Embark Early (Australia) Market Value
| EVO Stock | 0.68 0.01 1.49% |
| Symbol | Embark |
Embark Early '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 Embark Early'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 Embark Early.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Embark Early on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Embark Early Education or generate 0.0% return on investment in Embark Early over 90 days. Embark Early is related to or competes with Coast Entertainment, Ras Technology, Technology One, Infomedia, Betr Entertainment, and Arn Media. Embark Early is entity of Australia. It is traded as Stock on AU exchange. More
Embark Early 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 Embark Early'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 Embark Early Education upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 7.23 | |||
| Value At Risk | (2.82) | |||
| Potential Upside | 2.86 |
Embark Early Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Embark Early's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Embark Early's standard deviation. In reality, there are many statistical measures that can use Embark Early historical prices to predict the future Embark Early's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.29) | |||
| Treynor Ratio | 0.3761 |
Embark Early Education Backtested Returns
Embark Early Education secures Sharpe Ratio (or Efficiency) of -0.0195, which denotes the company had a -0.0195 % return per unit of standard deviation over the last 3 months. Embark Early Education exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Embark Early's Mean Deviation of 1.21, standard deviation of 1.65, and Coefficient Of Variation of (3,176) to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.16, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Embark Early are expected to decrease at a much lower rate. During the bear market, Embark Early is likely to outperform the market. At this point, Embark Early Education has a negative expected return of -0.0324%. Please make sure to confirm Embark Early's market risk adjusted performance, coefficient of variation, jensen alpha, as well as the relationship between the mean deviation and standard deviation , to decide if Embark Early Education performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.12 |
Insignificant reverse predictability
Embark Early Education has insignificant reverse predictability. Overlapping area represents the amount of predictability between Embark Early time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Embark Early Education price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Embark Early price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Embark Early Education lagged returns against current returns
Autocorrelation, which is Embark Early 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 Embark Early's stock expected returns. We can calculate the autocorrelation of Embark Early returns to help us make a trade decision. For example, suppose you find that Embark Early 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 |
| Timeline |
Embark Early 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 Embark Early stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Embark Early stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Embark Early stock over time.
Current vs Lagged Prices |
| Timeline |
Embark Early Lagged Returns
When evaluating Embark Early's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Embark Early stock have on its future price. Embark Early 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, Embark Early autocorrelation shows the relationship between Embark Early stock current value and its past values and can show if there is a momentum factor associated with investing in Embark Early Education.
Regressed Prices |
| Timeline |
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Additional Tools for Embark Stock Analysis
When running Embark Early's price analysis, check to measure Embark Early'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 Embark Early is operating at the current time. Most of Embark Early's value examination focuses on studying past and present price action to predict the probability of Embark Early's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Embark Early's price. Additionally, you may evaluate how the addition of Embark Early to your portfolios can decrease your overall portfolio volatility.