EMPLOYERS HLDGS (Germany) Market Value
| YGB Stock | EUR 49.20 0.40 0.81% |
| Symbol | EMPLOYERS |
EMPLOYERS HLDGS '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 EMPLOYERS HLDGS'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 EMPLOYERS HLDGS.
| 02/02/2025 |
| 03/04/2025 |
If you would invest 0.00 in EMPLOYERS HLDGS on February 2, 2025 and sell it all today you would earn a total of 0.00 from holding EMPLOYERS HLDGS DL or generate 0.0% return on investment in EMPLOYERS HLDGS over 30 days. EMPLOYERS HLDGS is related to or competes with Mapfre SA, First American, MGIC Investment, Assured Guaranty, Radian, Nib Holdings, and Trupanion. Employers Holdings, Inc., through its subsidiaries, operates in the commercial property and casualty insurance industry ... More
EMPLOYERS HLDGS 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 EMPLOYERS HLDGS'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 EMPLOYERS HLDGS DL upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0271 | |||
| Maximum Drawdown | 5.58 | |||
| Value At Risk | (2.12) | |||
| Potential Upside | 2.0 |
EMPLOYERS HLDGS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for EMPLOYERS HLDGS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as EMPLOYERS HLDGS's standard deviation. In reality, there are many statistical measures that can use EMPLOYERS HLDGS historical prices to predict the future EMPLOYERS HLDGS's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | 0.0737 | |||
| Treynor Ratio | 0.1573 |
EMPLOYERS HLDGS DL Backtested Returns
EMPLOYERS HLDGS DL secures Sharpe Ratio (or Efficiency) of -0.0277, which denotes the company had a -0.0277 % return per unit of risk over the last 3 months. EMPLOYERS HLDGS DL exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm EMPLOYERS HLDGS's Standard Deviation of 1.24, coefficient of variation of (7,378), and Mean Deviation of 0.9187 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.17, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning EMPLOYERS HLDGS are expected to decrease at a much lower rate. During the bear market, EMPLOYERS HLDGS is likely to outperform the market. At this point, EMPLOYERS HLDGS DL has a negative expected return of -0.0354%. Please make sure to confirm EMPLOYERS HLDGS's skewness, daily balance of power, and the relationship between the potential upside and kurtosis , to decide if EMPLOYERS HLDGS DL performance from the past will be repeated at future time.
Auto-correlation | -0.76 |
Almost perfect reverse predictability
EMPLOYERS HLDGS DL has almost perfect reverse predictability. Overlapping area represents the amount of predictability between EMPLOYERS HLDGS time series from 2nd of February 2025 to 17th of February 2025 and 17th of February 2025 to 4th of March 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 EMPLOYERS HLDGS DL price movement. The serial correlation of -0.76 indicates that around 76.0% of current EMPLOYERS HLDGS price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.76 | |
| Spearman Rank Test | -0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 1.25 |
EMPLOYERS HLDGS DL lagged returns against current returns
Autocorrelation, which is EMPLOYERS HLDGS 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 EMPLOYERS HLDGS's stock expected returns. We can calculate the autocorrelation of EMPLOYERS HLDGS returns to help us make a trade decision. For example, suppose you find that EMPLOYERS HLDGS 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 |
EMPLOYERS HLDGS 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 EMPLOYERS HLDGS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if EMPLOYERS HLDGS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in EMPLOYERS HLDGS stock over time.
Current vs Lagged Prices |
| Timeline |
EMPLOYERS HLDGS Lagged Returns
When evaluating EMPLOYERS HLDGS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of EMPLOYERS HLDGS stock have on its future price. EMPLOYERS HLDGS 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, EMPLOYERS HLDGS autocorrelation shows the relationship between EMPLOYERS HLDGS stock current value and its past values and can show if there is a momentum factor associated with investing in EMPLOYERS HLDGS DL.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in EMPLOYERS Stock
EMPLOYERS HLDGS financial ratios help investors to determine whether EMPLOYERS 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 EMPLOYERS with respect to the benefits of owning EMPLOYERS HLDGS security.