EJF Investments' market value is the price at which a share of EJF Investments trades on a public exchange. It measures the collective expectations of EJF Investments investors about its performance. EJF Investments is selling for under 119.00 as of the 8th of January 2025; that is 0.83 percent decrease since the beginning of the trading day. The stock's lowest day price was 118.0. With this module, you can estimate the performance of a buy and hold strategy of EJF Investments and determine expected loss or profit from investing in EJF Investments over a given investment horizon. Check out EJF Investments Correlation, EJF Investments Volatility and EJF Investments Alpha and Beta module to complement your research on EJF Investments.
Please note, there is a significant difference between EJF Investments' value and its price as these two are different measures arrived at by different means. Investors typically determine if EJF Investments is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, EJF Investments' 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.
EJF Investments '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 EJF Investments' 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 EJF Investments.
0.00
12/09/2024
No Change 0.00
0.0
In 30 days
01/08/2025
0.00
If you would invest 0.00 in EJF Investments on December 9, 2024 and sell it all today you would earn a total of 0.00 from holding EJF Investments or generate 0.0% return on investment in EJF Investments over 30 days. EJF Investments is related to or competes with SM Energy, FuelCell Energy, Grand Vision, Overstock, Intuitive Investments, and Argo Blockchain. EJF Investments is entity of United Kingdom More
EJF Investments 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 EJF Investments' 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 EJF Investments upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for EJF Investments' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as EJF Investments' standard deviation. In reality, there are many statistical measures that can use EJF Investments historical prices to predict the future EJF Investments' volatility.
Currently, EJF Investments is very steady. EJF Investments secures Sharpe Ratio (or Efficiency) of 0.13, which denotes the company had a 0.13% return per unit of return volatility over the last 3 months. We have found twenty-nine technical indicators for EJF Investments, which you can use to evaluate the volatility of the firm. Please confirm EJF Investments' mean deviation of 0.7523, and Downside Deviation of 2.98 to check if the risk estimate we provide is consistent with the expected return of 0.1%. EJF Investments has a performance score of 10 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.51, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning EJF Investments are expected to decrease at a much lower rate. During the bear market, EJF Investments is likely to outperform the market. EJF Investments at this time shows a risk of 0.8%. Please confirm EJF Investments coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to decide if EJF Investments will be following its price patterns.
Auto-correlation
-0.39
Poor reverse predictability
EJF Investments has poor reverse predictability. Overlapping area represents the amount of predictability between EJF Investments time series from 9th of December 2024 to 24th of December 2024 and 24th of December 2024 to 8th of January 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 EJF Investments price movement. The serial correlation of -0.39 indicates that just about 39.0% of current EJF Investments price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.39
Spearman Rank Test
-0.64
Residual Average
0.0
Price Variance
0.23
EJF Investments lagged returns against current returns
Autocorrelation, which is EJF Investments 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 EJF Investments' stock expected returns. We can calculate the autocorrelation of EJF Investments returns to help us make a trade decision. For example, suppose you find that EJF Investments 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
EJF Investments 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 EJF Investments stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if EJF Investments stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in EJF Investments stock over time.
Current vs Lagged Prices
Timeline
EJF Investments Lagged Returns
When evaluating EJF Investments' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of EJF Investments stock have on its future price. EJF Investments 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, EJF Investments autocorrelation shows the relationship between EJF Investments stock current value and its past values and can show if there is a momentum factor associated with investing in EJF Investments.
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.
When running EJF Investments' price analysis, check to measure EJF Investments' 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 EJF Investments is operating at the current time. Most of EJF Investments' value examination focuses on studying past and present price action to predict the probability of EJF Investments' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move EJF Investments' price. Additionally, you may evaluate how the addition of EJF Investments to your portfolios can decrease your overall portfolio volatility.