Eurocastle Investment (Netherlands) Technical Analysis
| ECT Stock | EUR 12.00 1.30 9.77% |
As of the 28th of January, Eurocastle Investment shows the Downside Deviation of 6.15, coefficient of variation of 889.22, and Mean Deviation of 4.0. Eurocastle Investment technical analysis allows you to utilize historical prices and volume patterns in order to determine a pattern that computes the direction of the firm's future prices. Please confirm Eurocastle Investment jensen alpha, maximum drawdown, and the relationship between the information ratio and treynor ratio to decide if Eurocastle Investment is priced favorably, providing market reflects its regular price of 12.0 per share.
Eurocastle Investment Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Eurocastle, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to EurocastleEurocastle |
Eurocastle Investment '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 Eurocastle Investment'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 Eurocastle Investment.
| 10/30/2025 |
| 01/28/2026 |
If you would invest 0.00 in Eurocastle Investment on October 30, 2025 and sell it all today you would earn a total of 0.00 from holding Eurocastle Investment or generate 0.0% return on investment in Eurocastle Investment over 90 days. Eurocastle Investment is related to or competes with Ctac NV, and Tetragon Financial. More
Eurocastle Investment 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 Eurocastle Investment'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 Eurocastle Investment upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.15 | |||
| Information Ratio | 0.1002 | |||
| Maximum Drawdown | 41.84 | |||
| Value At Risk | (8.78) | |||
| Potential Upside | 10.83 |
Eurocastle Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Eurocastle Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Eurocastle Investment's standard deviation. In reality, there are many statistical measures that can use Eurocastle Investment historical prices to predict the future Eurocastle Investment's volatility.| Risk Adjusted Performance | 0.0916 | |||
| Jensen Alpha | 0.5545 | |||
| Total Risk Alpha | 0.1091 | |||
| Sortino Ratio | 0.1055 | |||
| Treynor Ratio | 0.3046 |
Eurocastle Investment January 28, 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 | 0.0916 | |||
| Market Risk Adjusted Performance | 0.3146 | |||
| Mean Deviation | 4.0 | |||
| Semi Deviation | 4.05 | |||
| Downside Deviation | 6.15 | |||
| Coefficient Of Variation | 889.22 | |||
| Standard Deviation | 6.47 | |||
| Variance | 41.85 | |||
| Information Ratio | 0.1002 | |||
| Jensen Alpha | 0.5545 | |||
| Total Risk Alpha | 0.1091 | |||
| Sortino Ratio | 0.1055 | |||
| Treynor Ratio | 0.3046 | |||
| Maximum Drawdown | 41.84 | |||
| Value At Risk | (8.78) | |||
| Potential Upside | 10.83 | |||
| Downside Variance | 37.78 | |||
| Semi Variance | 16.44 | |||
| Expected Short fall | (6.72) | |||
| Skewness | 1.48 | |||
| Kurtosis | 5.37 |
Eurocastle Investment Backtested Returns
Eurocastle Investment secures Sharpe Ratio (or Efficiency) of -0.0988, which denotes the company had a -0.0988 % return per unit of risk over the last 3 months. Eurocastle Investment exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Eurocastle Investment's Downside Deviation of 6.15, coefficient of variation of 889.22, and Mean Deviation of 4.0 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 2.36, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Eurocastle Investment will likely underperform. At this point, Eurocastle Investment has a negative expected return of -0.53%. Please make sure to confirm Eurocastle Investment's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if Eurocastle Investment performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.15 |
Insignificant reverse predictability
Eurocastle Investment has insignificant reverse predictability. Overlapping area represents the amount of predictability between Eurocastle Investment time series from 30th of October 2025 to 14th of December 2025 and 14th of December 2025 to 28th 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 Eurocastle Investment price movement. The serial correlation of -0.15 indicates that less than 15.0% of current Eurocastle Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
Eurocastle Investment technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
Eurocastle Investment Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Eurocastle Investment volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Eurocastle Investment Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Eurocastle Investment on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Eurocastle Investment based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Eurocastle Investment price pattern first instead of the macroeconomic environment surrounding Eurocastle Investment. By analyzing Eurocastle Investment's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Eurocastle Investment's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Eurocastle Investment specific price patterns or momentum indicators. Please read more on our technical analysis page.
Eurocastle Investment January 28, 2026 Technical Indicators
Most technical analysis of Eurocastle help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Eurocastle from various momentum indicators to cycle indicators. When you analyze Eurocastle charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0916 | |||
| Market Risk Adjusted Performance | 0.3146 | |||
| Mean Deviation | 4.0 | |||
| Semi Deviation | 4.05 | |||
| Downside Deviation | 6.15 | |||
| Coefficient Of Variation | 889.22 | |||
| Standard Deviation | 6.47 | |||
| Variance | 41.85 | |||
| Information Ratio | 0.1002 | |||
| Jensen Alpha | 0.5545 | |||
| Total Risk Alpha | 0.1091 | |||
| Sortino Ratio | 0.1055 | |||
| Treynor Ratio | 0.3046 | |||
| Maximum Drawdown | 41.84 | |||
| Value At Risk | (8.78) | |||
| Potential Upside | 10.83 | |||
| Downside Variance | 37.78 | |||
| Semi Variance | 16.44 | |||
| Expected Short fall | (6.72) | |||
| Skewness | 1.48 | |||
| Kurtosis | 5.37 |
Eurocastle Investment January 28, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Eurocastle stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | (Huge) | ||
| Rate Of Daily Change | 0.90 | ||
| Day Median Price | 12.00 | ||
| Day Typical Price | 12.00 | ||
| Price Action Indicator | (0.65) |
Additional Tools for Eurocastle Stock Analysis
When running Eurocastle Investment's price analysis, check to measure Eurocastle Investment's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Eurocastle Investment is operating at the current time. Most of Eurocastle Investment's value examination focuses on studying past and present price action to predict the probability of Eurocastle Investment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Eurocastle Investment's price. Additionally, you may evaluate how the addition of Eurocastle Investment to your portfolios can decrease your overall portfolio volatility.