Enthusiast Gaming Holdings Stock Market Value
| EGLXF Stock | 0.03 0 9.67% |
| Symbol | Enthusiast |
Enthusiast Gaming '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 Enthusiast Gaming'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 Enthusiast Gaming.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in Enthusiast Gaming on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Enthusiast Gaming Holdings or generate 0.0% return on investment in Enthusiast Gaming over 30 days.
Enthusiast Gaming 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 Enthusiast Gaming'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 Enthusiast Gaming Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 43.17 | |||
| Value At Risk | (11.54) | |||
| Potential Upside | 12.0 |
Enthusiast Gaming Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Enthusiast Gaming's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Enthusiast Gaming's standard deviation. In reality, there are many statistical measures that can use Enthusiast Gaming historical prices to predict the future Enthusiast Gaming's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.75) | |||
| Total Risk Alpha | (1.33) | |||
| Treynor Ratio | (0.25) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Enthusiast Gaming'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.
Enthusiast Gaming Backtested Returns
Enthusiast Gaming secures Sharpe Ratio (or Efficiency) of -0.094, which denotes the company had a -0.094 % return per unit of risk over the last 3 months. Enthusiast Gaming Holdings exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Enthusiast Gaming's Variance of 55.77, standard deviation of 7.47, and Mean Deviation of 5.33 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 2.37, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Enthusiast Gaming will likely underperform. At this point, Enthusiast Gaming has a negative expected return of -0.72%. Please make sure to confirm Enthusiast Gaming's jensen alpha, kurtosis, as well as the relationship between the Kurtosis and price action indicator , to decide if Enthusiast Gaming performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.01 |
Virtually no predictability
Enthusiast Gaming Holdings has virtually no predictability. Overlapping area represents the amount of predictability between Enthusiast Gaming time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th 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 Enthusiast Gaming price movement. The serial correlation of 0.01 indicates that just 1.0% of current Enthusiast Gaming price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.01 | |
| Spearman Rank Test | 0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Enthusiast Gaming lagged returns against current returns
Autocorrelation, which is Enthusiast Gaming 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 Enthusiast Gaming's pink sheet expected returns. We can calculate the autocorrelation of Enthusiast Gaming returns to help us make a trade decision. For example, suppose you find that Enthusiast Gaming 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 |
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Enthusiast Gaming 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 Enthusiast Gaming pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Enthusiast Gaming pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Enthusiast Gaming pink sheet over time.
Current vs Lagged Prices |
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Enthusiast Gaming Lagged Returns
When evaluating Enthusiast Gaming's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Enthusiast Gaming pink sheet have on its future price. Enthusiast Gaming 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, Enthusiast Gaming autocorrelation shows the relationship between Enthusiast Gaming pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Enthusiast Gaming Holdings.
Regressed Prices |
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