Enfusion Stock Market Value
| ENFN Stock | USD 11.09 0.04 0.36% |
| Symbol | Enfusion |
Enfusion Price To Book Ratio
Is Application Software space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Enfusion. If investors know Enfusion will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Enfusion listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.82) | Earnings Share 0.03 | Revenue Per Share | Quarterly Revenue Growth 0.139 | Return On Assets |
The market value of Enfusion is measured differently than its book value, which is the value of Enfusion that is recorded on the company's balance sheet. Investors also form their own opinion of Enfusion's value that differs from its market value or its book value, called intrinsic value, which is Enfusion's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Enfusion's market value can be influenced by many factors that don't directly affect Enfusion's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Enfusion's value and its price as these two are different measures arrived at by different means. Investors typically determine if Enfusion is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Enfusion'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.
Enfusion '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 Enfusion'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 Enfusion.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Enfusion on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Enfusion or generate 0.0% return on investment in Enfusion over 90 days. Enfusion is related to or competes with ON24, Paycor HCM, E2open Parent, Braze, Freshworks, Clearwater Analytics, and CS Disco. Enfusion, Inc. provides software-as-a-service solutions for investment management industry in the United States, Europe,... More
Enfusion 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 Enfusion'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 Enfusion upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.77 | |||
| Information Ratio | 0.1252 | |||
| Maximum Drawdown | 10.1 | |||
| Value At Risk | (2.60) | |||
| Potential Upside | 3.38 |
Enfusion Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Enfusion's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Enfusion's standard deviation. In reality, there are many statistical measures that can use Enfusion historical prices to predict the future Enfusion's volatility.| Risk Adjusted Performance | 0.07 | |||
| Jensen Alpha | 0.1597 | |||
| Total Risk Alpha | 0.3764 | |||
| Sortino Ratio | 0.1369 | |||
| Treynor Ratio | 0.5597 |
Enfusion Backtested Returns
As of now, Enfusion Stock is not too volatile. Enfusion secures Sharpe Ratio (or Efficiency) of 0.0458, which denotes the company had a 0.0458 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Enfusion, which you can use to evaluate the volatility of the firm. Please confirm Enfusion's Downside Deviation of 1.77, mean deviation of 1.23, and Coefficient Of Variation of 1349.56 to check if the risk estimate we provide is consistent with the expected return of 0.0917%. Enfusion has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.24, which means not very significant fluctuations relative to the market. As returns on the market increase, Enfusion's returns are expected to increase less than the market. However, during the bear market, the loss of holding Enfusion is expected to be smaller as well. Enfusion right now shows a risk of 2.0%. Please confirm Enfusion downside variance, day median price, and the relationship between the treynor ratio and kurtosis , to decide if Enfusion will be following its price patterns.
Auto-correlation | 0.36 |
Below average predictability
Enfusion has below average predictability. Overlapping area represents the amount of predictability between Enfusion time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Enfusion price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Enfusion price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Enfusion lagged returns against current returns
Autocorrelation, which is Enfusion 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 Enfusion's stock expected returns. We can calculate the autocorrelation of Enfusion returns to help us make a trade decision. For example, suppose you find that Enfusion 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 |
Enfusion 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 Enfusion stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Enfusion stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Enfusion stock over time.
Current vs Lagged Prices |
| Timeline |
Enfusion Lagged Returns
When evaluating Enfusion's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Enfusion stock have on its future price. Enfusion 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, Enfusion autocorrelation shows the relationship between Enfusion stock current value and its past values and can show if there is a momentum factor associated with investing in Enfusion.
Regressed Prices |
| Timeline |
When determining whether Enfusion offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Enfusion's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Enfusion Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Enfusion Stock:
Check out Enfusion Correlation, Enfusion Volatility and Enfusion Alpha and Beta module to complement your research on Enfusion. To learn how to invest in Enfusion Stock, please use our How to Invest in Enfusion guide.You can also try the Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Enfusion technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.