Ese Entertainment Stock Market Value
| ENTEF Stock | USD 0.05 0.01 22.82% |
| Symbol | ESE |
ESE Entertainment '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 ESE Entertainment's otc 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 ESE Entertainment.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in ESE Entertainment on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding ESE Entertainment or generate 0.0% return on investment in ESE Entertainment over 90 days. ESE Entertainment is related to or competes with New Wave, OverActive Media, Network Media, and Victory Square. ESE Entertainment Inc., an entertainment and technology company, focuses on gaming and esports in Europe and internation... More
ESE Entertainment 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 ESE Entertainment's otc 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 ESE Entertainment upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 11.85 | |||
| Information Ratio | 0.0435 | |||
| Maximum Drawdown | 50.5 | |||
| Value At Risk | (12.90) | |||
| Potential Upside | 18.18 |
ESE Entertainment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ESE Entertainment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ESE Entertainment's standard deviation. In reality, there are many statistical measures that can use ESE Entertainment historical prices to predict the future ESE Entertainment's volatility.| Risk Adjusted Performance | 0.0665 | |||
| Jensen Alpha | 0.7541 | |||
| Total Risk Alpha | (1.72) | |||
| Sortino Ratio | 0.0377 | |||
| Treynor Ratio | (1.33) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of ESE Entertainment's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
ESE Entertainment Backtested Returns
ESE Entertainment appears to be out of control, given 3 months investment horizon. ESE Entertainment secures Sharpe Ratio (or Efficiency) of 0.0645, which denotes the company had a 0.0645 % return per unit of return volatility over the last 3 months. By examining ESE Entertainment's technical indicators, you can evaluate if the expected return of 0.66% is justified by implied risk. Please utilize ESE Entertainment's mean deviation of 6.18, and Downside Deviation of 11.85 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, ESE Entertainment holds a performance score of 5. The firm shows a Beta (market volatility) of -0.49, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning ESE Entertainment are expected to decrease at a much lower rate. During the bear market, ESE Entertainment is likely to outperform the market. Please check ESE Entertainment's maximum drawdown, skewness, and the relationship between the total risk alpha and downside variance , to make a quick decision on whether ESE Entertainment's price patterns will revert.
Auto-correlation | -0.65 |
Very good reverse predictability
ESE Entertainment has very good reverse predictability. Overlapping area represents the amount of predictability between ESE Entertainment 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 ESE Entertainment price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current ESE Entertainment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | -0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
ESE Entertainment lagged returns against current returns
Autocorrelation, which is ESE Entertainment otc 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 ESE Entertainment's otc stock expected returns. We can calculate the autocorrelation of ESE Entertainment returns to help us make a trade decision. For example, suppose you find that ESE Entertainment has exhibited high autocorrelation historically, and you observe that the otc 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 |
ESE Entertainment 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 ESE Entertainment otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ESE Entertainment otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ESE Entertainment otc stock over time.
Current vs Lagged Prices |
| Timeline |
ESE Entertainment Lagged Returns
When evaluating ESE Entertainment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ESE Entertainment otc stock have on its future price. ESE Entertainment 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, ESE Entertainment autocorrelation shows the relationship between ESE Entertainment otc stock current value and its past values and can show if there is a momentum factor associated with investing in ESE Entertainment.
Regressed Prices |
| Timeline |
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Other Information on Investing in ESE OTC Stock
ESE Entertainment financial ratios help investors to determine whether ESE OTC 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 ESE with respect to the benefits of owning ESE Entertainment security.