Epam Systems Stock Market Value
| EPAM Stock | USD 218.35 0.31 0.14% |
| Symbol | EPAM |
Will IT Consulting & Other Services sector continue expanding? Could EPAM diversify its offerings? Factors like these will boost the valuation of EPAM Systems. Projected growth potential of EPAM fundamentally drives upward valuation adjustments. Accurate valuation requires analyzing both current fundamentals and future growth trajectories. Every EPAM Systems data point contributes insight, yet successful analysis hinges on identifying the most consequential variables.
Quarterly Earnings Growth (0.19) | Earnings Share 6.55 | Revenue Per Share | Quarterly Revenue Growth 0.194 | Return On Assets |
The market value of EPAM Systems is measured differently than its book value, which is the value of EPAM that is recorded on the company's balance sheet. Investors also form their own opinion of EPAM Systems' value that differs from its market value or its book value, called intrinsic value, which is EPAM Systems' true underlying value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Because EPAM Systems' market value can be influenced by many factors that don't directly affect EPAM Systems' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
It's important to distinguish between EPAM Systems' intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding EPAM Systems should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Meanwhile, EPAM Systems' quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
EPAM Systems '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 EPAM Systems' 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 EPAM Systems.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in EPAM Systems on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding EPAM Systems or generate 0.0% return on investment in EPAM Systems over 90 days. EPAM Systems is related to or competes with Applied Digital, Aurora Innovation, Jack Henry, Kyndryl Holdings, Amdocs, Genpact, and Open Text. EPAM Systems, Inc. provides digital platform engineering and software development services worldwide More
EPAM Systems 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 EPAM Systems' 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 EPAM Systems upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.69 | |||
| Information Ratio | 0.2284 | |||
| Maximum Drawdown | 9.27 | |||
| Value At Risk | (2.78) | |||
| Potential Upside | 4.35 |
EPAM Systems Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for EPAM Systems' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as EPAM Systems' standard deviation. In reality, there are many statistical measures that can use EPAM Systems historical prices to predict the future EPAM Systems' volatility.| Risk Adjusted Performance | 0.2023 | |||
| Jensen Alpha | 0.4518 | |||
| Total Risk Alpha | 0.3395 | |||
| Sortino Ratio | 0.2653 | |||
| Treynor Ratio | 0.5488 |
EPAM Systems January 29, 2026 Technical Indicators
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| Risk Adjusted Performance | 0.2023 | |||
| Market Risk Adjusted Performance | 0.5588 | |||
| Mean Deviation | 1.53 | |||
| Semi Deviation | 1.3 | |||
| Downside Deviation | 1.69 | |||
| Coefficient Of Variation | 375.04 | |||
| Standard Deviation | 1.96 | |||
| Variance | 3.84 | |||
| Information Ratio | 0.2284 | |||
| Jensen Alpha | 0.4518 | |||
| Total Risk Alpha | 0.3395 | |||
| Sortino Ratio | 0.2653 | |||
| Treynor Ratio | 0.5488 | |||
| Maximum Drawdown | 9.27 | |||
| Value At Risk | (2.78) | |||
| Potential Upside | 4.35 | |||
| Downside Variance | 2.85 | |||
| Semi Variance | 1.69 | |||
| Expected Short fall | (1.76) | |||
| Skewness | 0.2985 | |||
| Kurtosis | 0.0781 |
EPAM Systems Backtested Returns
EPAM Systems appears to be very steady, given 3 months investment horizon. EPAM Systems retains Efficiency (Sharpe Ratio) of 0.25, which denotes the company had a 0.25 % return per unit of risk over the last 3 months. By reviewing EPAM Systems' technical indicators, you can evaluate if the expected return of 0.5% is justified by implied risk. Please utilize EPAM Systems' Coefficient Of Variation of 375.04, market risk adjusted performance of 0.5588, and Downside Deviation of 1.69 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, EPAM Systems holds a performance score of 20. The firm owns a Beta (Systematic Risk) of 0.93, which means possible diversification benefits within a given portfolio. EPAM Systems returns are very sensitive to returns on the market. As the market goes up or down, EPAM Systems is expected to follow. Please check EPAM Systems' value at risk, daily balance of power, and the relationship between the total risk alpha and expected short fall , to make a quick decision on whether EPAM Systems' current price history will revert.
Auto-correlation | 0.59 |
Modest predictability
EPAM Systems has modest predictability. Overlapping area represents the amount of predictability between EPAM Systems time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th 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 EPAM Systems price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current EPAM Systems price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 30.21 |
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Try AI Portfolio ProphetCheck out EPAM Systems Correlation, EPAM Systems Volatility and EPAM Systems Alpha and Beta module to complement your research on EPAM Systems. To learn how to invest in EPAM Stock, please use our How to Invest in EPAM Systems guide.You can also try the Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.
EPAM Systems 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.