Epsium Enterprise Limited Stock Market Value
| EPSM Stock | 22.84 2.64 13.07% |
| Symbol | Epsium |
Epsium Enterprise Price To Book Ratio
Is Distributors space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Epsium Enterprise. If investors know Epsium will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Epsium Enterprise listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Epsium Enterprise is measured differently than its book value, which is the value of Epsium that is recorded on the company's balance sheet. Investors also form their own opinion of Epsium Enterprise's value that differs from its market value or its book value, called intrinsic value, which is Epsium Enterprise's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Epsium Enterprise's market value can be influenced by many factors that don't directly affect Epsium Enterprise's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Epsium Enterprise's value and its price as these two are different measures arrived at by different means. Investors typically determine if Epsium Enterprise is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Epsium Enterprise's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Epsium Enterprise '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 Epsium Enterprise'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 Epsium Enterprise.
| 03/24/2025 |
| 06/22/2025 |
If you would invest 0.00 in Epsium Enterprise on March 24, 2025 and sell it all today you would earn a total of 0.00 from holding Epsium Enterprise Limited or generate 0.0% return on investment in Epsium Enterprise over 90 days. Epsium Enterprise is related to or competes with Hafnia, Apogee Enterprises, Old Dominion, FlyExclusive,, and Procter Gamble. Epsium Enterprise is entity of United States More
Epsium Enterprise 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 Epsium Enterprise'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 Epsium Enterprise Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.06 | |||
| Information Ratio | 0.3541 | |||
| Maximum Drawdown | 42.82 | |||
| Value At Risk | (4.70) | |||
| Potential Upside | 13.07 |
Epsium Enterprise Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Epsium Enterprise's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Epsium Enterprise's standard deviation. In reality, there are many statistical measures that can use Epsium Enterprise historical prices to predict the future Epsium Enterprise's volatility.| Risk Adjusted Performance | 0.5957 | |||
| Jensen Alpha | 2.93 | |||
| Total Risk Alpha | 2.78 | |||
| Sortino Ratio | 0.5699 | |||
| Treynor Ratio | (3.40) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Epsium Enterprise'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.
Epsium Enterprise Backtested Returns
Epsium Enterprise is slightly risky given 3 months investment horizon. Epsium Enterprise secures Sharpe Ratio (or Efficiency) of 0.36, which denotes the company had a 0.36 % return per unit of risk over the last 3 months. We are able to interpolate and collect thirty different technical indicators, which can help you to evaluate if expected returns of 2.87% are justified by taking the suggested risk. Use Epsium Enterprise Downside Deviation of 5.06, coefficient of variation of 278.91, and Mean Deviation of 5.38 to evaluate company specific risk that cannot be diversified away. Epsium Enterprise holds a performance score of 27 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -0.85, which means possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Epsium Enterprise are expected to decrease slowly. On the other hand, during market turmoil, Epsium Enterprise is expected to outperform it slightly. Use Epsium Enterprise skewness, and the relationship between the value at risk and day median price , to analyze future returns on Epsium Enterprise.
Auto-correlation | 0.86 |
Very good predictability
Epsium Enterprise Limited has very good predictability. Overlapping area represents the amount of predictability between Epsium Enterprise time series from 24th of March 2025 to 8th of May 2025 and 8th of May 2025 to 22nd of June 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 Epsium Enterprise price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Epsium Enterprise price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 8.68 |
Epsium Enterprise lagged returns against current returns
Autocorrelation, which is Epsium Enterprise 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 Epsium Enterprise's stock expected returns. We can calculate the autocorrelation of Epsium Enterprise returns to help us make a trade decision. For example, suppose you find that Epsium Enterprise 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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Epsium Enterprise 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 Epsium Enterprise stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Epsium Enterprise stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Epsium Enterprise stock over time.
Current vs Lagged Prices |
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Epsium Enterprise Lagged Returns
When evaluating Epsium Enterprise's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Epsium Enterprise stock have on its future price. Epsium Enterprise 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, Epsium Enterprise autocorrelation shows the relationship between Epsium Enterprise stock current value and its past values and can show if there is a momentum factor associated with investing in Epsium Enterprise Limited.
Regressed Prices |
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Epsium Enterprise 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.