ORSERO SPA (Germany) Market Value
| WRG Stock | EUR 18.00 0.32 1.81% |
| Symbol | ORSERO |
ORSERO SPA '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 ORSERO SPA'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 ORSERO SPA.
| 11/18/2025 |
| 02/16/2026 |
If you would invest 0.00 in ORSERO SPA on November 18, 2025 and sell it all today you would earn a total of 0.00 from holding ORSERO SPA or generate 0.0% return on investment in ORSERO SPA over 90 days. ORSERO SPA is related to or competes with Suntory Beverage, Commonwealth Bank, CDN IMPERIAL, Regions Financial, THAI BEVERAGE, and TFS FINANCIAL. Orsero S.p.A. imports and distributes fruits and vegetables worldwide More
ORSERO SPA 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 ORSERO SPA'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 ORSERO SPA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.7 | |||
| Information Ratio | 0.0014 | |||
| Maximum Drawdown | 7.66 | |||
| Value At Risk | (2.39) | |||
| Potential Upside | 2.08 |
ORSERO SPA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ORSERO SPA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ORSERO SPA's standard deviation. In reality, there are many statistical measures that can use ORSERO SPA historical prices to predict the future ORSERO SPA's volatility.| Risk Adjusted Performance | 0.0451 | |||
| Jensen Alpha | 0.0522 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0011 | |||
| Treynor Ratio | 0.3854 |
ORSERO SPA February 16, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0451 | |||
| Market Risk Adjusted Performance | 0.3954 | |||
| Mean Deviation | 1.09 | |||
| Semi Deviation | 1.55 | |||
| Downside Deviation | 1.7 | |||
| Coefficient Of Variation | 1977.86 | |||
| Standard Deviation | 1.42 | |||
| Variance | 2.02 | |||
| Information Ratio | 0.0014 | |||
| Jensen Alpha | 0.0522 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0011 | |||
| Treynor Ratio | 0.3854 | |||
| Maximum Drawdown | 7.66 | |||
| Value At Risk | (2.39) | |||
| Potential Upside | 2.08 | |||
| Downside Variance | 2.89 | |||
| Semi Variance | 2.41 | |||
| Expected Short fall | (1.08) | |||
| Skewness | (0.53) | |||
| Kurtosis | 0.5377 |
ORSERO SPA Backtested Returns
At this point, ORSERO SPA is very steady. ORSERO SPA maintains Sharpe Ratio (i.e., Efficiency) of 0.0857, which implies the firm had a 0.0857 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for ORSERO SPA, which you can use to evaluate the volatility of the company. Please check ORSERO SPA's Market Risk Adjusted Performance of 0.3954, risk adjusted performance of 0.0451, and Semi Deviation of 1.55 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. ORSERO SPA has a performance score of 6 on a scale of 0 to 100. The company holds a Beta of 0.16, which implies not very significant fluctuations relative to the market. As returns on the market increase, ORSERO SPA's returns are expected to increase less than the market. However, during the bear market, the loss of holding ORSERO SPA is expected to be smaller as well. ORSERO SPA presently holds a risk of 1.38%. Please check ORSERO SPA semi variance, accumulation distribution, and the relationship between the potential upside and skewness , to decide if ORSERO SPA will be following its historical price patterns.
Auto-correlation | -0.31 |
Poor reverse predictability
ORSERO SPA has poor reverse predictability. Overlapping area represents the amount of predictability between ORSERO SPA time series from 18th of November 2025 to 2nd of January 2026 and 2nd of January 2026 to 16th of February 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 ORSERO SPA price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current ORSERO SPA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
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Other Information on Investing in ORSERO Stock
ORSERO SPA financial ratios help investors to determine whether ORSERO 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 ORSERO with respect to the benefits of owning ORSERO SPA security.