Endeavour Group Limited Stock Market Value
| EDVGF Stock | USD 2.60 0.19 7.88% |
| Symbol | Endeavour |
Endeavour Group '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 Endeavour Group'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 Endeavour Group.
| 12/23/2025 |
| 01/22/2026 |
If you would invest 0.00 in Endeavour Group on December 23, 2025 and sell it all today you would earn a total of 0.00 from holding Endeavour Group Limited or generate 0.0% return on investment in Endeavour Group over 30 days. Endeavour Group is related to or competes with Treasury Wine, Treasury Wine, Hengan Intl, Becle SA, First Pacific, Kuala Lumpur, and Rmy Cointreau. Endeavour Group Limited engages in the retail drinks and hospitality businesses in Australia More
Endeavour Group 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 Endeavour Group'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 Endeavour Group Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0849 | |||
| Maximum Drawdown | 19.1 | |||
| Potential Upside | 3.03 |
Endeavour Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Endeavour Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Endeavour Group's standard deviation. In reality, there are many statistical measures that can use Endeavour Group historical prices to predict the future Endeavour Group's volatility.| Risk Adjusted Performance | 0.0993 | |||
| Jensen Alpha | 0.3467 | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | (0.75) |
Endeavour Group Backtested Returns
Endeavour Group appears to be slightly risky, given 3 months investment horizon. Endeavour Group secures Sharpe Ratio (or Efficiency) of 0.13, which denotes the company had a 0.13 % return per unit of standard deviation over the last 3 months. We have found twenty technical indicators for Endeavour Group Limited, which you can use to evaluate the volatility of the firm. Please utilize Endeavour Group's Coefficient Of Variation of 799.48, mean deviation of 0.9783, and Standard Deviation of 2.55 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Endeavour Group holds a performance score of 10. The firm shows a Beta (market volatility) of -0.41, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Endeavour Group are expected to decrease at a much lower rate. During the bear market, Endeavour Group is likely to outperform the market. Please check Endeavour Group's potential upside, and the relationship between the variance and rate of daily change , to make a quick decision on whether Endeavour Group's price patterns will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Endeavour Group Limited has no correlation between past and present. Overlapping area represents the amount of predictability between Endeavour Group time series from 23rd of December 2025 to 7th of January 2026 and 7th of January 2026 to 22nd 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 Endeavour Group price movement. The serial correlation of 0.0 indicates that just 0.0% of current Endeavour Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Endeavour Group lagged returns against current returns
Autocorrelation, which is Endeavour Group 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 Endeavour Group's pink sheet expected returns. We can calculate the autocorrelation of Endeavour Group returns to help us make a trade decision. For example, suppose you find that Endeavour Group 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 |
Endeavour Group 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 Endeavour Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Endeavour Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Endeavour Group pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Endeavour Group Lagged Returns
When evaluating Endeavour Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Endeavour Group pink sheet have on its future price. Endeavour Group 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, Endeavour Group autocorrelation shows the relationship between Endeavour Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Endeavour Group Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Endeavour Pink Sheet
Endeavour Group financial ratios help investors to determine whether Endeavour Pink Sheet 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 Endeavour with respect to the benefits of owning Endeavour Group security.