Endesa SA (Spain) Price on March 5, 2024
| ELE Stock | EUR 17.95 0.11 0.62% |
If you're considering investing in Endesa Stock, it is important to understand the factors that can impact its price. As of today, the current price of Endesa SA stands at 17.95, as last reported on the 15th of May 2024, with the highest price reaching 18.04 and the lowest price hitting 17.85 during the day. We consider Endesa SA very steady. Endesa SA secures Sharpe Ratio (or Efficiency) of 0.0717, which denotes the company had a 0.0717% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Endesa SA, which you can use to evaluate the volatility of the firm. Please confirm Endesa SA's Semi Deviation of 1.47, downside deviation of 1.5, and Mean Deviation of 1.16 to check if the risk estimate we provide is consistent with the expected return of 0.1%.
Endesa Stock price history is provided at the adjusted basis, taking into account all of the recent filings.
Endesa |
Sharpe Ratio = 0.0717
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Estimated Market Risk
| 1.44 actual daily | 12 88% of assets are more volatile |
Expected Return
| 0.1 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.07 actual daily | 5 95% of assets perform better |
Based on monthly moving average Endesa SA is performing at about 5% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Endesa SA by adding it to a well-diversified portfolio.
Endesa SA Valuation on March 5, 2024
It is possible to determine the worth of Endesa SA on a given historical date. On March 5, 2024 Endesa was worth 16.13 at the beginning of the trading date compared to the closed value of 16.26. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Endesa SA stock. Still, in general, we apply an absolute valuation method to find Endesa SA's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Endesa SA where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Endesa SA's related companies.
| Open | High | Low | Close | Volume | |
| 16.06 | 16.13 | 15.85 | 16.04 | 2,614,428 | |
03/05/2024 | 16.13 | 16.31 | 16.01 | 16.26 | 1,215,114 |
| 16.25 | 16.91 | 16.24 | 16.77 | 2,088,947 |
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Endesa SA Trading Date Momentum on March 5, 2024
| On March 06 2024 Endesa SA was traded for 16.77 at the closing time. The maximum traded price for the trading interval was 16.91 and the lowest daily price was 16.24 . The daily volume was recorded at 2.1 M. The volume of trading on 6th of March 2024 played a part in the next trading day price growth. The overall trading delta to the next closing price was 3.14% . The overall trading delta to the closing price today is 0.68% . |
Endesa SA Fundamentals Correlations and Trends
By evaluating Endesa SA's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Endesa SA's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Endesa financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Endesa SA Stock history
Endesa SA investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Endesa is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Endesa SA will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Endesa SA stock prices may prove useful in developing a viable investing in Endesa SA
Endesa, S.A. engages in the generation, distribution, and sale of electricity primarily in Spain and Portugal. The company was incorporated in 1944 and is headquartered in Madrid, Spain. ENDESA S operates under UtilitiesRegulated Electric classification in Spain and is traded on Madrid SE C.A.T.S.. It employs 9274 people.
Endesa SA Stock Technical Analysis
Endesa SA technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
Price Boundaries
Endesa SA Period Price Range
Low | March 5, 2024
| High |
16.13 | 16.26 |
Endesa SA May 15, 2024 Market Strength
Market strength indicators help investors to evaluate how Endesa SA stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Endesa SA shares will generate the highest return on investment. By undertsting and applying Endesa SA stock market strength indicators, traders can identify Endesa SA entry and exit signals to maximize returns
| Accumulation Distribution | 22350.35 | |||
| Daily Balance Of Power | 0.4333 | |||
| Rate Of Daily Change | 1.01 | |||
| Day Median Price | 16.16 | |||
| Day Typical Price | 16.19 | |||
| Price Action Indicator | 0.17 | |||
| Period Momentum Indicator | 1.69 |
Endesa SA Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Endesa SA's price direction in advance. Along with the technical and fundamental analysis of Endesa Stock historical price patterns, it is also worthwhile for investors to track various predictive indicators of Endesa to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.0186 | |||
| Jensen Alpha | (0.000061) | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0724 |
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| Volume Indicators |
Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Endesa SA. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors. Note that the Endesa SA information on this page should be used as a complementary analysis to other Endesa SA's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
Complementary Tools for Endesa Stock analysis
When running Endesa SA's price analysis, check to measure Endesa SA'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 Endesa SA is operating at the current time. Most of Endesa SA's value examination focuses on studying past and present price action to predict the probability of Endesa SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Endesa SA's price. Additionally, you may evaluate how the addition of Endesa SA to your portfolios can decrease your overall portfolio volatility.
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