Repsol Sa Stock Market Value
| REPYF Stock | USD 15.80 0.10 0.64% |
| Symbol | Repsol |
Repsol 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 Repsol SA's otc 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 Repsol SA.
| 04/29/2025 |
| 07/28/2025 |
If you would invest 0.00 in Repsol SA on April 29, 2025 and sell it all today you would earn a total of 0.00 from holding Repsol SA or generate 0.0% return on investment in Repsol SA over 90 days. Repsol SA is related to or competes with Eni SpA, Equinor ASA, TotalEnergies, and OMV AG. Repsol, S.A. operates as an integrated energy company worldwide More
Repsol 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 Repsol SA's otc 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 Repsol SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.58 | |||
| Information Ratio | 0.1383 | |||
| Maximum Drawdown | 8.86 | |||
| Value At Risk | (1.97) | |||
| Potential Upside | 3.42 |
Repsol SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Repsol SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Repsol SA's standard deviation. In reality, there are many statistical measures that can use Repsol SA historical prices to predict the future Repsol SA's volatility.| Risk Adjusted Performance | 0.2156 | |||
| Jensen Alpha | 0.3022 | |||
| Total Risk Alpha | 0.0125 | |||
| Sortino Ratio | 0.1374 | |||
| Treynor Ratio | 0.7234 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Repsol SA's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Repsol SA Backtested Returns
Repsol SA appears to be not too volatile, given 3 months investment horizon. Repsol SA maintains Sharpe Ratio (i.e., Efficiency) of 0.27, which implies the firm had a 0.27 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Repsol SA, which you can use to evaluate the volatility of the company. Please evaluate Repsol SA's Risk Adjusted Performance of 0.2156, semi deviation of 0.3511, and Coefficient Of Variation of 368.52 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Repsol SA holds a performance score of 21. The company holds a Beta of 0.58, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Repsol SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Repsol SA is expected to be smaller as well. Please check Repsol SA's value at risk, as well as the relationship between the skewness and day typical price , to make a quick decision on whether Repsol SA's historical price patterns will revert.
Auto-correlation | 0.87 |
Very good predictability
Repsol SA has very good predictability. Overlapping area represents the amount of predictability between Repsol SA time series from 29th of April 2025 to 13th of June 2025 and 13th of June 2025 to 28th 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 Repsol SA price movement. The serial correlation of 0.87 indicates that approximately 87.0% of current Repsol SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.87 | |
| Spearman Rank Test | 0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
Repsol SA lagged returns against current returns
Autocorrelation, which is Repsol SA otc 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 Repsol SA's otc stock expected returns. We can calculate the autocorrelation of Repsol SA returns to help us make a trade decision. For example, suppose you find that Repsol SA has exhibited high autocorrelation historically, and you observe that the otc 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 |
Repsol 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 Repsol SA otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Repsol SA otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Repsol SA otc stock over time.
Current vs Lagged Prices |
| Timeline |
Repsol SA Lagged Returns
When evaluating Repsol SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Repsol SA otc stock have on its future price. Repsol 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, Repsol SA autocorrelation shows the relationship between Repsol SA otc stock current value and its past values and can show if there is a momentum factor associated with investing in Repsol SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
| USOI | Credit Suisse X Links | |
| ULTY | Tidal Trust II | |
| CONY | YieldMax N Option | |
| BCAT | BlackRock Capital Allocation | |
| PDI | Pimco Dynamic Income |
Other Information on Investing in Repsol OTC Stock
Repsol SA financial ratios help investors to determine whether Repsol OTC 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 Repsol with respect to the benefits of owning Repsol SA security.