Entre Cua (Spain) Market Value
| YENT Stock | EUR 1.72 0.00 0.00% |
| Symbol | Entre |
Entre Cua '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 Entre Cua'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 Entre Cua.
| 09/03/2024 |
| 12/02/2024 |
If you would invest 0.00 in Entre Cua on September 3, 2024 and sell it all today you would earn a total of 0.00 from holding Entre Cua Socimi or generate 0.0% return on investment in Entre Cua over 90 days. Entre Cua is related to or competes with All Iron, Squirrel Media, Caixabank, Elaia Investment, Arrienda Rental, and Melia Hotels. Entrecampos Cuatro, Socimi, S.A. operates as a real estate investment trust that engages in the leasing of real estate p... More
Entre Cua 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 Entre Cua'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 Entre Cua Socimi upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (1.79) | |||
| Maximum Drawdown | 0.5848 |
Entre Cua Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Entre Cua's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Entre Cua's standard deviation. In reality, there are many statistical measures that can use Entre Cua historical prices to predict the future Entre Cua's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | 1.0E-4 | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | 0.1212 |
Entre Cua Socimi Backtested Returns
At this point, Entre Cua is very steady. Entre Cua Socimi secures Sharpe Ratio (or Efficiency) of 0.12, which denotes the company had a 0.12% return per unit of risk over the last 3 months. We have found sixteen technical indicators for Entre Cua Socimi, which you can use to evaluate the volatility of the firm. Please confirm Entre Cua's Variance of 0.0052, mean deviation of 0.0175, and Standard Deviation of 0.072 to check if the risk estimate we provide is consistent with the expected return of 0.009%. Entre Cua has a performance score of 9 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0094, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Entre Cua are expected to decrease at a much lower rate. During the bear market, Entre Cua is likely to outperform the market. Entre Cua Socimi right now shows a risk of 0.0725%. Please confirm Entre Cua Socimi market risk adjusted performance, coefficient of variation, variance, as well as the relationship between the mean deviation and standard deviation , to decide if Entre Cua Socimi will be following its price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Entre Cua Socimi has no correlation between past and present. Overlapping area represents the amount of predictability between Entre Cua time series from 3rd of September 2024 to 18th of October 2024 and 18th of October 2024 to 2nd 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 Entre Cua Socimi price movement. The serial correlation of 0.0 indicates that just 0.0% of current Entre Cua price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Entre Cua Socimi lagged returns against current returns
Autocorrelation, which is Entre Cua 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 Entre Cua's stock expected returns. We can calculate the autocorrelation of Entre Cua returns to help us make a trade decision. For example, suppose you find that Entre Cua 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 |
Entre Cua 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 Entre Cua stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Entre Cua stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Entre Cua stock over time.
Current vs Lagged Prices |
| Timeline |
Entre Cua Lagged Returns
When evaluating Entre Cua's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Entre Cua stock have on its future price. Entre Cua 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, Entre Cua autocorrelation shows the relationship between Entre Cua stock current value and its past values and can show if there is a momentum factor associated with investing in Entre Cua Socimi.
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 Entre Stock
Entre Cua financial ratios help investors to determine whether Entre 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 Entre with respect to the benefits of owning Entre Cua security.