Epsilon Energy Stock Market Value
| EPSN Stock | USD 6.99 0.03 0.43% |
| Symbol | Epsilon |
Epsilon Energy Price To Book Ratio
Is Oil & Gas Exploration & Production 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 Epsilon Energy. If investors know Epsilon 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 Epsilon Energy 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 (0.05) | Dividend Share 0.25 | Earnings Share 0.24 | Revenue Per Share | Quarterly Revenue Growth 0.155 |
The market value of Epsilon Energy is measured differently than its book value, which is the value of Epsilon that is recorded on the company's balance sheet. Investors also form their own opinion of Epsilon Energy's value that differs from its market value or its book value, called intrinsic value, which is Epsilon Energy'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 Epsilon Energy's market value can be influenced by many factors that don't directly affect Epsilon Energy'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 Epsilon Energy's value and its price as these two are different measures arrived at by different means. Investors typically determine if Epsilon Energy is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Epsilon Energy'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.
Epsilon Energy '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 Epsilon Energy'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 Epsilon Energy.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Epsilon Energy on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Epsilon Energy or generate 0.0% return on investment in Epsilon Energy over 90 days. Epsilon Energy is related to or competes with Vaalco Energy, PHX Minerals, Northern Oil, Granite Ridge, Gulfport Energy, North European, and GeoPark. Epsilon Energy Ltd., a natural gas and oil company, engages in the acquisition, development, gathering, and production o... More
Epsilon Energy 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 Epsilon Energy'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 Epsilon Energy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.15 | |||
| Information Ratio | 0.1852 | |||
| Maximum Drawdown | 10.87 | |||
| Value At Risk | (3.75) | |||
| Potential Upside | 5.04 |
Epsilon Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Epsilon Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Epsilon Energy's standard deviation. In reality, there are many statistical measures that can use Epsilon Energy historical prices to predict the future Epsilon Energy's volatility.| Risk Adjusted Performance | 0.1303 | |||
| Jensen Alpha | 0.3473 | |||
| Total Risk Alpha | 0.6111 | |||
| Sortino Ratio | 0.1993 | |||
| Treynor Ratio | 1.31 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Epsilon Energy's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Epsilon Energy Backtested Returns
Epsilon Energy appears to be somewhat reliable, given 3 months investment horizon. Epsilon Energy secures Sharpe Ratio (or Efficiency) of 0.15, which denotes the company had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Epsilon Energy, which you can use to evaluate the volatility of the firm. Please utilize Epsilon Energy's Coefficient Of Variation of 701.8, downside deviation of 2.15, and Mean Deviation of 1.7 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Epsilon Energy holds a performance score of 11. The firm shows a Beta (market volatility) of 0.25, which means not very significant fluctuations relative to the market. As returns on the market increase, Epsilon Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Epsilon Energy is expected to be smaller as well. Please check Epsilon Energy's value at risk, as well as the relationship between the skewness and day median price , to make a quick decision on whether Epsilon Energy's price patterns will revert.
Auto-correlation | 0.67 |
Good predictability
Epsilon Energy has good predictability. Overlapping area represents the amount of predictability between Epsilon Energy 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 Epsilon Energy price movement. The serial correlation of 0.67 indicates that around 67.0% of current Epsilon Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Epsilon Energy lagged returns against current returns
Autocorrelation, which is Epsilon Energy 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 Epsilon Energy's stock expected returns. We can calculate the autocorrelation of Epsilon Energy returns to help us make a trade decision. For example, suppose you find that Epsilon Energy 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 |
Epsilon Energy 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 Epsilon Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Epsilon Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Epsilon Energy stock over time.
Current vs Lagged Prices |
| Timeline |
Epsilon Energy Lagged Returns
When evaluating Epsilon Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Epsilon Energy stock have on its future price. Epsilon Energy 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, Epsilon Energy autocorrelation shows the relationship between Epsilon Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Epsilon Energy.
Regressed Prices |
| Timeline |
Pair Trading with Epsilon Energy
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Epsilon Energy position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Epsilon Energy will appreciate offsetting losses from the drop in the long position's value.Moving together with Epsilon Stock
Moving against Epsilon Stock
| 0.58 | CNX | CNX Resources Corp | PairCorr |
| 0.51 | DEC | Diversified Energy | PairCorr |
| 0.48 | CRC | California Resources Corp | PairCorr |
| 0.43 | VIST | Vista Oil Gas | PairCorr |
| 0.43 | EGY | Vaalco Energy Upward Rally | PairCorr |
The ability to find closely correlated positions to Epsilon Energy could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Epsilon Energy when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Epsilon Energy - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Epsilon Energy to buy it.
The correlation of Epsilon Energy is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Epsilon Energy moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Epsilon Energy moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Epsilon Energy can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Epsilon Energy Correlation, Epsilon Energy Volatility and Epsilon Energy Alpha and Beta module to complement your research on Epsilon Energy. To learn how to invest in Epsilon Stock, please use our How to Invest in Epsilon Energy guide.You can also try the Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
Epsilon Energy 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.