Edenred Malakoff Adr Stock Market Value
| EDNMY Stock | USD 14.40 0.27 1.84% |
| Symbol | Edenred |
Edenred Malakoff '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 Edenred Malakoff'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 Edenred Malakoff.
| 05/03/2025 |
| 08/01/2025 |
If you would invest 0.00 in Edenred Malakoff on May 3, 2025 and sell it all today you would earn a total of 0.00 from holding Edenred Malakoff ADR or generate 0.0% return on investment in Edenred Malakoff over 90 days. Edenred Malakoff is related to or competes with Mastercard, American Express, PayPal Holdings, Upstart Holdings, Capital One, SoFi Technologies, and Visa. Edenred SA provides transactional solutions for companies, employees, and merchants worldwide More
Edenred Malakoff 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 Edenred Malakoff'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 Edenred Malakoff ADR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.64 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 20.85 | |||
| Value At Risk | (4.76) | |||
| Potential Upside | 4.87 |
Edenred Malakoff Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Edenred Malakoff's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Edenred Malakoff's standard deviation. In reality, there are many statistical measures that can use Edenred Malakoff historical prices to predict the future Edenred Malakoff's volatility.| Risk Adjusted Performance | 0.0214 | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.56) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0437 |
Edenred Malakoff ADR Backtested Returns
Edenred Malakoff ADR secures Sharpe Ratio (or Efficiency) of close to zero, which denotes the company had a close to zero % return per unit of risk over the last 3 months. Edenred Malakoff ADR exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Edenred Malakoff's Coefficient Of Variation of 5534.83, mean deviation of 2.09, and Downside Deviation of 2.64 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.07, which means a somewhat significant risk relative to the market. Edenred Malakoff returns are very sensitive to returns on the market. As the market goes up or down, Edenred Malakoff is expected to follow. At this point, Edenred Malakoff ADR has a negative expected return of -8.0E-4%. Please make sure to confirm Edenred Malakoff's downside variance, and the relationship between the total risk alpha and daily balance of power , to decide if Edenred Malakoff ADR performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.07 |
Virtually no predictability
Edenred Malakoff ADR has virtually no predictability. Overlapping area represents the amount of predictability between Edenred Malakoff time series from 3rd of May 2025 to 17th of June 2025 and 17th of June 2025 to 1st 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 Edenred Malakoff ADR price movement. The serial correlation of 0.07 indicates that barely 7.0% of current Edenred Malakoff price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.42 |
Edenred Malakoff ADR lagged returns against current returns
Autocorrelation, which is Edenred Malakoff 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 Edenred Malakoff's pink sheet expected returns. We can calculate the autocorrelation of Edenred Malakoff returns to help us make a trade decision. For example, suppose you find that Edenred Malakoff 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 |
Edenred Malakoff 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 Edenred Malakoff pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Edenred Malakoff pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Edenred Malakoff pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Edenred Malakoff Lagged Returns
When evaluating Edenred Malakoff's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Edenred Malakoff pink sheet have on its future price. Edenred Malakoff 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, Edenred Malakoff autocorrelation shows the relationship between Edenred Malakoff pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Edenred Malakoff ADR.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Edenred Pink Sheet Analysis
When running Edenred Malakoff's price analysis, check to measure Edenred Malakoff'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 Edenred Malakoff is operating at the current time. Most of Edenred Malakoff's value examination focuses on studying past and present price action to predict the probability of Edenred Malakoff's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Edenred Malakoff's price. Additionally, you may evaluate how the addition of Edenred Malakoff to your portfolios can decrease your overall portfolio volatility.