EPAM Systems (Germany) Technical Analysis
| E3M Stock | EUR 177.90 2.60 1.48% |
As of the 3rd of February, EPAM Systems owns the Market Risk Adjusted Performance of 0.4987, downside deviation of 2.07, and Coefficient Of Variation of 544.88. EPAM Systems technical analysis allows you to utilize past data patterns in order to determine a pattern that computes the direction of the firm's future prices. Please confirm EPAM Systems semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation to decide if EPAM Systems is priced favorably, providing market reflects its prevailing price of 177.9 per share.
EPAM Systems Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as EPAM, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to EPAMEPAM |
EPAM Systems '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 EPAM Systems' 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 EPAM Systems.
| 11/05/2025 |
| 02/03/2026 |
If you would invest 0.00 in EPAM Systems on November 5, 2025 and sell it all today you would earn a total of 0.00 from holding EPAM Systems or generate 0.0% return on investment in EPAM Systems over 90 days. EPAM Systems is related to or competes with TAL Education, Perseus Mining, CHINA EDUCATION, Coeur Mining, British American, Strategic Education, and American Public. EPAM Systems, Inc. provides software product development and digital platform engineering services primarily in North Am... More
EPAM Systems 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 EPAM Systems' 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 EPAM Systems upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.07 | |||
| Information Ratio | 0.1578 | |||
| Maximum Drawdown | 10.23 | |||
| Value At Risk | (3.00) | |||
| Potential Upside | 4.42 |
EPAM Systems Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for EPAM Systems' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as EPAM Systems' standard deviation. In reality, there are many statistical measures that can use EPAM Systems historical prices to predict the future EPAM Systems' volatility.| Risk Adjusted Performance | 0.1411 | |||
| Jensen Alpha | 0.3518 | |||
| Total Risk Alpha | 0.2528 | |||
| Sortino Ratio | 0.1657 | |||
| Treynor Ratio | 0.4887 |
EPAM Systems February 3, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1411 | |||
| Market Risk Adjusted Performance | 0.4987 | |||
| Mean Deviation | 1.71 | |||
| Semi Deviation | 1.78 | |||
| Downside Deviation | 2.07 | |||
| Coefficient Of Variation | 544.88 | |||
| Standard Deviation | 2.17 | |||
| Variance | 4.71 | |||
| Information Ratio | 0.1578 | |||
| Jensen Alpha | 0.3518 | |||
| Total Risk Alpha | 0.2528 | |||
| Sortino Ratio | 0.1657 | |||
| Treynor Ratio | 0.4887 | |||
| Maximum Drawdown | 10.23 | |||
| Value At Risk | (3.00) | |||
| Potential Upside | 4.42 | |||
| Downside Variance | 4.27 | |||
| Semi Variance | 3.18 | |||
| Expected Short fall | (1.86) | |||
| Skewness | 0.0577 | |||
| Kurtosis | 0.0618 |
EPAM Systems Backtested Returns
EPAM Systems appears to be very steady, given 3 months investment horizon. EPAM Systems retains Efficiency (Sharpe Ratio) of 0.2, which denotes the company had a 0.2 % return per unit of risk over the last 3 months. We have found thirty technical indicators for EPAM Systems, which you can use to evaluate the volatility of the firm. Please utilize EPAM Systems' Coefficient Of Variation of 544.88, downside deviation of 2.07, and Market Risk Adjusted Performance of 0.4987 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, EPAM Systems holds a performance score of 15. The firm owns a Beta (Systematic Risk) of 0.79, 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, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to make a quick decision on whether EPAM Systems' current price history will revert.
Auto-correlation | -0.09 |
Very weak reverse predictability
EPAM Systems has very weak reverse predictability. Overlapping area represents the amount of predictability between EPAM Systems time series from 5th of November 2025 to 20th of December 2025 and 20th of December 2025 to 3rd of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of EPAM Systems price movement. The serial correlation of -0.09 indicates that less than 9.0% of current EPAM Systems price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 21.81 |
EPAM Systems technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
EPAM Systems Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Normalized Average True Range is used to analyze tradable apportunities for EPAM Systems across different markets.
About EPAM Systems Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of EPAM Systems on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of EPAM Systems based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on EPAM Systems price pattern first instead of the macroeconomic environment surrounding EPAM Systems. By analyzing EPAM Systems's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of EPAM Systems's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to EPAM Systems specific price patterns or momentum indicators. Please read more on our technical analysis page.
EPAM Systems February 3, 2026 Technical Indicators
Most technical analysis of EPAM help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for EPAM from various momentum indicators to cycle indicators. When you analyze EPAM charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1411 | |||
| Market Risk Adjusted Performance | 0.4987 | |||
| Mean Deviation | 1.71 | |||
| Semi Deviation | 1.78 | |||
| Downside Deviation | 2.07 | |||
| Coefficient Of Variation | 544.88 | |||
| Standard Deviation | 2.17 | |||
| Variance | 4.71 | |||
| Information Ratio | 0.1578 | |||
| Jensen Alpha | 0.3518 | |||
| Total Risk Alpha | 0.2528 | |||
| Sortino Ratio | 0.1657 | |||
| Treynor Ratio | 0.4887 | |||
| Maximum Drawdown | 10.23 | |||
| Value At Risk | (3.00) | |||
| Potential Upside | 4.42 | |||
| Downside Variance | 4.27 | |||
| Semi Variance | 3.18 | |||
| Expected Short fall | (1.86) | |||
| Skewness | 0.0577 | |||
| Kurtosis | 0.0618 |
EPAM Systems February 3, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as EPAM stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.04 | ||
| Daily Balance Of Power | 0.37 | ||
| Rate Of Daily Change | 1.01 | ||
| Day Median Price | 177.13 | ||
| Day Typical Price | 177.38 | ||
| Price Action Indicator | 2.08 | ||
| Market Facilitation Index | 7.05 |
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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