EJF Investments (UK) Market Value
| EJFI Stock | 127.50 1.00 0.79% |
| Symbol | EJF |
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.
| 02/01/2023 |
| 01/21/2025 |
If you would invest 0.00 in EJF Investments on February 1, 2023 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 720 days. EJF Investments is related to or competes with Catalyst Media, CATLIN GROUP, Tamburi Investment, Magnora ASA, RTW Venture, Secure Property, and Oncimmune Holdings. 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.
| Downside Deviation | 1.28 | |||
| Information Ratio | 0.1911 | |||
| Maximum Drawdown | 4.27 | |||
| Value At Risk | (0.83) | |||
| Potential Upside | 2.1 |
EJF Investments Market Risk Indicators
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.| Risk Adjusted Performance | 0.1881 | |||
| Jensen Alpha | 0.1944 | |||
| Total Risk Alpha | 0.1698 | |||
| Sortino Ratio | 0.1337 | |||
| Treynor Ratio | (1.07) |
EJF Investments Backtested Returns
EJF Investments appears to be very steady, given 3 months investment horizon. EJF Investments secures Sharpe Ratio (or Efficiency) of 0.23, which denotes the company had a 0.23 % 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 utilize EJF Investments' downside deviation of 1.28, and Mean Deviation of 0.5684 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, EJF Investments holds a performance score of 18. The firm shows a Beta (market volatility) of -0.18, which means not very significant fluctuations relative to the market. 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. Please check EJF Investments' coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to make a quick decision on whether EJF Investments' price patterns will revert.
Auto-correlation | -0.51 |
Good reverse predictability
EJF Investments has good reverse predictability. Overlapping area represents the amount of predictability between EJF Investments time series from 1st of February 2023 to 27th of January 2024 and 27th of January 2024 to 21st 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 -0.51 indicates that about 51.0% of current EJF Investments price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.51 | |
| Spearman Rank Test | -0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 102.94 |
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.Additional Tools for EJF Stock Analysis
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.