EQUIFAX INC (Germany) Market Value
| EFX Stock | EUR 208.00 18.00 7.96% |
| Symbol | EQUIFAX |
EQUIFAX INC '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 EQUIFAX INC'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 EQUIFAX INC.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in EQUIFAX INC on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding EQUIFAX INC or generate 0.0% return on investment in EQUIFAX INC over 90 days. EQUIFAX INC is related to or competes with OPERA SOFTWARE, ASURE SOFTWARE, Shenandoah Telecommunicatio, PSI Software, Alfa Financial, China Yongda, and Axway Software. More
EQUIFAX INC 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 EQUIFAX INC'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 EQUIFAX INC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.28 | |||
| Information Ratio | 0.0281 | |||
| Maximum Drawdown | 21.69 | |||
| Value At Risk | (2.54) | |||
| Potential Upside | 1.77 |
EQUIFAX INC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for EQUIFAX INC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as EQUIFAX INC's standard deviation. In reality, there are many statistical measures that can use EQUIFAX INC historical prices to predict the future EQUIFAX INC's volatility.| Risk Adjusted Performance | 0.0988 | |||
| Jensen Alpha | 0.0692 | |||
| Total Risk Alpha | (0.21) | |||
| Sortino Ratio | 0.0294 | |||
| Treynor Ratio | 0.2383 |
EQUIFAX INC Backtested Returns
EQUIFAX INC secures Sharpe Ratio (or Efficiency) of -0.0346, which denotes the company had a -0.0346 % return per unit of volatility over the last 3 months. EQUIFAX INC exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm EQUIFAX INC's Market Risk Adjusted Performance of 0.2483, mean deviation of 1.13, and Downside Deviation of 2.28 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.99, which means possible diversification benefits within a given portfolio. EQUIFAX INC returns are very sensitive to returns on the market. As the market goes up or down, EQUIFAX INC is expected to follow. At this point, EQUIFAX INC has a negative expected return of -0.0575%. Please make sure to confirm EQUIFAX INC's skewness, day typical price, and the relationship between the downside variance and daily balance of power , to decide if EQUIFAX INC performance from the past will be repeated at future time.
Auto-correlation | -0.54 |
Good reverse predictability
EQUIFAX INC has good reverse predictability. Overlapping area represents the amount of predictability between EQUIFAX INC time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd of July 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 EQUIFAX INC price movement. The serial correlation of -0.54 indicates that about 54.0% of current EQUIFAX INC price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.54 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 28.75 |
EQUIFAX INC lagged returns against current returns
Autocorrelation, which is EQUIFAX INC 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 EQUIFAX INC's stock expected returns. We can calculate the autocorrelation of EQUIFAX INC returns to help us make a trade decision. For example, suppose you find that EQUIFAX INC 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 |
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EQUIFAX INC 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 EQUIFAX INC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if EQUIFAX INC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in EQUIFAX INC stock over time.
Current vs Lagged Prices |
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EQUIFAX INC Lagged Returns
When evaluating EQUIFAX INC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of EQUIFAX INC stock have on its future price. EQUIFAX INC 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, EQUIFAX INC autocorrelation shows the relationship between EQUIFAX INC stock current value and its past values and can show if there is a momentum factor associated with investing in EQUIFAX INC.
Regressed Prices |
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Thematic Opportunities
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Additional Tools for EQUIFAX Stock Analysis
When running EQUIFAX INC's price analysis, check to measure EQUIFAX INC's 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 EQUIFAX INC is operating at the current time. Most of EQUIFAX INC's value examination focuses on studying past and present price action to predict the probability of EQUIFAX INC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move EQUIFAX INC's price. Additionally, you may evaluate how the addition of EQUIFAX INC to your portfolios can decrease your overall portfolio volatility.