Abengoa SA's market value is the price at which a share of Abengoa SA trades on a public exchange. It measures the collective expectations of Abengoa SA investors about its performance. Abengoa SA is trading at 1.0E-4 as of the 3rd of August 2025. This is a No Change since the beginning of the trading day. The stock's lowest day price was 1.0E-4. With this module, you can estimate the performance of a buy and hold strategy of Abengoa SA and determine expected loss or profit from investing in Abengoa SA over a given investment horizon. Check out Abengoa SA Correlation, Abengoa SA Volatility and Abengoa SA Alpha and Beta module to complement your research on Abengoa SA.
Please note, there is a significant difference between Abengoa SA's value and its price as these two are different measures arrived at by different means. Investors typically determine if Abengoa SA is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Abengoa 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.
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.
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05/05/2025
No Change 0.00
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In 3 months and 1 day
08/03/2025
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If you would invest 0.00 in Abengoa SA on May 5, 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 Kajima Corp, ACS Actividades, Dai Nippon, Lixil Group, Mitsubishi Estate, and East Japan. 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.
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.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Abengoa SA. Your research has to be compared to or analyzed against Abengoa SA's peers to derive any actionable benefits. When done correctly, Abengoa SA's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Abengoa SA.
Abengoa SA Backtested Returns
Abengoa SA is out of control given 3 months investment horizon. Abengoa SA secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the company had a 0.16 % 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 27.71% are justified by taking the suggested risk. Use Abengoa SA mean deviation of 295.5, and Risk Adjusted Performance of 0.1059 to evaluate company specific risk that cannot be diversified away. Abengoa SA holds a performance score of 12 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 95.0, which signifies 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, Abengoa SA will likely underperform. 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
-0.25
Weak reverse predictability
Abengoa SA has weak reverse predictability. Overlapping area represents the amount of predictability between Abengoa SA time series from 5th of May 2025 to 19th of June 2025 and 19th of June 2025 to 3rd 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 -0.25 indicates that over 25.0% of current Abengoa SA price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.25
Spearman Rank Test
0.86
Residual Average
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Price Variance
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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.
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.