Experian Plc (Germany) Market Value
| J2B Stock | EUR 44.80 1.20 2.61% |
| 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 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.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Experian Plc on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Experian plc or generate 0.0% return on investment in Experian Plc over 30 days. Experian Plc is related to or competes with Paychex, and Equifax. 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 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 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.66 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 8.45 | |||
| Value At Risk | (1.85) | |||
| Potential Upside | 2.23 |
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 | 0.0489 | |||
| Jensen Alpha | 0.0389 | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.2767 |
Experian plc Backtested Returns
At this point, Experian Plc is very steady. Experian plc secures Sharpe Ratio (or Efficiency) of 0.0418, which denotes the company had a 0.0418% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Experian plc, which you can use to evaluate the volatility of the firm. Please confirm Experian Plc's Coefficient Of Variation of 1714.51, mean deviation of 0.959, and Downside Deviation of 1.66 to check if the risk estimate we provide is consistent with the expected return of 0.0597%. Experian Plc has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.25, which means not very significant fluctuations relative to the market. 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. Experian plc right now shows a risk of 1.43%. Please confirm Experian plc sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if Experian plc will be following its price patterns.
Auto-correlation | 0.72 |
Good predictability
Experian plc has good predictability. Overlapping area represents the amount of predictability between Experian Plc time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th 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 price movement. The serial correlation of 0.72 indicates that around 72.0% of current Experian Plc price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | -0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 1.61 |
Experian plc lagged returns against current returns
Autocorrelation, which is Experian Plc 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 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 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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Experian Plc 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 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 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 stock current value and its past values and can show if there is a momentum factor associated with investing in Experian plc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Experian Stock
Experian Plc financial ratios help investors to determine whether Experian 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 Experian with respect to the benefits of owning Experian Plc security.