Abengoa Sa Stock Market Value
| AGOAF Stock | USD 0.0001 0.00 0.00% |
| Symbol | Abengoa |
Abengoa 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 Abengoa 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 Abengoa SA.
| 05/08/2025 |
| 08/06/2025 |
If you would invest 0.00 in Abengoa SA on May 8, 2025 and sell it all today you would earn a total of 0.00 from holding Abengoa SA or generate 0.0% return on investment in Abengoa SA over 90 days. Abengoa SA is related to or competes with ACS Actividades, Acciona SA, Babcock International, and Balfour Beatty. Abengoa, S.A., together with its subsidiaries, provides technology solutions for the energy and water sectors in Spain a... More
Abengoa 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 Abengoa 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 Abengoa SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1217 | |||
| Maximum Drawdown | 9999.0 |
Abengoa SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Abengoa SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Abengoa SA's standard deviation. In reality, there are many statistical measures that can use Abengoa SA historical prices to predict the future Abengoa SA's volatility.| Risk Adjusted Performance | 0.1077 | |||
| Jensen Alpha | 161.89 | |||
| Total Risk Alpha | (23.59) | |||
| Treynor Ratio | (1.25) |
Abengoa SA Backtested Returns
Abengoa SA is out of control given 3 months investment horizon. Abengoa 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. We were able to analyze seventeen different technical indicators, which can help you to evaluate if expected returns of 30.17% are justified by taking the suggested risk. Use Abengoa SA mean deviation of 295.5, and Risk Adjusted Performance of 0.1077 to evaluate company specific risk that cannot be diversified away. Abengoa SA holds a performance score of 13 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -118.35, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Abengoa SA are expected to decrease by larger amounts. On the other hand, during market turmoil, Abengoa SA is expected to outperform it. Use Abengoa SA standard deviation and the relationship between the jensen alpha and day typical price , to analyze future returns on Abengoa SA.
Auto-correlation | -0.27 |
Weak reverse predictability
Abengoa SA has weak reverse predictability. Overlapping area represents the amount of predictability between Abengoa SA time series from 8th of May 2025 to 22nd of June 2025 and 22nd of June 2025 to 6th of August 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 Abengoa SA price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Abengoa SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | 0.91 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Abengoa SA lagged returns against current returns
Autocorrelation, which is Abengoa 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 Abengoa SA's pink sheet expected returns. We can calculate the autocorrelation of Abengoa SA returns to help us make a trade decision. For example, suppose you find that Abengoa 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 |
Abengoa 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 Abengoa SA pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Abengoa 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 Abengoa SA pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Abengoa SA Lagged Returns
When evaluating Abengoa SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Abengoa SA pink sheet have on its future price. Abengoa 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, Abengoa SA autocorrelation shows the relationship between Abengoa SA pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Abengoa SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Abengoa Pink Sheet
Abengoa SA financial ratios help investors to determine whether Abengoa 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 Abengoa with respect to the benefits of owning Abengoa SA security.