E2E Networks (India) Market Value
| E2E Stock | 1,812 70.40 4.04% |
| Symbol | E2E |
E2E Networks '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 E2E Networks' 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 E2E Networks.
| 12/13/2024 |
| 03/13/2025 |
If you would invest 0.00 in E2E Networks on December 13, 2024 and sell it all today you would earn a total of 0.00 from holding E2E Networks Limited or generate 0.0% return on investment in E2E Networks over 90 days. E2E Networks is related to or competes with General Insuranceof, Spandana Sphoorty, RBL Bank, Kotak Mahindra, MAS Financial, and CREDITACCESS GRAMEEN. More
E2E Networks 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 E2E Networks' 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 E2E Networks Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.34) | |||
| Maximum Drawdown | 14.75 | |||
| Value At Risk | (5.00) | |||
| Potential Upside | 5.0 |
E2E Networks Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for E2E Networks' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as E2E Networks' standard deviation. In reality, there are many statistical measures that can use E2E Networks historical prices to predict the future E2E Networks' volatility.| Risk Adjusted Performance | (0.30) | |||
| Jensen Alpha | (1.38) | |||
| Total Risk Alpha | (0.80) | |||
| Treynor Ratio | 4.92 |
E2E Networks Limited Backtested Returns
E2E Networks Limited secures Sharpe Ratio (or Efficiency) of -0.37, which denotes the company had a -0.37 % return per unit of return volatility over the last 3 months. E2E Networks Limited exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm E2E Networks' mean deviation of 2.99, and Standard Deviation of 3.62 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.27, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning E2E Networks are expected to decrease at a much lower rate. During the bear market, E2E Networks is likely to outperform the market. At this point, E2E Networks Limited has a negative expected return of -1.34%. Please make sure to confirm E2E Networks' standard deviation, maximum drawdown, kurtosis, as well as the relationship between the total risk alpha and potential upside , to decide if E2E Networks Limited performance from the past will be repeated sooner or later.
Auto-correlation | 0.52 |
Modest predictability
E2E Networks Limited has modest predictability. Overlapping area represents the amount of predictability between E2E Networks time series from 13th of December 2024 to 27th of January 2025 and 27th of January 2025 to 13th 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 E2E Networks Limited price movement. The serial correlation of 0.52 indicates that about 52.0% of current E2E Networks price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 110.8 K |
E2E Networks Limited lagged returns against current returns
Autocorrelation, which is E2E Networks 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 E2E Networks' stock expected returns. We can calculate the autocorrelation of E2E Networks returns to help us make a trade decision. For example, suppose you find that E2E Networks 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 |
E2E Networks 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 E2E Networks stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if E2E Networks stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in E2E Networks stock over time.
Current vs Lagged Prices |
| Timeline |
E2E Networks Lagged Returns
When evaluating E2E Networks' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of E2E Networks stock have on its future price. E2E Networks 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, E2E Networks autocorrelation shows the relationship between E2E Networks stock current value and its past values and can show if there is a momentum factor associated with investing in E2E Networks Limited.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in E2E Stock
E2E Networks financial ratios help investors to determine whether E2E Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in E2E with respect to the benefits of owning E2E Networks security.