Experian Plc Pk Stock Market Value
| EXPGY Stock | USD 46.15 0.68 1.45% |
| Symbol | Experian |
Experian Plc '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 Experian Plc's otc 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 Experian Plc.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Experian Plc on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Experian plc PK or generate 0.0% return on investment in Experian Plc over 30 days. Experian Plc is related to or competes with TransUnion, Equifax, Verisk Analytics, Exponent, FTI Consulting, Franklin Covey, and Forrester Research. Experian plc, together with its subsidiaries, operates as a technology company More
Experian Plc 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 Experian Plc's otc 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 Experian plc PK upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 5.63 | |||
| Value At Risk | (2.28) | |||
| Potential Upside | 2.0 |
Experian Plc Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Experian Plc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Experian Plc's standard deviation. In reality, there are many statistical measures that can use Experian Plc historical prices to predict the future Experian Plc's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.19) | |||
| Treynor Ratio | (0.06) |
Experian plc PK Backtested Returns
Experian plc PK secures Sharpe Ratio (or Efficiency) of -0.0395, which denotes the company had a -0.0395% return per unit of risk over the last 3 months. Experian plc PK exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Experian Plc's Mean Deviation of 0.9827, standard deviation of 1.26, and Variance of 1.59 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.35, which means possible diversification benefits within a given portfolio. As returns on the market increase, Experian Plc's returns are expected to increase less than the market. However, during the bear market, the loss of holding Experian Plc is expected to be smaller as well. At this point, Experian plc PK has a negative expected return of -0.0502%. Please make sure to confirm Experian Plc's total risk alpha, kurtosis, as well as the relationship between the Kurtosis and market facilitation index , to decide if Experian plc PK performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.32 |
Below average predictability
Experian plc PK has below average predictability. Overlapping area represents the amount of predictability between Experian Plc time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd 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 Experian plc PK price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current Experian Plc price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.32 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 3.44 |
Experian plc PK lagged returns against current returns
Autocorrelation, which is Experian Plc otc 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 Experian Plc's otc stock expected returns. We can calculate the autocorrelation of Experian Plc returns to help us make a trade decision. For example, suppose you find that Experian Plc has exhibited high autocorrelation historically, and you observe that the otc 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 |
Experian Plc 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 Experian Plc otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Experian Plc otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Experian Plc otc stock over time.
Current vs Lagged Prices |
| Timeline |
Experian Plc Lagged Returns
When evaluating Experian Plc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Experian Plc otc stock have on its future price. Experian Plc 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, Experian Plc autocorrelation shows the relationship between Experian Plc otc stock current value and its past values and can show if there is a momentum factor associated with investing in Experian plc PK.
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 Experian OTC Stock Analysis
When running Experian Plc's price analysis, check to measure Experian Plc'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 Experian Plc is operating at the current time. Most of Experian Plc's value examination focuses on studying past and present price action to predict the probability of Experian Plc's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Experian Plc's price. Additionally, you may evaluate how the addition of Experian Plc to your portfolios can decrease your overall portfolio volatility.