Epwin Group (UK) Market Value
| EPWN Stock | 107.00 2.00 1.83% |
| Symbol | Epwin |
Epwin Group '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 Epwin Group'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 Epwin Group.
| 12/14/2022 |
| 12/03/2024 |
If you would invest 0.00 in Epwin Group on December 14, 2022 and sell it all today you would earn a total of 0.00 from holding Epwin Group PLC or generate 0.0% return on investment in Epwin Group over 720 days. Epwin Group is related to or competes with Sabre Insurance, Liontrust Asset, X FAB, Coor Service, Ecclesiastical Insurance, Flow Traders, and Scandic Hotels. Epwin Group is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Epwin Group 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 Epwin Group'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 Epwin Group PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.62 | |||
| Information Ratio | 0.1421 | |||
| Maximum Drawdown | 7.97 | |||
| Value At Risk | (1.43) | |||
| Potential Upside | 3.09 |
Epwin Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Epwin Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Epwin Group's standard deviation. In reality, there are many statistical measures that can use Epwin Group historical prices to predict the future Epwin Group's volatility.| Risk Adjusted Performance | 0.1792 | |||
| Jensen Alpha | 0.3351 | |||
| Total Risk Alpha | 0.1036 | |||
| Sortino Ratio | 0.1266 | |||
| Treynor Ratio | (2.28) |
Epwin Group PLC Backtested Returns
Epwin Group appears to be very steady, given 3 months investment horizon. Epwin Group PLC secures Sharpe Ratio (or Efficiency) of 0.16, which denotes the company had a 0.16% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Epwin Group PLC, which you can use to evaluate the volatility of the firm. Please utilize Epwin Group's Mean Deviation of 1.02, coefficient of variation of 437.9, and Downside Deviation of 1.62 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Epwin Group holds a performance score of 12. The firm shows a Beta (market volatility) of -0.14, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Epwin Group are expected to decrease at a much lower rate. During the bear market, Epwin Group is likely to outperform the market. Please check Epwin Group's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to make a quick decision on whether Epwin Group's price patterns will revert.
Auto-correlation | -0.46 |
Modest reverse predictability
Epwin Group PLC has modest reverse predictability. Overlapping area represents the amount of predictability between Epwin Group time series from 14th of December 2022 to 9th of December 2023 and 9th of December 2023 to 3rd 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 Epwin Group PLC price movement. The serial correlation of -0.46 indicates that about 46.0% of current Epwin Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | -0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 138.84 |
Epwin Group PLC lagged returns against current returns
Autocorrelation, which is Epwin Group 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 Epwin Group's stock expected returns. We can calculate the autocorrelation of Epwin Group returns to help us make a trade decision. For example, suppose you find that Epwin Group 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 |
Epwin Group 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 Epwin Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Epwin Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Epwin Group stock over time.
Current vs Lagged Prices |
| Timeline |
Epwin Group Lagged Returns
When evaluating Epwin Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Epwin Group stock have on its future price. Epwin Group 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, Epwin Group autocorrelation shows the relationship between Epwin Group stock current value and its past values and can show if there is a momentum factor associated with investing in Epwin Group PLC.
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 Epwin Stock Analysis
When running Epwin Group's price analysis, check to measure Epwin Group'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 Epwin Group is operating at the current time. Most of Epwin Group's value examination focuses on studying past and present price action to predict the probability of Epwin Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Epwin Group's price. Additionally, you may evaluate how the addition of Epwin Group to your portfolios can decrease your overall portfolio volatility.