Everyman Media (UK) Market Value
| EMAN Stock | 53.00 2.00 3.92% |
| Symbol | Everyman |
Everyman Media '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 Everyman Media'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 Everyman Media.
| 11/15/2024 |
| 12/15/2024 |
If you would invest 0.00 in Everyman Media on November 15, 2024 and sell it all today you would earn a total of 0.00 from holding Everyman Media Group or generate 0.0% return on investment in Everyman Media over 30 days. Everyman Media is related to or competes with Catalyst Media, CATLIN GROUP, RTW Venture, SANTANDER, Coor Service, Franklin FTSE, and Surgical Science. Everyman Media is entity of United Kingdom More
Everyman Media 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 Everyman Media'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 Everyman Media Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 8.9 | |||
| Value At Risk | (3.45) | |||
| Potential Upside | 1.75 |
Everyman Media Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Everyman Media's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Everyman Media's standard deviation. In reality, there are many statistical measures that can use Everyman Media historical prices to predict the future Everyman Media's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.31) | |||
| Treynor Ratio | 1.16 |
Everyman Media Group Backtested Returns
Everyman Media Group secures Sharpe Ratio (or Efficiency) of -0.0545, which denotes the company had a -0.0545% return per unit of risk over the last 3 months. Everyman Media Group exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Everyman Media's Mean Deviation of 0.7113, variance of 2.02, and Standard Deviation of 1.42 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.12, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Everyman Media are expected to decrease at a much lower rate. During the bear market, Everyman Media is likely to outperform the market. At this point, Everyman Media Group has a negative expected return of -0.0742%. Please make sure to confirm Everyman Media's coefficient of variation, jensen alpha, treynor ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if Everyman Media Group performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.15 |
Insignificant reverse predictability
Everyman Media Group has insignificant reverse predictability. Overlapping area represents the amount of predictability between Everyman Media time series from 15th of November 2024 to 30th of November 2024 and 30th of November 2024 to 15th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Everyman Media Group price movement. The serial correlation of -0.15 indicates that less than 15.0% of current Everyman Media price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.6 |
Everyman Media Group lagged returns against current returns
Autocorrelation, which is Everyman Media 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 Everyman Media's stock expected returns. We can calculate the autocorrelation of Everyman Media returns to help us make a trade decision. For example, suppose you find that Everyman Media 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 |
Everyman Media 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 Everyman Media stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Everyman Media stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Everyman Media stock over time.
Current vs Lagged Prices |
| Timeline |
Everyman Media Lagged Returns
When evaluating Everyman Media's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Everyman Media stock have on its future price. Everyman Media 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, Everyman Media autocorrelation shows the relationship between Everyman Media stock current value and its past values and can show if there is a momentum factor associated with investing in Everyman Media Group.
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 Everyman Stock Analysis
When running Everyman Media's price analysis, check to measure Everyman Media'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 Everyman Media is operating at the current time. Most of Everyman Media's value examination focuses on studying past and present price action to predict the probability of Everyman Media's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Everyman Media's price. Additionally, you may evaluate how the addition of Everyman Media to your portfolios can decrease your overall portfolio volatility.