Epam Systems Stock Performance
| EPAM Stock | USD 207.38 1.46 0.70% |
The firm owns a Beta (Systematic Risk) of 0.58, which means possible diversification benefits within a given portfolio. As returns on the market increase, EPAM Systems' returns are expected to increase less than the market. However, during the bear market, the loss of holding EPAM Systems is expected to be smaller as well. At this point, EPAM Systems has a negative expected return of -0.25%. Please make sure to confirm EPAM Systems' standard deviation, kurtosis, period momentum indicator, as well as the relationship between the maximum drawdown and day median price , to decide if EPAM Systems performance from the past will be repeated in the future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days EPAM Systems has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of unsteady performance in the last few months, the Stock's basic indicators remain very healthy which may send shares a bit higher in March 2025. The recent disarray may also be a sign of long period up-swing for the firm investors. ...more
Actual Historical Performance (%)
One Day Return 1.5 | Five Day Return (10.55) | Year To Date Return (8.14) | Ten Year Return 262.99 | All Time Return 1.4 K |
1 | Disposition of 464 shares by Jason Peterson of EPAM Systems at 257.0 subject to Rule 16b-3 | 12/11/2024 |
2 | Disposition of 5242 shares by Viktar Dvorkin of EPAM Systems subject to Rule 16b-3 | 12/18/2024 |
3 | Insider Trading | 12/31/2024 |
4 | EPAM Systems Inc Recognized in Newsweeks 2025 Excellence 1000 Index | 01/08/2025 |
5 | EPAM Announces Date for Fourth Quarter 2024 Earnings Release and Conference Call | 01/21/2025 |
6 | Disposition of 1078 shares by Jason Peterson of EPAM Systems at 257.0 subject to Rule 16b-3 | 01/27/2025 |
7 | Returns At EPAM Systems Appear To Be Weighed Down | 02/03/2025 |
8 | Despite delivering investors losses of 43 percent over the past 3 years, EPAM Systems has been growing its earnings | 02/12/2025 |
9 | Epam Reports Next Week What to Expect | 02/13/2025 |
10 | EPAM Systems Q4 2024 Earnings Preview | 02/19/2025 |
11 | Epam Q4 Earnings and Revenues Top Estimates | 02/20/2025 |
12 | How Has EPAM Systems Performed in Recent Trading Sessions | 02/21/2025 |
13 | Scotiabank Issues Pessimistic Forecast for EPAM Systems Stock Price | 02/24/2025 |
| Begin Period Cash Flow | 1.7 B | |
| Price Earnings Ratio | 26.8838 | |
| Free Cash Flow | 534.2 M |
EPAM |
EPAM Systems Relative Risk vs. Return Landscape
If you would invest 24,392 in EPAM Systems on November 28, 2024 and sell it today you would lose (3,654) from holding EPAM Systems or give up 14.98% of portfolio value over 90 days. EPAM Systems is currently does not generate positive expected returns and assumes 2.4334% risk (volatility on return distribution) over the 90 days horizon. In different words, 21% of stocks are less volatile than EPAM, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
EPAM Systems Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for EPAM Systems' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as EPAM Systems, and traders can use it to determine the average amount a EPAM Systems' price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.1023
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | EPAM |
Estimated Market Risk
| 2.43 actual daily | 21 79% of assets are more volatile |
Expected Return
| -0.25 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.1 actual daily | 0 Most of other assets perform better |
Based on monthly moving average EPAM Systems is not performing at its full potential. However, 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 EPAM Systems by adding EPAM Systems to a well-diversified portfolio.
EPAM Systems Fundamentals Growth
EPAM Stock prices reflect investors' perceptions of the future prospects and financial health of EPAM Systems, and EPAM Systems fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on EPAM Stock performance.
| Return On Equity | 0.13 | ||||
| Return On Asset | 0.08 | ||||
| Profit Margin | 0.1 % | ||||
| Operating Margin | 0.12 % | ||||
| Current Valuation | 10.67 B | ||||
| Shares Outstanding | 56.87 M | ||||
| Price To Earning | 49.85 X | ||||
| Price To Book | 3.25 X | ||||
| Price To Sales | 2.53 X | ||||
| Revenue | 4.73 B | ||||
| Gross Profit | 1.43 B | ||||
| EBITDA | 673.97 M | ||||
| Net Income | 417.08 M | ||||
| Cash And Equivalents | 1.55 B | ||||
| Cash Per Share | 26.91 X | ||||
| Total Debt | 171.94 M | ||||
| Debt To Equity | 0.07 % | ||||
| Current Ratio | 3.47 X | ||||
| Book Value Per Share | 63.82 X | ||||
| Cash Flow From Operations | 562.63 M | ||||
| Earnings Per Share | 7.83 X | ||||
| Market Capitalization | 11.97 B | ||||
| Total Asset | 4.35 B | ||||
| Retained Earnings | 2.5 B | ||||
| Working Capital | 2.45 B | ||||
| Current Asset | 528.93 M | ||||
| Current Liabilities | 127.91 M | ||||
About EPAM Systems Performance
By examining EPAM Systems' fundamental ratios, stakeholders can obtain critical insights into EPAM Systems' financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that EPAM Systems is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
| Last Reported | Projected for Next Year | ||
| Return On Tangible Assets | 0.13 | 0.15 | |
| Return On Capital Employed | 0.16 | 0.21 | |
| Return On Assets | 0.11 | 0.13 | |
| Return On Equity | 0.14 | 0.26 |
Things to note about EPAM Systems performance evaluation
Checking the ongoing alerts about EPAM Systems for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for EPAM Systems help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| EPAM Systems generated a negative expected return over the last 90 days | |
| EPAM Systems is unlikely to experience financial distress in the next 2 years | |
| EPAM Systems has a strong financial position based on the latest SEC filings | |
| Over 94.0% of the company shares are held by institutions such as insurance companies | |
| Latest headline from thelincolnianonline.com: Scotiabank Issues Pessimistic Forecast for EPAM Systems Stock Price |
- Analyzing EPAM Systems' financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether EPAM Systems' stock is overvalued or undervalued compared to its peers.
- Examining EPAM Systems' industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating EPAM Systems' management team can have a significant impact on its success or failure. Reviewing the track record and experience of EPAM Systems' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of EPAM Systems' stock. These opinions can provide insight into EPAM Systems' potential for growth and whether the stock is currently undervalued or overvalued.
Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in EPAM Systems. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in nation. To learn how to invest in EPAM Stock, please use our How to Invest in EPAM Systems guide.You can also try the Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
Is IT Consulting & Other Services space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of EPAM Systems. If investors know EPAM will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about EPAM Systems listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.085 | Earnings Share 7.83 | Revenue Per Share | Quarterly Revenue Growth 0.079 | Return On Assets |
The market value of EPAM Systems is measured differently than its book value, which is the value of EPAM that is recorded on the company's balance sheet. Investors also form their own opinion of EPAM Systems' value that differs from its market value or its book value, called intrinsic value, which is EPAM Systems' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because EPAM Systems' market value can be influenced by many factors that don't directly affect EPAM Systems' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between EPAM Systems' value and its price as these two are different measures arrived at by different means. Investors typically determine if EPAM Systems is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, EPAM Systems' 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.