Edinburgh Investment (UK) Market Value
| EDIN Stock | 741.00 4.00 0.54% |
| Symbol | Edinburgh |
Edinburgh Investment '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 Edinburgh Investment'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 Edinburgh Investment.
| 12/12/2024 |
| 03/12/2025 |
If you would invest 0.00 in Edinburgh Investment on December 12, 2024 and sell it all today you would earn a total of 0.00 from holding Edinburgh Investment Trust or generate 0.0% return on investment in Edinburgh Investment over 90 days. Edinburgh Investment is related to or competes with United Utilities, Jupiter Fund, PPHE Hotel, Litigation Capital, Melia Hotels, Host Hotels, and Ondine Biomedical. Edinburgh Investment is entity of United Kingdom More
Edinburgh Investment 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 Edinburgh Investment'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 Edinburgh Investment Trust upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1306 | |||
| Maximum Drawdown | 3.34 | |||
| Value At Risk | (1.07) | |||
| Potential Upside | 1.09 |
Edinburgh Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Edinburgh Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Edinburgh Investment's standard deviation. In reality, there are many statistical measures that can use Edinburgh Investment historical prices to predict the future Edinburgh Investment's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | 0.0664 | |||
| Treynor Ratio | (0.21) |
Edinburgh Investment Backtested Returns
Edinburgh Investment secures Sharpe Ratio (or Efficiency) of -0.037, which denotes the company had a -0.037 % return per unit of risk over the last 3 months. Edinburgh Investment Trust exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Edinburgh Investment's Standard Deviation of 0.6865, variance of 0.4713, and Mean Deviation of 0.5483 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.2, which means not very significant fluctuations relative to the market. As returns on the market increase, Edinburgh Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding Edinburgh Investment is expected to be smaller as well. At this point, Edinburgh Investment has a negative expected return of -0.0261%. Please make sure to confirm Edinburgh Investment's jensen alpha, treynor ratio, and the relationship between the information ratio and total risk alpha , to decide if Edinburgh Investment performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.1 |
Very weak reverse predictability
Edinburgh Investment Trust has very weak reverse predictability. Overlapping area represents the amount of predictability between Edinburgh Investment time series from 12th of December 2024 to 26th of January 2025 and 26th of January 2025 to 12th 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 Edinburgh Investment price movement. The serial correlation of -0.1 indicates that less than 10.0% of current Edinburgh Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.1 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 51.67 |
Edinburgh Investment lagged returns against current returns
Autocorrelation, which is Edinburgh Investment 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 Edinburgh Investment's stock expected returns. We can calculate the autocorrelation of Edinburgh Investment returns to help us make a trade decision. For example, suppose you find that Edinburgh Investment 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 |
Edinburgh Investment 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 Edinburgh Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Edinburgh Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Edinburgh Investment stock over time.
Current vs Lagged Prices |
| Timeline |
Edinburgh Investment Lagged Returns
When evaluating Edinburgh Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Edinburgh Investment stock have on its future price. Edinburgh Investment 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, Edinburgh Investment autocorrelation shows the relationship between Edinburgh Investment stock current value and its past values and can show if there is a momentum factor associated with investing in Edinburgh Investment Trust.
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.Additional Tools for Edinburgh Stock Analysis
When running Edinburgh Investment's price analysis, check to measure Edinburgh Investment'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 Edinburgh Investment is operating at the current time. Most of Edinburgh Investment's value examination focuses on studying past and present price action to predict the probability of Edinburgh Investment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Edinburgh Investment's price. Additionally, you may evaluate how the addition of Edinburgh Investment to your portfolios can decrease your overall portfolio volatility.