Ependion (Sweden) Market Value
| EPEN Stock | 112.20 2.60 2.37% |
| Symbol | Ependion |
Ependion '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 Ependion'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 Ependion.
| 12/31/2024 |
| 12/26/2025 |
If you would invest 0.00 in Ependion on December 31, 2024 and sell it all today you would earn a total of 0.00 from holding Ependion AB or generate 0.0% return on investment in Ependion over 360 days.
Ependion 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 Ependion'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 Ependion AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 7.57 | |||
| Value At Risk | (2.25) | |||
| Potential Upside | 2.13 |
Ependion Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ependion's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ependion's standard deviation. In reality, there are many statistical measures that can use Ependion historical prices to predict the future Ependion's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.23) | |||
| Total Risk Alpha | (0.33) | |||
| Treynor Ratio | (0.34) |
Ependion AB Backtested Returns
Ependion AB secures Sharpe Ratio (or Efficiency) of -0.0932, which denotes the company had a -0.0932 % return per unit of risk over the last 3 months. Ependion AB exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Ependion's Mean Deviation of 1.09, variance of 1.88, and Standard Deviation of 1.37 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.56, which means possible diversification benefits within a given portfolio. As returns on the market increase, Ependion's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ependion is expected to be smaller as well. At this point, Ependion AB has a negative expected return of -0.13%. Please make sure to confirm Ependion's jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if Ependion AB performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.39 |
Below average predictability
Ependion AB has below average predictability. Overlapping area represents the amount of predictability between Ependion time series from 31st of December 2024 to 29th of June 2025 and 29th of June 2025 to 26th 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 Ependion AB price movement. The serial correlation of 0.39 indicates that just about 39.0% of current Ependion price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 42.21 |
Ependion AB lagged returns against current returns
Autocorrelation, which is Ependion 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 Ependion's stock expected returns. We can calculate the autocorrelation of Ependion returns to help us make a trade decision. For example, suppose you find that Ependion 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 |
Ependion 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 Ependion stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ependion stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ependion stock over time.
Current vs Lagged Prices |
| Timeline |
Ependion Lagged Returns
When evaluating Ependion's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ependion stock have on its future price. Ependion 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, Ependion autocorrelation shows the relationship between Ependion stock current value and its past values and can show if there is a momentum factor associated with investing in Ependion AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Ependion Stock Analysis
When running Ependion's price analysis, check to measure Ependion'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 Ependion is operating at the current time. Most of Ependion's value examination focuses on studying past and present price action to predict the probability of Ependion's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ependion's price. Additionally, you may evaluate how the addition of Ependion to your portfolios can decrease your overall portfolio volatility.