Electronic Arts (UK) Market Value
| 0IFX Stock | 138.99 1.11 0.81% |
| Symbol | Electronic |
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.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Electronic Arts on December 16, 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 90 days. Electronic Arts is related to or competes with Pfeiffer Vacuum, Resolute Mining, Blackrock World, Cognizant Technology, Ashtead Technology, GoldMining, and Micron Technology. 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.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 18.67 | |||
| Value At Risk | (2.36) | |||
| Potential Upside | 2.26 |
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.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | 0.1783 | |||
| Treynor Ratio | 0.304 |
Electronic Arts Backtested Returns
Electronic Arts secures Sharpe Ratio (or Efficiency) of -0.0541, which denotes the company had a -0.0541 % return per unit of risk over the last 3 months. Electronic Arts exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Electronic Arts' Standard Deviation of 2.64, mean deviation of 1.35, and Variance of 6.99 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.5, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Electronic Arts are expected to decrease at a much lower rate. During the bear market, Electronic Arts is likely to outperform the market. At this point, Electronic Arts has a negative expected return of -0.14%. Please make sure to confirm Electronic Arts' mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Electronic Arts performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.83 |
Excellent reverse predictability
Electronic Arts has excellent reverse predictability. Overlapping area represents the amount of predictability between Electronic Arts time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th of March 2025. 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 -0.83 indicates that around 83.0% of current Electronic Arts price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.83 | |
| Spearman Rank Test | -0.87 | |
| Residual Average | 0.0 | |
| Price Variance | 26.8 |
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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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 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.