Epazz Inc Stock Market Value
| EPAZ Stock | USD 0.0005 0.0001 25.00% |
| Symbol | Epazz |
Epazz '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 Epazz's pink sheet 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 Epazz.
| 06/17/2024 |
| 12/14/2024 |
If you would invest 0.00 in Epazz on June 17, 2024 and sell it all today you would earn a total of 0.00 from holding Epazz Inc or generate 0.0% return on investment in Epazz over 180 days. Epazz is related to or competes with Auddia. Epazz, Inc., together with its subsidiaries, designs and sells various software programs to business enterprises, hospit... More
Epazz 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 Epazz's pink sheet 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 Epazz Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 20.54 | |||
| Information Ratio | 0.0672 | |||
| Maximum Drawdown | 73.33 | |||
| Value At Risk | (20.00) | |||
| Potential Upside | 25.0 |
Epazz Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Epazz's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Epazz's standard deviation. In reality, there are many statistical measures that can use Epazz historical prices to predict the future Epazz's volatility.| Risk Adjusted Performance | 0.063 | |||
| Jensen Alpha | 1.25 | |||
| Total Risk Alpha | (0.78) | |||
| Sortino Ratio | 0.0498 | |||
| Treynor Ratio | (0.75) |
Epazz Inc Backtested Returns
Epazz is out of control given 3 months investment horizon. Epazz Inc secures Sharpe Ratio (or Efficiency) of 0.0749, which denotes the company had a 0.0749% return per unit of standard deviation over the last 3 months. We were able to analyze twenty-seven different technical indicators, which can help you to evaluate if expected returns of 1.16% are justified by taking the suggested risk. Use Epazz Semi Deviation of 10.81, mean deviation of 10.55, and Downside Deviation of 20.54 to evaluate company specific risk that cannot be diversified away. Epazz holds a performance score of 5 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -1.49, which means a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Epazz are expected to decrease by larger amounts. On the other hand, during market turmoil, Epazz is expected to outperform it. Use Epazz coefficient of variation and the relationship between the treynor ratio and rate of daily change , to analyze future returns on Epazz.
Auto-correlation | 0.38 |
Below average predictability
Epazz Inc has below average predictability. Overlapping area represents the amount of predictability between Epazz time series from 17th of June 2024 to 15th of September 2024 and 15th of September 2024 to 14th 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 Epazz Inc price movement. The serial correlation of 0.38 indicates that just about 38.0% of current Epazz price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Epazz Inc lagged returns against current returns
Autocorrelation, which is Epazz pink sheet'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 Epazz's pink sheet expected returns. We can calculate the autocorrelation of Epazz returns to help us make a trade decision. For example, suppose you find that Epazz has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Epazz 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 Epazz pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Epazz pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Epazz pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Epazz Lagged Returns
When evaluating Epazz's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Epazz pink sheet have on its future price. Epazz 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, Epazz autocorrelation shows the relationship between Epazz pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Epazz Inc.
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 Epazz Pink Sheet Analysis
When running Epazz's price analysis, check to measure Epazz'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 Epazz is operating at the current time. Most of Epazz's value examination focuses on studying past and present price action to predict the probability of Epazz's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Epazz's price. Additionally, you may evaluate how the addition of Epazz to your portfolios can decrease your overall portfolio volatility.