Everplay Group (UK) Market Value
| EVPL Stock | 362.00 1.00 0.28% |
| Symbol | Everplay |
Everplay Group '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 Everplay Group'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 Everplay Group.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Everplay Group on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Everplay Group PLC or generate 0.0% return on investment in Everplay Group over 90 days. Everplay Group is related to or competes with Young Cos, LPKF Laser, Impax Asset, Seraphim Space, BE Semiconductor, Monks Investment, and Schroders Investment. Everplay Group is entity of United Kingdom More
Everplay Group 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 Everplay Group'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 Everplay Group PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.26 | |||
| Information Ratio | 0.144 | |||
| Maximum Drawdown | 18.18 | |||
| Value At Risk | (3.17) | |||
| Potential Upside | 5.0 |
Everplay Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Everplay Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Everplay Group's standard deviation. In reality, there are many statistical measures that can use Everplay Group historical prices to predict the future Everplay Group's volatility.| Risk Adjusted Performance | 0.1866 | |||
| Jensen Alpha | 0.5845 | |||
| Total Risk Alpha | 0.1303 | |||
| Sortino Ratio | 0.1904 | |||
| Treynor Ratio | (4.21) |
Everplay Group PLC Backtested Returns
Everplay Group appears to be very steady, given 3 months investment horizon. Everplay Group PLC secures Sharpe Ratio (or Efficiency) of 0.16, which denotes the company had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Everplay Group PLC, which you can use to evaluate the volatility of the firm. Please utilize Everplay Group's Coefficient Of Variation of 518.57, downside deviation of 2.26, and Mean Deviation of 2.07 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Everplay Group holds a performance score of 12. The firm shows a Beta (market volatility) of -0.13, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Everplay Group are expected to decrease at a much lower rate. During the bear market, Everplay Group is likely to outperform the market. Please check Everplay Group's coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to make a quick decision on whether Everplay Group's price patterns will revert.
Auto-correlation | 0.80 |
Very good predictability
Everplay Group PLC has very good predictability. Overlapping area represents the amount of predictability between Everplay Group time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Everplay Group PLC price movement. The serial correlation of 0.8 indicates that around 80.0% of current Everplay Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 712.48 |
Everplay Group PLC lagged returns against current returns
Autocorrelation, which is Everplay Group 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 Everplay Group's stock expected returns. We can calculate the autocorrelation of Everplay Group returns to help us make a trade decision. For example, suppose you find that Everplay Group 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 |
Everplay Group 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 Everplay Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Everplay Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Everplay Group stock over time.
Current vs Lagged Prices |
| Timeline |
Everplay Group Lagged Returns
When evaluating Everplay Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Everplay Group stock have on its future price. Everplay Group 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, Everplay Group autocorrelation shows the relationship between Everplay Group stock current value and its past values and can show if there is a momentum factor associated with investing in Everplay Group PLC.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Everplay Stock Analysis
When running Everplay Group's price analysis, check to measure Everplay Group'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 Everplay Group is operating at the current time. Most of Everplay Group's value examination focuses on studying past and present price action to predict the probability of Everplay Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Everplay Group's price. Additionally, you may evaluate how the addition of Everplay Group to your portfolios can decrease your overall portfolio volatility.