Eagle Point Credit Preferred Stock Market Value
| ECC-PD Preferred Stock | 18.28 0.03 0.16% |
| Symbol | Eagle |
Eagle Point '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 Point's preferred 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 Point.
| 01/16/2025 |
| 04/16/2025 |
If you would invest 0.00 in Eagle Point on January 16, 2025 and sell it all today you would earn a total of 0.00 from holding Eagle Point Credit or generate 0.0% return on investment in Eagle Point over 90 days. Eagle Point is related to or competes with Eagle Point, Eagle Point, Priorityome Fund, and Oxford Lane. More
Eagle Point 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 Point's preferred 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 Point Credit upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 3.84 | |||
| Value At Risk | (1.50) | |||
| Potential Upside | 0.7665 |
Eagle Point Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Eagle Point's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Eagle Point's standard deviation. In reality, there are many statistical measures that can use Eagle Point historical prices to predict the future Eagle Point's volatility.| Risk Adjusted Performance | (0.23) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | (0.39) |
Eagle Point Credit Backtested Returns
Eagle Point Credit secures Sharpe Ratio (or Efficiency) of -0.14, which denotes the company had a -0.14 % return per unit of risk over the last 3 months. Eagle Point Credit exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Eagle Point's Standard Deviation of 0.6981, variance of 0.4874, and Mean Deviation of 0.4278 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.27, which means not very significant fluctuations relative to the market. As returns on the market increase, Eagle Point's returns are expected to increase less than the market. However, during the bear market, the loss of holding Eagle Point is expected to be smaller as well. At this point, Eagle Point Credit has a negative expected return of -0.0959%. Please make sure to confirm Eagle Point's treynor ratio, kurtosis, and the relationship between the jensen alpha and potential upside , to decide if Eagle Point Credit performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.7 |
Very good reverse predictability
Eagle Point Credit has very good reverse predictability. Overlapping area represents the amount of predictability between Eagle Point time series from 16th of January 2025 to 2nd of March 2025 and 2nd of March 2025 to 16th of April 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 Point Credit price movement. The serial correlation of -0.7 indicates that around 70.0% of current Eagle Point price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.7 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.3 |
Eagle Point Credit lagged returns against current returns
Autocorrelation, which is Eagle Point preferred 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 Point's preferred stock expected returns. We can calculate the autocorrelation of Eagle Point returns to help us make a trade decision. For example, suppose you find that Eagle Point has exhibited high autocorrelation historically, and you observe that the preferred 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 Point 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 Point preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Eagle Point preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Eagle Point preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Eagle Point Lagged Returns
When evaluating Eagle Point's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Eagle Point preferred stock have on its future price. Eagle Point 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 Point autocorrelation shows the relationship between Eagle Point preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Eagle Point Credit.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in Eagle Preferred Stock
Eagle Point financial ratios help investors to determine whether Eagle Preferred Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Eagle with respect to the benefits of owning Eagle Point security.