Eagle Capital Growth Stock Market Value
| GRF Stock | USD 9.90 0.30 3.13% |
| Symbol | Eagle |
Eagle Capital Growth Price To Book Ratio
Is Asset Management & Custody Banks 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 Eagle Capital. If investors know Eagle 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 Eagle Capital 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 0.252 | Earnings Share 1.4 | Revenue Per Share | Quarterly Revenue Growth 0.325 | Return On Assets |
The market value of Eagle Capital Growth is measured differently than its book value, which is the value of Eagle that is recorded on the company's balance sheet. Investors also form their own opinion of Eagle Capital's value that differs from its market value or its book value, called intrinsic value, which is Eagle Capital'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 Eagle Capital's market value can be influenced by many factors that don't directly affect Eagle Capital'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 Eagle Capital's value and its price as these two are different measures arrived at by different means. Investors typically determine if Eagle Capital is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Eagle Capital'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.
Eagle Capital '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 Eagle Capital'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 Eagle Capital.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Eagle Capital on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Eagle Capital Growth or generate 0.0% return on investment in Eagle Capital over 90 days. Eagle Capital is related to or competes with Eaton Vance, Pimco New, Nuveen Amt, Western Asset, Gabelli Dividend, Flaherty Crumrine, and Flaherty Crumrine. Eagle Capital Growth Fund, Inc. is a closed-end equity mutual fund launched and managed by Sims Capital Management LLC More
Eagle Capital 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 Eagle Capital'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 Eagle Capital Growth upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.11 | |||
| Information Ratio | 0.1348 | |||
| Maximum Drawdown | 8.07 | |||
| Value At Risk | (3.25) | |||
| Potential Upside | 3.13 |
Eagle Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Eagle Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Eagle Capital's standard deviation. In reality, there are many statistical measures that can use Eagle Capital historical prices to predict the future Eagle Capital's volatility.| Risk Adjusted Performance | 0.0545 | |||
| Jensen Alpha | 0.056 | |||
| Total Risk Alpha | 0.3837 | |||
| Sortino Ratio | 0.1109 | |||
| Treynor Ratio | (0.37) |
Eagle Capital Growth Backtested Returns
Eagle Capital Growth secures Sharpe Ratio (or Efficiency) of close to zero, which denotes the company had a close to zero % return per unit of risk over the last 3 months. Eagle Capital Growth exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Eagle Capital's Mean Deviation of 1.19, downside deviation of 2.11, and Coefficient Of Variation of 1708.95 to check the risk estimate we provide. 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, returns on owning Eagle Capital are expected to decrease at a much lower rate. During the bear market, Eagle Capital is likely to outperform the market. At this point, Eagle Capital Growth has a negative expected return of -0.0044%. Please make sure to confirm Eagle Capital's jensen alpha, semi variance, day typical price, as well as the relationship between the maximum drawdown and accumulation distribution , to decide if Eagle Capital Growth performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.03 |
Very weak reverse predictability
Eagle Capital Growth has very weak reverse predictability. Overlapping area represents the amount of predictability between Eagle Capital 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 Eagle Capital Growth price movement. The serial correlation of -0.03 indicates that only 3.0% of current Eagle Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Eagle Capital Growth lagged returns against current returns
Autocorrelation, which is Eagle Capital 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 Eagle Capital's stock expected returns. We can calculate the autocorrelation of Eagle Capital returns to help us make a trade decision. For example, suppose you find that Eagle Capital 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 |
Eagle Capital 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 Eagle Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Eagle Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Eagle Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Eagle Capital Lagged Returns
When evaluating Eagle Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Eagle Capital stock have on its future price. Eagle Capital 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, Eagle Capital autocorrelation shows the relationship between Eagle Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Eagle Capital Growth.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Eagle Capital Growth is a strong investment it is important to analyze Eagle Capital's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Eagle Capital's future performance. For an informed investment choice regarding Eagle Stock, refer to the following important reports:Check out Eagle Capital Correlation, Eagle Capital Volatility and Eagle Capital Alpha and Beta module to complement your research on Eagle Capital. You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Eagle Capital 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.