Zalando SE (Germany) Market Value
| ZAL Stock | EUR 27.39 2.10 7.12% |
| Symbol | Zalando |
Zalando SE '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 Zalando SE'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 Zalando SE.
| 08/02/2023 |
| 11/24/2024 |
If you would invest 0.00 in Zalando SE on August 2, 2023 and sell it all today you would earn a total of 0.00 from holding Zalando SE or generate 0.0% return on investment in Zalando SE over 480 days. Zalando SE is related to or competes with SOFI TECHNOLOGIES, Axcelis Technologies, Sumitomo Chemical, China BlueChemical, and SHIN-ETSU CHEMICAL. Zalando SE operates as an online fashion and lifestyle retailer More
Zalando SE 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 Zalando SE'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 Zalando SE upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.93 | |||
| Information Ratio | 0.0372 | |||
| Maximum Drawdown | 13.13 | |||
| Value At Risk | (3.21) | |||
| Potential Upside | 3.24 |
Zalando SE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Zalando SE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Zalando SE's standard deviation. In reality, there are many statistical measures that can use Zalando SE historical prices to predict the future Zalando SE's volatility.| Risk Adjusted Performance | 0.0799 | |||
| Jensen Alpha | 0.1709 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | 0.0433 | |||
| Treynor Ratio | 0.7416 |
Zalando SE Backtested Returns
At this point, Zalando SE is very steady. Zalando SE shows Sharpe Ratio of 0.067, which attests that the company had a 0.067% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Zalando SE, which you can use to evaluate the volatility of the company. Please check out Zalando SE's Market Risk Adjusted Performance of 0.7516, downside deviation of 1.93, and Mean Deviation of 1.62 to validate if the risk estimate we provide is consistent with the expected return of 0.17%. Zalando SE has a performance score of 5 on a scale of 0 to 100. The firm maintains a market beta of 0.28, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Zalando SE's returns are expected to increase less than the market. However, during the bear market, the loss of holding Zalando SE is expected to be smaller as well. Zalando SE right now maintains a risk of 2.58%. Please check out Zalando SE sortino ratio, potential upside, skewness, as well as the relationship between the maximum drawdown and semi variance , to decide if Zalando SE will be following its historical returns.
Auto-correlation | -0.12 |
Insignificant reverse predictability
Zalando SE has insignificant reverse predictability. Overlapping area represents the amount of predictability between Zalando SE time series from 2nd of August 2023 to 29th of March 2024 and 29th of March 2024 to 24th of November 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 Zalando SE price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Zalando SE price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 5.97 |
Zalando SE lagged returns against current returns
Autocorrelation, which is Zalando SE 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 Zalando SE's stock expected returns. We can calculate the autocorrelation of Zalando SE returns to help us make a trade decision. For example, suppose you find that Zalando SE 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 |
Zalando SE 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 Zalando SE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Zalando SE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Zalando SE stock over time.
Current vs Lagged Prices |
| Timeline |
Zalando SE Lagged Returns
When evaluating Zalando SE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Zalando SE stock have on its future price. Zalando SE 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, Zalando SE autocorrelation shows the relationship between Zalando SE stock current value and its past values and can show if there is a momentum factor associated with investing in Zalando SE.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Zalando Stock
Zalando SE financial ratios help investors to determine whether Zalando 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 Zalando with respect to the benefits of owning Zalando SE security.