ECS Botanics (Australia) Market Value
| ECS Stock | 0.02 0 6.25% |
| Symbol | ECS |
ECS Botanics '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 ECS Botanics' 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 ECS Botanics.
| 11/23/2024 |
| 12/23/2024 |
If you would invest 0.00 in ECS Botanics on November 23, 2024 and sell it all today you would earn a total of 0.00 from holding ECS Botanics Holdings or generate 0.0% return on investment in ECS Botanics over 30 days. ECS Botanics is related to or competes with ABACUS STORAGE, Charter Hall, Global Data, IDP Education, Macquarie Technology, Perseus Mining, and Dicker Data. ECS Botanics is entity of Australia. It is traded as Stock on AU exchange. More
ECS Botanics 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 ECS Botanics' 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 ECS Botanics Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.05 | |||
| Information Ratio | 0.0353 | |||
| Maximum Drawdown | 20.53 | |||
| Value At Risk | (6.25) | |||
| Potential Upside | 6.25 |
ECS Botanics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ECS Botanics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ECS Botanics' standard deviation. In reality, there are many statistical measures that can use ECS Botanics historical prices to predict the future ECS Botanics' volatility.| Risk Adjusted Performance | 0.0418 | |||
| Jensen Alpha | 0.1783 | |||
| Total Risk Alpha | 0.0554 | |||
| Sortino Ratio | 0.0266 | |||
| Treynor Ratio | 0.8135 |
ECS Botanics Holdings Backtested Returns
Currently, ECS Botanics Holdings is out of control. ECS Botanics Holdings secures Sharpe Ratio (or Efficiency) of 0.0221, which denotes the company had a 0.0221% return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for ECS Botanics Holdings, which you can use to evaluate the volatility of the entity. Please confirm ECS Botanics' Market Risk Adjusted Performance of 0.8235, downside deviation of 6.05, and Mean Deviation of 2.96 to check if the risk estimate we provide is consistent with the expected return of 0.1%. ECS Botanics has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.23, which means not very significant fluctuations relative to the market. As returns on the market increase, ECS Botanics' returns are expected to increase less than the market. However, during the bear market, the loss of holding ECS Botanics is expected to be smaller as well. ECS Botanics Holdings now shows a risk of 4.54%. Please confirm ECS Botanics Holdings total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to decide if ECS Botanics Holdings will be following its price patterns.
Auto-correlation | -0.79 |
Almost perfect reverse predictability
ECS Botanics Holdings has almost perfect reverse predictability. Overlapping area represents the amount of predictability between ECS Botanics time series from 23rd of November 2024 to 8th of December 2024 and 8th of December 2024 to 23rd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of ECS Botanics Holdings price movement. The serial correlation of -0.79 indicates that around 79.0% of current ECS Botanics price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.79 | |
| Spearman Rank Test | -0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
ECS Botanics Holdings lagged returns against current returns
Autocorrelation, which is ECS Botanics 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 ECS Botanics' stock expected returns. We can calculate the autocorrelation of ECS Botanics returns to help us make a trade decision. For example, suppose you find that ECS Botanics 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 |
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ECS Botanics 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 ECS Botanics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ECS Botanics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ECS Botanics stock over time.
Current vs Lagged Prices |
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ECS Botanics Lagged Returns
When evaluating ECS Botanics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ECS Botanics stock have on its future price. ECS Botanics 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, ECS Botanics autocorrelation shows the relationship between ECS Botanics stock current value and its past values and can show if there is a momentum factor associated with investing in ECS Botanics Holdings.
Regressed Prices |
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Additional Tools for ECS Stock Analysis
When running ECS Botanics' price analysis, check to measure ECS Botanics' 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 ECS Botanics is operating at the current time. Most of ECS Botanics' value examination focuses on studying past and present price action to predict the probability of ECS Botanics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ECS Botanics' price. Additionally, you may evaluate how the addition of ECS Botanics to your portfolios can decrease your overall portfolio volatility.