Oesterr Post (Austria) Market Value
| POST Stock | EUR 32.15 0.30 0.94% |
| Symbol | Oesterr |
Oesterr Post '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 Oesterr Post'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 Oesterr Post.
| 01/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in Oesterr Post on January 25, 2024 and sell it all today you would earn a total of 0.00 from holding Oesterr Post AG or generate 0.0% return on investment in Oesterr Post over 90 days. Oesterr Post is related to or competes with Voestalpine, OMV Aktiengesellscha, UNIQA Insurance, VERBUND AG, and Vienna Insurance. sterreichische Post AG, together with its subsidiaries, provides postal and parcel services in Austria, Germany, and int... More
Oesterr Post 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 Oesterr Post'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 Oesterr Post AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7528 | |||
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 4.02 | |||
| Value At Risk | (1.42) | |||
| Potential Upside | 0.9852 |
Oesterr Post Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Oesterr Post's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Oesterr Post's standard deviation. In reality, there are many statistical measures that can use Oesterr Post historical prices to predict the future Oesterr Post's volatility.| Risk Adjusted Performance | 0.0203 | |||
| Jensen Alpha | 0.0169 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | (0.16) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Oesterr Post'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.
Oesterr Post AG Backtested Returns
We consider Oesterr Post very steady. Oesterr Post AG maintains Sharpe Ratio (i.e., Efficiency) of 0.0292, which implies the firm had a 0.0292% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Oesterr Post AG, which you can use to evaluate the volatility of the company. Please check Oesterr Post's Risk Adjusted Performance of 0.0203, semi deviation of 0.6646, and Coefficient Of Variation of 3173.09 to confirm if the risk estimate we provide is consistent with the expected return of 0.0199%. Oesterr Post has a performance score of 2 on a scale of 0 to 100. The company holds a Beta of -0.0695, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Oesterr Post are expected to decrease at a much lower rate. During the bear market, Oesterr Post is likely to outperform the market. Oesterr Post AG right now holds a risk of 0.68%. Please check Oesterr Post AG sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Oesterr Post AG will be following its historical price patterns.
Auto-correlation | -0.75 |
Almost perfect reverse predictability
Oesterr Post AG has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Oesterr Post time series from 25th of January 2024 to 10th of March 2024 and 10th of March 2024 to 24th of April 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 Oesterr Post AG price movement. The serial correlation of -0.75 indicates that around 75.0% of current Oesterr Post price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.75 | |
| Spearman Rank Test | -0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.38 |
Oesterr Post AG lagged returns against current returns
Autocorrelation, which is Oesterr Post 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 Oesterr Post's stock expected returns. We can calculate the autocorrelation of Oesterr Post returns to help us make a trade decision. For example, suppose you find that Oesterr Post 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 |
Oesterr Post 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 Oesterr Post stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Oesterr Post stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Oesterr Post stock over time.
Current vs Lagged Prices |
| Timeline |
Oesterr Post Lagged Returns
When evaluating Oesterr Post's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Oesterr Post stock have on its future price. Oesterr Post 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, Oesterr Post autocorrelation shows the relationship between Oesterr Post stock current value and its past values and can show if there is a momentum factor associated with investing in Oesterr Post AG.
Regressed Prices |
| Timeline |
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Check out Oesterr Post Correlation, Oesterr Post Volatility and Oesterr Post Alpha and Beta module to complement your research on Oesterr Post. You can also try the ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.
Complementary Tools for Oesterr Stock analysis
When running Oesterr Post's price analysis, check to measure Oesterr Post'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 Oesterr Post is operating at the current time. Most of Oesterr Post's value examination focuses on studying past and present price action to predict the probability of Oesterr Post's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Oesterr Post's price. Additionally, you may evaluate how the addition of Oesterr Post to your portfolios can decrease your overall portfolio volatility.
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Oesterr Post 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.