Eagle Eye (UK) Market Value
| EYE Stock | 362.00 2.00 0.55% |
| Symbol | Eagle |
Eagle Eye '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 Eagle Eye'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 Eagle Eye.
| 09/03/2024 |
| 01/31/2025 |
If you would invest 0.00 in Eagle Eye on September 3, 2024 and sell it all today you would earn a total of 0.00 from holding Eagle Eye Solutions or generate 0.0% return on investment in Eagle Eye over 150 days. Eagle Eye is related to or competes with Charter Communications, Diversified Energy, Zoom Video, Schroders Investment, Cairo Communication, Aberdeen Diversified, and Global Net. Eagle Eye is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Eagle Eye 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 Eagle Eye'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 Eagle Eye Solutions upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 27.11 | |||
| Value At Risk | (2.37) | |||
| Potential Upside | 2.78 |
Eagle Eye Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Eagle Eye's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Eagle Eye's standard deviation. In reality, there are many statistical measures that can use Eagle Eye historical prices to predict the future Eagle Eye's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.20) | |||
| Total Risk Alpha | (0.65) | |||
| Treynor Ratio | 0.265 |
Eagle Eye Solutions Backtested Returns
Eagle Eye Solutions secures Sharpe Ratio (or Efficiency) of -0.11, which denotes the company had a -0.11 % return per unit of risk over the last 3 months. Eagle Eye Solutions exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Eagle Eye's Variance of 10.21, standard deviation of 3.19, and Mean Deviation of 1.13 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -1.15, which means a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Eagle Eye are expected to decrease by larger amounts. On the other hand, during market turmoil, Eagle Eye is expected to outperform it. At this point, Eagle Eye Solutions has a negative expected return of -0.36%. Please make sure to confirm Eagle Eye's standard deviation, maximum drawdown, kurtosis, as well as the relationship between the total risk alpha and potential upside , to decide if Eagle Eye Solutions performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.02 |
Very weak reverse predictability
Eagle Eye Solutions has very weak reverse predictability. Overlapping area represents the amount of predictability between Eagle Eye time series from 3rd of September 2024 to 17th of November 2024 and 17th of November 2024 to 31st of January 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 Eagle Eye Solutions price movement. The serial correlation of -0.02 indicates that only 2.0% of current Eagle Eye price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 2074.39 |
Eagle Eye Solutions lagged returns against current returns
Autocorrelation, which is Eagle Eye 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 Eagle Eye's stock expected returns. We can calculate the autocorrelation of Eagle Eye returns to help us make a trade decision. For example, suppose you find that Eagle Eye 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 |
Eagle Eye 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 Eagle Eye stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Eagle Eye stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Eagle Eye stock over time.
Current vs Lagged Prices |
| Timeline |
Eagle Eye Lagged Returns
When evaluating Eagle Eye's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Eagle Eye stock have on its future price. Eagle Eye 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, Eagle Eye autocorrelation shows the relationship between Eagle Eye stock current value and its past values and can show if there is a momentum factor associated with investing in Eagle Eye Solutions.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Eagle Stock
Eagle Eye financial ratios help investors to determine whether Eagle 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 Eagle with respect to the benefits of owning Eagle Eye security.