. The serial correlation of -0.83 indicates that around 83.0% of current Repsol SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.83 | |
| Spearman Rank Test | -0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Repsol SA lagged returns against current returns
Autocorrelation, which is Repsol SA otc 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 otc 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 otc 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 otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Repsol SA otc 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 otc 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 otc 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 otc 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 |
Currently Active Assets on Macroaxis
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.