Acciona SA's market value is the price at which a share of Acciona SA trades on a public exchange. It measures the collective expectations of Acciona SA investors about its performance. Acciona SA is trading at 191.55 as of the 24th of July 2025. This is a 1.15% down since the beginning of the trading day. The stock's lowest day price was 191.55. With this module, you can estimate the performance of a buy and hold strategy of Acciona SA and determine expected loss or profit from investing in Acciona SA over a given investment horizon. Check out Acciona SA Correlation, Acciona SA Volatility and Acciona SA Alpha and Beta module to complement your research on Acciona SA.
Please note, there is a significant difference between Acciona SA's value and its price as these two are different measures arrived at by different means. Investors typically determine if Acciona SA is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Acciona SA's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Acciona SA '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 Acciona SA's pink sheet 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 Acciona SA.
0.00
04/25/2025
No Change 0.00
0.0
In 3 months and 1 day
07/24/2025
0.00
If you would invest 0.00 in Acciona SA on April 25, 2025 and sell it all today you would earn a total of 0.00 from holding Acciona SA or generate 0.0% return on investment in Acciona SA over 90 days. Acciona SA is related to or competes with ACS Actividades, Arcadis NV, Aecon, and Cellnex Telecom. Acciona, S.A., together with its subsidiaries, engages in the energy, infrastructure, and other businesses in Spain and ... More
Acciona SA 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 Acciona SA's pink sheet 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 Acciona SA upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Acciona SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Acciona SA's standard deviation. In reality, there are many statistical measures that can use Acciona SA historical prices to predict the future Acciona SA's volatility.
Acciona SA appears to be very steady, given 3 months investment horizon. Acciona SA secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the company had a 0.17 % return per unit of standard deviation over the last 3 months. By analyzing Acciona SA's technical indicators, you can evaluate if the expected return of 0.64% is justified by implied risk. Please makes use of Acciona SA's mean deviation of 2.57, and Risk Adjusted Performance of 0.1537 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Acciona SA holds a performance score of 13. The firm shows a Beta (market volatility) of -0.56, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Acciona SA are expected to decrease at a much lower rate. During the bear market, Acciona SA is likely to outperform the market. Please check Acciona SA's value at risk, rate of daily change, and the relationship between the total risk alpha and expected short fall , to make a quick decision on whether Acciona SA's price patterns will revert.
Auto-correlation
0.75
Good predictability
Acciona SA has good predictability. Overlapping area represents the amount of predictability between Acciona SA time series from 25th of April 2025 to 9th of June 2025 and 9th of June 2025 to 24th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Acciona SA price movement. The serial correlation of 0.75 indicates that around 75.0% of current Acciona SA price fluctuation can be explain by its past prices.
Correlation Coefficient
0.75
Spearman Rank Test
0.76
Residual Average
0.0
Price Variance
102.34
Acciona SA lagged returns against current returns
Autocorrelation, which is Acciona SA pink sheet'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 Acciona SA's pink sheet expected returns. We can calculate the autocorrelation of Acciona SA returns to help us make a trade decision. For example, suppose you find that Acciona SA has exhibited high autocorrelation historically, and you observe that the pink sheet 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
Acciona SA 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 Acciona SA pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Acciona SA pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Acciona SA pink sheet over time.
Current vs Lagged Prices
Timeline
Acciona SA Lagged Returns
When evaluating Acciona SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Acciona SA pink sheet have on its future price. Acciona SA 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, Acciona SA autocorrelation shows the relationship between Acciona SA pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Acciona SA.
Other Information on Investing in Acciona Pink Sheet
Acciona SA financial ratios help investors to determine whether Acciona Pink Sheet 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 Acciona with respect to the benefits of owning Acciona SA security.