EPAM Systems (Brazil) Performance
| E2PA34 Stock | 19.32 0.07 0.36% |
On a scale of 0 to 100, EPAM Systems holds a performance score of 26. The firm owns a Beta (Systematic Risk) of 0.82, which means possible diversification benefits within a given portfolio. As returns on the market increase, EPAM Systems' returns are expected to increase less than the market. However, during the bear market, the loss of holding EPAM Systems is expected to be smaller as well. Please check EPAM Systems' market risk adjusted performance, downside deviation, standard deviation, as well as the relationship between the mean deviation and coefficient of variation , to make a quick decision on whether EPAM Systems' current price history will revert.
Risk-Adjusted Performance
Strong
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in EPAM Systems are ranked lower than 26 (%) of all global equities and portfolios over the last 90 days. Despite somewhat uncertain basic indicators, EPAM Systems sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
EPAM |
EPAM Systems Relative Risk vs. Return Landscape
If you would invest 1,399 in EPAM Systems on October 22, 2025 and sell it today you would earn a total of 533.00 from holding EPAM Systems or generate 38.1% return on investment over 90 days. EPAM Systems is generating 0.5618% of daily returns and assumes 1.6601% volatility on return distribution over the 90 days horizon. Simply put, 14% of stocks are less volatile than EPAM, and 89% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
EPAM Systems Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for EPAM Systems' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as EPAM Systems, and traders can use it to determine the average amount a EPAM Systems' price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.3384
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Estimated Market Risk
| 1.66 actual daily | 14 86% of assets are more volatile |
Expected Return
| 0.56 actual daily | 11 89% of assets have higher returns |
Risk-Adjusted Return
| 0.34 actual daily | 26 74% of assets perform better |
Based on monthly moving average EPAM Systems is performing at about 26% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of EPAM Systems by adding it to a well-diversified portfolio.
Things to note about EPAM Systems performance evaluation
Checking the ongoing alerts about EPAM Systems for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for EPAM Systems help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating EPAM Systems' performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate EPAM Systems' stock performance include:- Analyzing EPAM Systems' financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether EPAM Systems' stock is overvalued or undervalued compared to its peers.
- Examining EPAM Systems' industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating EPAM Systems' management team can have a significant impact on its success or failure. Reviewing the track record and experience of EPAM Systems' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of EPAM Systems' stock. These opinions can provide insight into EPAM Systems' potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for EPAM Stock analysis
When running EPAM Systems' price analysis, check to measure EPAM Systems' 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 EPAM Systems is operating at the current time. Most of EPAM Systems' value examination focuses on studying past and present price action to predict the probability of EPAM Systems' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move EPAM Systems' price. Additionally, you may evaluate how the addition of EPAM Systems to your portfolios can decrease your overall portfolio volatility.
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