EP Financial (Australia) Market Value
| EP1 Stock | 0.50 0.01 1.96% |
| Symbol | EP1 |
EP Financial '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 EP Financial'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 EP Financial.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in EP Financial on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding EP Financial Group or generate 0.0% return on investment in EP Financial over 30 days. EP Financial is related to or competes with Coronado Global. EP Financial is entity of Australia. It is traded as Stock on AU exchange. More
EP Financial 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 EP Financial'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 EP Financial Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.55 | |||
| Information Ratio | 0.0264 | |||
| Maximum Drawdown | 27.36 | |||
| Value At Risk | (4.44) | |||
| Potential Upside | 4.08 |
EP Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for EP Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as EP Financial's standard deviation. In reality, there are many statistical measures that can use EP Financial historical prices to predict the future EP Financial's volatility.| Risk Adjusted Performance | 0.055 | |||
| Jensen Alpha | 0.3147 | |||
| Total Risk Alpha | (0.33) | |||
| Sortino Ratio | 0.0207 | |||
| Treynor Ratio | (0.23) |
EP Financial Group Backtested Returns
Currently, EP Financial Group is out of control. EP Financial Group retains Efficiency (Sharpe Ratio) of 0.053, which denotes the company had a 0.053% return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for EP Financial, which you can use to evaluate the volatility of the firm. Please confirm EP Financial's Downside Deviation of 4.55, market risk adjusted performance of (0.22), and Standard Deviation of 3.57 to check if the risk estimate we provide is consistent with the expected return of 0.19%. EP Financial has a performance score of 4 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of -0.91, which means possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning EP Financial are expected to decrease slowly. On the other hand, during market turmoil, EP Financial is expected to outperform it slightly. EP Financial Group today owns a risk of 3.62%. Please confirm EP Financial Group semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to decide if EP Financial Group will be following its current price history.
Auto-correlation | -0.28 |
Weak reverse predictability
EP Financial Group has weak reverse predictability. Overlapping area represents the amount of predictability between EP Financial time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th of November 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 EP Financial Group price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current EP Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.28 | |
| Spearman Rank Test | 0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
EP Financial Group lagged returns against current returns
Autocorrelation, which is EP Financial 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 EP Financial's stock expected returns. We can calculate the autocorrelation of EP Financial returns to help us make a trade decision. For example, suppose you find that EP Financial 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 |
EP Financial 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 EP Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if EP Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in EP Financial stock over time.
Current vs Lagged Prices |
| Timeline |
EP Financial Lagged Returns
When evaluating EP Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of EP Financial stock have on its future price. EP Financial 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, EP Financial autocorrelation shows the relationship between EP Financial stock current value and its past values and can show if there is a momentum factor associated with investing in EP Financial Group.
Regressed Prices |
| Timeline |
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Additional Tools for EP1 Stock Analysis
When running EP Financial's price analysis, check to measure EP Financial'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 EP Financial is operating at the current time. Most of EP Financial's value examination focuses on studying past and present price action to predict the probability of EP Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move EP Financial's price. Additionally, you may evaluate how the addition of EP Financial to your portfolios can decrease your overall portfolio volatility.