Enterprise Financial Services Stock Market Value
| EFSG Stock | USD 25.50 0.00 0.00% |
| Symbol | Enterprise |
Enterprise Financial '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 Enterprise Financial'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 Enterprise Financial.
| 10/01/2025 |
| 12/30/2025 |
If you would invest 0.00 in Enterprise Financial on October 1, 2025 and sell it all today you would earn a total of 0.00 from holding Enterprise Financial Services or generate 0.0% return on investment in Enterprise Financial over 90 days. Enterprise Financial is related to or competes with Huron Valley, Elmer Bancorp, CNB, Woodsboro Bank, Bank Utica, Quaint Oak, and SSB Bancorp. Enterprise Financial Services Group, Inc., through its wholly owned subsidiary, Enterprise Bank, provides various bankin... More
Enterprise Financial 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 Enterprise Financial'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 Enterprise Financial Services upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1064 | |||
| Maximum Drawdown | 24.02 | |||
| Potential Upside | 0.2857 |
Enterprise Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Enterprise Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Enterprise Financial's standard deviation. In reality, there are many statistical measures that can use Enterprise Financial historical prices to predict the future Enterprise Financial's volatility.| Risk Adjusted Performance | 0.1051 | |||
| Jensen Alpha | 0.288 | |||
| Total Risk Alpha | 0.0731 | |||
| Treynor Ratio | 0.4216 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Enterprise Financial'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.
Enterprise Financial Backtested Returns
Enterprise Financial appears to be very steady, given 3 months investment horizon. Enterprise Financial 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. We have found eighteen technical indicators for Enterprise Financial Services, which you can use to evaluate the volatility of the firm. Please utilize Enterprise Financial's Mean Deviation of 0.8405, standard deviation of 2.59, and Variance of 6.69 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Enterprise Financial holds a performance score of 11. The firm shows a Beta (market volatility) of 0.83, which means possible diversification benefits within a given portfolio. As returns on the market increase, Enterprise Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Enterprise Financial is expected to be smaller as well. Please check Enterprise Financial's jensen alpha, kurtosis, as well as the relationship between the Kurtosis and relative strength index , to make a quick decision on whether Enterprise Financial's price patterns will revert.
Auto-correlation | 0.64 |
Good predictability
Enterprise Financial Services has good predictability. Overlapping area represents the amount of predictability between Enterprise Financial time series from 1st of October 2025 to 15th of November 2025 and 15th of November 2025 to 30th of December 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 Enterprise Financial price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current Enterprise Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | 0.9 | |
| Residual Average | 0.0 | |
| Price Variance | 6.88 |
Enterprise Financial lagged returns against current returns
Autocorrelation, which is Enterprise Financial 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 Enterprise Financial's pink sheet expected returns. We can calculate the autocorrelation of Enterprise Financial returns to help us make a trade decision. For example, suppose you find that Enterprise Financial 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 |
Enterprise Financial 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 Enterprise Financial pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Enterprise Financial pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Enterprise Financial pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Enterprise Financial Lagged Returns
When evaluating Enterprise Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Enterprise Financial pink sheet have on its future price. Enterprise Financial 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, Enterprise Financial autocorrelation shows the relationship between Enterprise Financial pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Enterprise Financial Services.
Regressed Prices |
| Timeline |
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Additional Information and Resources on Investing in Enterprise Pink Sheet
When determining whether Enterprise Financial offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Enterprise Financial's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Enterprise Financial Services Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Enterprise Financial Services Stock:Check out Enterprise Financial Correlation, Enterprise Financial Volatility and Enterprise Financial Alpha and Beta module to complement your research on Enterprise Financial. You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
Enterprise Financial technical pink sheet 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, pink sheet market cycles, or different charting patterns.