Enel SpA's market value is the price at which a share of Enel SpA trades on a public exchange. It measures the collective expectations of Enel SpA investors about its performance. Enel SpA is trading at 7.70 as of the 19th of August 2025. This is a 0.65% up since the beginning of the trading day. The stock's lowest day price was 7.7. With this module, you can estimate the performance of a buy and hold strategy of Enel SpA and determine expected loss or profit from investing in Enel SpA over a given investment horizon. Check out Enel SpA Correlation, Enel SpA Volatility and Enel SpA Alpha and Beta module to complement your research on Enel SpA.
Please note, there is a significant difference between Enel SpA's value and its price as these two are different measures arrived at by different means. Investors typically determine if Enel SpA is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Enel SpA'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.
Enel SpA '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 Enel SpA'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 Enel SpA.
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05/21/2025
No Change 0.00
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In 3 months and 1 day
08/19/2025
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If you would invest 0.00 in Enel SpA on May 21, 2025 and sell it all today you would earn a total of 0.00 from holding Enel SpA or generate 0.0% return on investment in Enel SpA over 90 days. Enel SpA is related to or competes with Take-Two Interactive, Axway Software, National Retail, MARKET VECTR, FAST RETAIL, and Alfa Financial. Enel SpA, together with its subsidiaries, operates as an integrated electricity and gas company in South America, Europe... More
Enel SpA 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 Enel SpA'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 Enel SpA 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 Enel SpA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Enel SpA's standard deviation. In reality, there are many statistical measures that can use Enel SpA historical prices to predict the future Enel SpA's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Enel SpA. Your research has to be compared to or analyzed against Enel SpA's peers to derive any actionable benefits. When done correctly, Enel SpA'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 Enel SpA.
Enel SpA Backtested Returns
Enel SpA secures Sharpe Ratio (or Efficiency) of -0.0164, which denotes the company had a -0.0164 % return per unit of risk over the last 3 months. Enel SpA exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Enel SpA's Mean Deviation of 1.52, coefficient of variation of 3067.86, and Downside Deviation of 2.78 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.11, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Enel SpA are expected to decrease at a much lower rate. During the bear market, Enel SpA is likely to outperform the market. At this point, Enel SpA has a negative expected return of -0.0409%. Please make sure to confirm Enel SpA's coefficient of variation, jensen alpha, and the relationship between the downside deviation and information ratio , to decide if Enel SpA performance from the past will be repeated at some point in the near future.
Auto-correlation
0.03
Virtually no predictability
Enel SpA has virtually no predictability. Overlapping area represents the amount of predictability between Enel SpA time series from 21st of May 2025 to 5th of July 2025 and 5th of July 2025 to 19th 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 Enel SpA price movement. The serial correlation of 0.03 indicates that only 3.0% of current Enel SpA price fluctuation can be explain by its past prices.
Correlation Coefficient
0.03
Spearman Rank Test
-0.55
Residual Average
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Price Variance
0.01
Enel SpA lagged returns against current returns
Autocorrelation, which is Enel SpA 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 Enel SpA's stock expected returns. We can calculate the autocorrelation of Enel SpA returns to help us make a trade decision. For example, suppose you find that Enel SpA 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
Enel SpA 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 Enel SpA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Enel SpA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Enel SpA stock over time.
Current vs Lagged Prices
Timeline
Enel SpA Lagged Returns
When evaluating Enel SpA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Enel SpA stock have on its future price. Enel SpA 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, Enel SpA autocorrelation shows the relationship between Enel SpA stock current value and its past values and can show if there is a momentum factor associated with investing in Enel SpA.
Enel SpA financial ratios help investors to determine whether Enel Stock 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 Enel with respect to the benefits of owning Enel SpA security.