E Media's market value is the price at which a share of E Media trades on a public exchange. It measures the collective expectations of E Media Holdings investors about its performance. E Media is trading at 326.00 as of the 28th of March 2025, a 7.65 percent decrease since the beginning of the trading day. The stock's lowest day price was 326.0.
With this module, you can estimate the performance of a buy and hold strategy of E Media Holdings and determine expected loss or profit from investing in E Media over a given investment horizon. Check out E Media Correlation, E Media Volatility and E Media Alpha and Beta module to complement your research on E Media.
Please note, there is a significant difference between E Media's value and its price as these two are different measures arrived at by different means. Investors typically determine if E Media is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, E Media's 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.
E 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 E 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 E Media.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure E 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 E Media Holdings 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 E Media's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as E Media's standard deviation. In reality, there are many statistical measures that can use E Media historical prices to predict the future E Media's volatility.
E Media Holdings secures Sharpe Ratio (or Efficiency) of -0.0225, which denotes the company had a -0.0225 % return per unit of risk over the last 3 months. E Media Holdings exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm E Media's Standard Deviation of 3.37, coefficient of variation of (4,584), and Mean Deviation of 1.47 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0019, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning E Media are expected to decrease at a much lower rate. During the bear market, E Media is likely to outperform the market. At this point, E Media Holdings has a negative expected return of -0.0782%. Please make sure to confirm E Media's total risk alpha, skewness, day median price, as well as the relationship between the maximum drawdown and daily balance of power , to decide if E Media Holdings performance from the past will be repeated sooner or later.
Auto-correlation
-0.15
Insignificant reverse predictability
E Media Holdings has insignificant reverse predictability. Overlapping area represents the amount of predictability between E Media time series from 28th of December 2024 to 11th of February 2025 and 11th of February 2025 to 28th 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 E Media Holdings price movement. The serial correlation of -0.15 indicates that less than 15.0% of current E Media price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.15
Spearman Rank Test
-0.42
Residual Average
0.0
Price Variance
182.19
E Media Holdings lagged returns against current returns
Autocorrelation, which is E 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 E Media's stock expected returns. We can calculate the autocorrelation of E Media returns to help us make a trade decision. For example, suppose you find that E 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
E 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 E Media stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if E Media stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in E Media stock over time.
Current vs Lagged Prices
Timeline
E Media Lagged Returns
When evaluating E Media's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of E Media stock have on its future price. E 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, E Media autocorrelation shows the relationship between E Media stock current value and its past values and can show if there is a momentum factor associated with investing in E Media Holdings.
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.
E Media financial ratios help investors to determine whether EMH 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 EMH with respect to the benefits of owning E Media security.