EPAM Systems' market value is the price at which a share of EPAM Systems trades on a public exchange. It measures the collective expectations of EPAM Systems investors about its performance. EPAM Systems is trading at 19.32 as of the 19th of January 2026, a 0.36% up since the beginning of the trading day. The stock's open price was 19.25. With this module, you can estimate the performance of a buy and hold strategy of EPAM Systems and determine expected loss or profit from investing in EPAM Systems over a given investment horizon. Check out Investing Opportunities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in nation.
Symbol
EPAM
EPAM Systems '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 EPAM Systems' 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 EPAM Systems.
0.00
07/28/2024
No Change 0.00
0.0
In 1 year 5 months and 25 days
01/19/2026
0.00
If you would invest 0.00 in EPAM Systems on July 28, 2024 and sell it all today you would earn a total of 0.00 from holding EPAM Systems or generate 0.0% return on investment in EPAM Systems over 540 days.
EPAM Systems 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 EPAM Systems' 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 EPAM Systems upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for EPAM Systems' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as EPAM Systems' standard deviation. In reality, there are many statistical measures that can use EPAM Systems historical prices to predict the future EPAM Systems' volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as EPAM Systems. Your research has to be compared to or analyzed against EPAM Systems' peers to derive any actionable benefits. When done correctly, EPAM Systems' competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in EPAM Systems.
EPAM Systems Backtested Returns
EPAM Systems appears to be very steady, given 3 months investment horizon. EPAM Systems retains Efficiency (Sharpe Ratio) of 0.34, which denotes the company had a 0.34 % return per unit of risk over the last 3 months. By reviewing EPAM Systems' technical indicators, you can evaluate if the expected return of 0.55% is justified by implied risk. Please utilize EPAM Systems' Standard Deviation of 1.86, coefficient of variation of 326.3, and Market Risk Adjusted Performance of 0.6919 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, EPAM Systems holds a performance score of 26. The firm owns a Beta (Systematic Risk) of 0.82, which means possible diversification benefits within a given portfolio. As returns on the market increase, EPAM Systems' returns are expected to increase less than the market. However, during the bear market, the loss of holding EPAM Systems is expected to be smaller as well. Please check EPAM Systems' market risk adjusted performance, downside deviation, standard deviation, as well as the relationship between the mean deviation and coefficient of variation , to make a quick decision on whether EPAM Systems' current price history will revert.
Auto-correlation
-0.77
Almost perfect reverse predictability
EPAM Systems has almost perfect reverse predictability. Overlapping area represents the amount of predictability between EPAM Systems time series from 28th of July 2024 to 24th of April 2025 and 24th of April 2025 to 19th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of EPAM Systems price movement. The serial correlation of -0.77 indicates that around 77.0% of current EPAM Systems price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.77
Spearman Rank Test
0.34
Residual Average
0.0
Price Variance
2.9
EPAM Systems lagged returns against current returns
Autocorrelation, which is EPAM Systems 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 EPAM Systems' stock expected returns. We can calculate the autocorrelation of EPAM Systems returns to help us make a trade decision. For example, suppose you find that EPAM Systems 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
EPAM Systems 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 EPAM Systems stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if EPAM Systems stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in EPAM Systems stock over time.
Current vs Lagged Prices
Timeline
EPAM Systems Lagged Returns
When evaluating EPAM Systems' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of EPAM Systems stock have on its future price. EPAM Systems 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, EPAM Systems autocorrelation shows the relationship between EPAM Systems stock current value and its past values and can show if there is a momentum factor associated with investing in EPAM Systems.
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.