Everyman Media (UK) Market Value
| EMAN Stock | 53.50 0.00 0.00% |
| Symbol | Everyman |
Everyman Media '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 Everyman Media's 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 Everyman Media.
| 05/30/2024 |
| 11/26/2024 |
If you would invest 0.00 in Everyman Media on May 30, 2024 and sell it all today you would earn a total of 0.00 from holding Everyman Media Group or generate 0.0% return on investment in Everyman Media over 180 days. Everyman Media is related to or competes with Samsung Electronics, Samsung Electronics, Hyundai, Toyota, Reliance Industries, State Bank, and Halyk Bank. Everyman Media is entity of United Kingdom More
Everyman Media 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 Everyman Media's 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 Everyman Media Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 9.56 | |||
| Value At Risk | (4.76) | |||
| Potential Upside | 2.56 |
Everyman Media Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Everyman Media's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Everyman Media's standard deviation. In reality, there are many statistical measures that can use Everyman Media historical prices to predict the future Everyman Media's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.23) | |||
| Total Risk Alpha | (0.45) | |||
| Treynor Ratio | (0.63) |
Everyman Media Group Backtested Returns
Everyman Media Group secures Sharpe Ratio (or Efficiency) of -0.11, which denotes the company had a -0.11% return per unit of risk over the last 3 months. Everyman Media Group exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Everyman Media's Mean Deviation of 0.9072, variance of 2.74, and Standard Deviation of 1.65 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.31, which means possible diversification benefits within a given portfolio. As returns on the market increase, Everyman Media's returns are expected to increase less than the market. However, during the bear market, the loss of holding Everyman Media is expected to be smaller as well. At this point, Everyman Media Group has a negative expected return of -0.19%. Please make sure to confirm Everyman Media's variance, jensen alpha, and the relationship between the standard deviation and information ratio , to decide if Everyman Media Group performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.61 |
Very good reverse predictability
Everyman Media Group has very good reverse predictability. Overlapping area represents the amount of predictability between Everyman Media time series from 30th of May 2024 to 28th of August 2024 and 28th of August 2024 to 26th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Everyman Media Group price movement. The serial correlation of -0.61 indicates that roughly 61.0% of current Everyman Media price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.61 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 5.65 |
Everyman Media Group lagged returns against current returns
Autocorrelation, which is Everyman Media 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 Everyman Media's stock expected returns. We can calculate the autocorrelation of Everyman Media returns to help us make a trade decision. For example, suppose you find that Everyman Media 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 |
Everyman Media 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 Everyman Media stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Everyman Media stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Everyman Media stock over time.
Current vs Lagged Prices |
| Timeline |
Everyman Media Lagged Returns
When evaluating Everyman Media's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Everyman Media stock have on its future price. Everyman Media 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, Everyman Media autocorrelation shows the relationship between Everyman Media stock current value and its past values and can show if there is a momentum factor associated with investing in Everyman Media Group.
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.Additional Tools for Everyman Stock Analysis
When running Everyman Media's price analysis, check to measure Everyman Media's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Everyman Media is operating at the current time. Most of Everyman Media's value examination focuses on studying past and present price action to predict the probability of Everyman Media's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Everyman Media's price. Additionally, you may evaluate how the addition of Everyman Media to your portfolios can decrease your overall portfolio volatility.