Enerpac Tool Group Stock Market Value
| EPAC Stock | USD 44.91 1.40 3.22% |
| Symbol | Enerpac |
Enerpac Tool Group Price To Book Ratio
Is Industrial Machinery & Supplies & Components space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Enerpac Tool. If investors know Enerpac will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Enerpac Tool listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.126 | Earnings Share 1.57 | Revenue Per Share | Quarterly Revenue Growth (0.01) | Return On Assets |
The market value of Enerpac Tool Group is measured differently than its book value, which is the value of Enerpac that is recorded on the company's balance sheet. Investors also form their own opinion of Enerpac Tool's value that differs from its market value or its book value, called intrinsic value, which is Enerpac Tool's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Enerpac Tool's market value can be influenced by many factors that don't directly affect Enerpac Tool's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Enerpac Tool's value and its price as these two are different measures arrived at by different means. Investors typically determine if Enerpac Tool is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Enerpac Tool's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Enerpac Tool '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 Enerpac Tool'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 Enerpac Tool.
| 12/31/2024 |
| 01/30/2025 |
If you would invest 0.00 in Enerpac Tool on December 31, 2024 and sell it all today you would earn a total of 0.00 from holding Enerpac Tool Group or generate 0.0% return on investment in Enerpac Tool over 30 days. Enerpac Tool is related to or competes with Morningstar Unconstrained, Thrivent High, High-yield Municipal, Via Renewables, T Rowe, Jpmorgan Smartretirement*, and 70082LAB3. Enerpac Tool Group Corp. manufactures and sells a range of industrial products and solutions in the United States, the U... More
Enerpac Tool 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 Enerpac Tool'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 Enerpac Tool Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.72 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 13.1 | |||
| Value At Risk | (2.90) | |||
| Potential Upside | 2.35 |
Enerpac Tool Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Enerpac Tool's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Enerpac Tool's standard deviation. In reality, there are many statistical measures that can use Enerpac Tool historical prices to predict the future Enerpac Tool's volatility.| Risk Adjusted Performance | 0.0138 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0144 |
Enerpac Tool Group Backtested Returns
At this point, Enerpac Tool is very steady. Enerpac Tool Group secures Sharpe Ratio (or Efficiency) of 0.0218, which denotes the company had a 0.0218 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Enerpac Tool Group, which you can use to evaluate the volatility of the firm. Please confirm Enerpac Tool's Downside Deviation of 1.72, mean deviation of 1.39, and Coefficient Of Variation of 10261.09 to check if the risk estimate we provide is consistent with the expected return of 0.0444%. Enerpac Tool has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.62, which means possible diversification benefits within a given portfolio. As returns on the market increase, Enerpac Tool's returns are expected to increase less than the market. However, during the bear market, the loss of holding Enerpac Tool is expected to be smaller as well. Enerpac Tool Group right now shows a risk of 2.04%. Please confirm Enerpac Tool Group total risk alpha, value at risk, and the relationship between the standard deviation and treynor ratio , to decide if Enerpac Tool Group will be following its price patterns.
Auto-correlation | -0.2 |
Insignificant reverse predictability
Enerpac Tool Group has insignificant reverse predictability. Overlapping area represents the amount of predictability between Enerpac Tool time series from 31st of December 2024 to 15th of January 2025 and 15th of January 2025 to 30th of January 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 Enerpac Tool Group price movement. The serial correlation of -0.2 indicates that over 20.0% of current Enerpac Tool price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.2 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.63 |
Enerpac Tool Group lagged returns against current returns
Autocorrelation, which is Enerpac Tool 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 Enerpac Tool's stock expected returns. We can calculate the autocorrelation of Enerpac Tool returns to help us make a trade decision. For example, suppose you find that Enerpac Tool 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 |
Enerpac Tool 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 Enerpac Tool stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Enerpac Tool stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Enerpac Tool stock over time.
Current vs Lagged Prices |
| Timeline |
Enerpac Tool Lagged Returns
When evaluating Enerpac Tool's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Enerpac Tool stock have on its future price. Enerpac Tool 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, Enerpac Tool autocorrelation shows the relationship between Enerpac Tool stock current value and its past values and can show if there is a momentum factor associated with investing in Enerpac Tool Group.
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.When determining whether Enerpac Tool Group offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Enerpac Tool'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 Enerpac Tool Group Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Enerpac Tool Group Stock:Check out Enerpac Tool Correlation, Enerpac Tool Volatility and Enerpac Tool Alpha and Beta module to complement your research on Enerpac Tool. You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
Enerpac Tool technical stock 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, stock market cycles, or different charting patterns.