ESG's market value is the price at which a share of ESG trades on a public exchange. It measures the collective expectations of ESG Inc investors about its performance. ESG is trading at 5.22 as of the 27th of December 2025. This is a 4.61% up since the beginning of the trading day. The stock's open price was 4.99. With this module, you can estimate the performance of a buy and hold strategy of ESG Inc and determine expected loss or profit from investing in ESG over a given investment horizon. Check out Investing Opportunities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in price.
Symbol
ESG
ESG '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 ESG'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 ESG.
0.00
01/01/2025
No Change 0.00
0.0
In 11 months and 26 days
12/27/2025
0.00
If you would invest 0.00 in ESG on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding ESG Inc or generate 0.0% return on investment in ESG over 360 days.
ESG 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 ESG'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 ESG Inc upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for ESG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ESG's standard deviation. In reality, there are many statistical measures that can use ESG historical prices to predict the future ESG's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as ESG. Your research has to be compared to or analyzed against ESG's peers to derive any actionable benefits. When done correctly, ESG's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in ESG Inc.
ESG Inc Backtested Returns
ESG is unstable at the moment. ESG Inc secures Sharpe Ratio (or Efficiency) of close to zero, which denotes the company had a close to zero % return per unit of return volatility over the last 3 months. We have found twenty-nine technical indicators for ESG Inc, which you can use to evaluate the volatility of the firm. Please confirm ESG's mean deviation of 2.14, and Downside Deviation of 4.4 to check if the risk estimate we provide is consistent with the expected return of 0.0205%. The firm shows a Beta (market volatility) of -1.19, which means a somewhat significant risk relative to the market. As returns on the market increase, returns on owning ESG are expected to decrease by larger amounts. On the other hand, during market turmoil, ESG is expected to outperform it. ESG Inc now shows a risk of 4.42%. Please confirm ESG Inc downside variance, day median price, and the relationship between the treynor ratio and kurtosis , to decide if ESG Inc will be following its price patterns.
Auto-correlation
0.80
Very good predictability
ESG Inc has very good predictability. Overlapping area represents the amount of predictability between ESG time series from 1st of January 2025 to 30th of June 2025 and 30th of June 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 ESG Inc price movement. The serial correlation of 0.8 indicates that around 80.0% of current ESG price fluctuation can be explain by its past prices.
Correlation Coefficient
0.8
Spearman Rank Test
0.89
Residual Average
0.0
Price Variance
0.2
ESG Inc lagged returns against current returns
Autocorrelation, which is ESG 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 ESG's pink sheet expected returns. We can calculate the autocorrelation of ESG returns to help us make a trade decision. For example, suppose you find that ESG 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
Timeline
ESG 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 ESG pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ESG pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ESG pink sheet over time.
Current vs Lagged Prices
Timeline
ESG Lagged Returns
When evaluating ESG's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ESG pink sheet have on its future price. ESG 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, ESG autocorrelation shows the relationship between ESG pink sheet current value and its past values and can show if there is a momentum factor associated with investing in ESG Inc.