EPC Groupe (France) Market Value
| EXPL Stock | EUR 187.00 1.50 0.80% |
| Symbol | EPC |
EPC Groupe '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 EPC Groupe'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 EPC Groupe.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in EPC Groupe on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding EPC Groupe or generate 0.0% return on investment in EPC Groupe over 30 days. EPC Groupe is related to or competes with Robertet, Grard Perrier, Samse SA, Manitou BF, Ossiam Minimum, Ekinops SA, and Orapi SA. EPC Groupe engages in the manufacture, storage, and distribution of explosives in Europe, Africa, the Middle East, and i... More
EPC Groupe 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 EPC Groupe'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 EPC Groupe upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.18 | |||
| Information Ratio | 0.1016 | |||
| Maximum Drawdown | 26.82 | |||
| Value At Risk | (2.43) | |||
| Potential Upside | 4.19 |
EPC Groupe Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for EPC Groupe's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as EPC Groupe's standard deviation. In reality, there are many statistical measures that can use EPC Groupe historical prices to predict the future EPC Groupe's volatility.| Risk Adjusted Performance | 0.1141 | |||
| Jensen Alpha | 0.3753 | |||
| Total Risk Alpha | 0.0172 | |||
| Sortino Ratio | 0.0913 | |||
| Treynor Ratio | 2.65 |
EPC Groupe Backtested Returns
EPC Groupe appears to be very steady, given 3 months investment horizon. EPC Groupe retains Efficiency (Sharpe Ratio) of 0.14, which denotes the company had a 0.14% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for EPC Groupe, which you can use to evaluate the volatility of the firm. Please utilize EPC Groupe's Downside Deviation of 3.18, coefficient of variation of 714.61, and Market Risk Adjusted Performance of 2.66 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, EPC Groupe holds a performance score of 10. The firm owns a Beta (Systematic Risk) of 0.15, which means not very significant fluctuations relative to the market. As returns on the market increase, EPC Groupe's returns are expected to increase less than the market. However, during the bear market, the loss of holding EPC Groupe is expected to be smaller as well. Please check EPC Groupe's mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether EPC Groupe's current price history will revert.
Auto-correlation | -0.39 |
Poor reverse predictability
EPC Groupe has poor reverse predictability. Overlapping area represents the amount of predictability between EPC Groupe 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 EPC Groupe price movement. The serial correlation of -0.39 indicates that just about 39.0% of current EPC Groupe price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.39 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 15.31 |
EPC Groupe lagged returns against current returns
Autocorrelation, which is EPC Groupe 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 EPC Groupe's stock expected returns. We can calculate the autocorrelation of EPC Groupe returns to help us make a trade decision. For example, suppose you find that EPC Groupe 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 |
EPC Groupe 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 EPC Groupe stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if EPC Groupe stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in EPC Groupe stock over time.
Current vs Lagged Prices |
| Timeline |
EPC Groupe Lagged Returns
When evaluating EPC Groupe's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of EPC Groupe stock have on its future price. EPC Groupe 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, EPC Groupe autocorrelation shows the relationship between EPC Groupe stock current value and its past values and can show if there is a momentum factor associated with investing in EPC Groupe.
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.Other Information on Investing in EPC Stock
EPC Groupe financial ratios help investors to determine whether EPC Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in EPC with respect to the benefits of owning EPC Groupe security.