Electronic Arts (Germany) Market Value

ERT Stock   155.14  0.24  0.15%   
Electronic Arts' market value is the price at which a share of Electronic Arts trades on a public exchange. It measures the collective expectations of Electronic Arts investors about its performance. Electronic Arts is selling for under 155.14 as of the 2nd of December 2024; that is 0.15 percent increase since the beginning of the trading day. The stock's last reported lowest price was 154.24.
With this module, you can estimate the performance of a buy and hold strategy of Electronic Arts and determine expected loss or profit from investing in Electronic Arts over a given investment horizon. Check out Electronic Arts Correlation, Electronic Arts Volatility and Electronic Arts Alpha and Beta module to complement your research on Electronic Arts.
For more information on how to buy Electronic Stock please use our How to Invest in Electronic Arts guide.
Symbol

Please note, there is a significant difference between Electronic Arts' value and its price as these two are different measures arrived at by different means. Investors typically determine if Electronic Arts is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Electronic Arts' 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.

Electronic Arts '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 Electronic Arts' 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 Electronic Arts.
0.00
05/06/2024
No Change 0.00  0.0 
In 6 months and 30 days
12/02/2024
0.00
If you would invest  0.00  in Electronic Arts on May 6, 2024 and sell it all today you would earn a total of 0.00 from holding Electronic Arts or generate 0.0% return on investment in Electronic Arts over 210 days. Electronic Arts is related to or competes with TOTAL GABON, and Walgreens Boots. More

Electronic Arts 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 Electronic Arts' 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 Electronic Arts upside and downside potential and time the market with a certain degree of confidence.

Electronic Arts Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Electronic Arts' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Electronic Arts' standard deviation. In reality, there are many statistical measures that can use Electronic Arts historical prices to predict the future Electronic Arts' volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Electronic Arts' 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.
Hype
Prediction
LowEstimatedHigh
154.03155.14156.25
Details
Intrinsic
Valuation
LowRealHigh
139.63160.95162.06
Details
Naive
Forecast
LowNextHigh
148.96150.07151.17
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
137.29150.90164.52
Details

Electronic Arts Backtested Returns

Electronic Arts appears to be very steady, given 3 months investment horizon. Electronic Arts secures Sharpe Ratio (or Efficiency) of 0.2, which denotes the company had a 0.2% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Electronic Arts, which you can use to evaluate the volatility of the firm. Please utilize Electronic Arts' Coefficient Of Variation of 533.16, downside deviation of 1.08, and Mean Deviation of 0.8408 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Electronic Arts holds a performance score of 15. The firm shows a Beta (market volatility) of 0.13, which means not very significant fluctuations relative to the market. As returns on the market increase, Electronic Arts' returns are expected to increase less than the market. However, during the bear market, the loss of holding Electronic Arts is expected to be smaller as well. Please check Electronic Arts' value at risk, and the relationship between the jensen alpha and skewness , to make a quick decision on whether Electronic Arts' price patterns will revert.

Auto-correlation

    
  0.61  

Good predictability

Electronic Arts has good predictability. Overlapping area represents the amount of predictability between Electronic Arts time series from 6th of May 2024 to 19th of August 2024 and 19th of August 2024 to 2nd 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 Electronic Arts price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Electronic Arts price fluctuation can be explain by its past prices.
Correlation Coefficient0.61
Spearman Rank Test0.65
Residual Average0.0
Price Variance101.26

Electronic Arts lagged returns against current returns

Autocorrelation, which is Electronic Arts 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 Electronic Arts' stock expected returns. We can calculate the autocorrelation of Electronic Arts returns to help us make a trade decision. For example, suppose you find that Electronic Arts 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  

Electronic Arts 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 Electronic Arts stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Electronic Arts stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Electronic Arts stock over time.
   Current vs Lagged Prices   
       Timeline  

Electronic Arts Lagged Returns

When evaluating Electronic Arts' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Electronic Arts stock have on its future price. Electronic Arts 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, Electronic Arts autocorrelation shows the relationship between Electronic Arts stock current value and its past values and can show if there is a momentum factor associated with investing in Electronic Arts.
   Regressed Prices   
       Timeline  

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Additional Tools for Electronic Stock Analysis

When running Electronic Arts' price analysis, check to measure Electronic Arts' 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 Electronic Arts is operating at the current time. Most of Electronic Arts' value examination focuses on studying past and present price action to predict the probability of Electronic Arts' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Electronic Arts' price. Additionally, you may evaluate how the addition of Electronic Arts to your portfolios can decrease your overall portfolio volatility.