Draper Esprit (UK) Market Value
| GROW Stock | 346.00 10.60 2.97% |
| Symbol | Draper |
Draper Esprit '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 Draper Esprit'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 Draper Esprit.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Draper Esprit on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Draper Esprit PLC or generate 0.0% return on investment in Draper Esprit over 90 days. Draper Esprit is related to or competes with Eastman Chemical, Smarttech247 Group, Naked Wines, Aptitude Software, Air Products, and PureTech Health. Draper Esprit is entity of United Kingdom More
Draper Esprit 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 Draper Esprit'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 Draper Esprit PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.25 | |||
| Information Ratio | 0.1229 | |||
| Maximum Drawdown | 10.98 | |||
| Value At Risk | (3.70) | |||
| Potential Upside | 5.57 |
Draper Esprit Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Draper Esprit's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Draper Esprit's standard deviation. In reality, there are many statistical measures that can use Draper Esprit historical prices to predict the future Draper Esprit's volatility.| Risk Adjusted Performance | 0.1781 | |||
| Jensen Alpha | 0.4311 | |||
| Total Risk Alpha | (0.0008) | |||
| Sortino Ratio | 0.1455 | |||
| Treynor Ratio | 1.3 |
Draper Esprit PLC Backtested Returns
Draper Esprit appears to be very steady, given 3 months investment horizon. Draper Esprit PLC secures Sharpe Ratio (or Efficiency) of 0.15, which denotes the company had a 0.15 % return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Draper Esprit PLC, which you can use to evaluate the volatility of the firm. Please utilize Draper Esprit's Semi Deviation of 1.98, mean deviation of 2.13, and Downside Deviation of 2.25 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Draper Esprit holds a performance score of 11. The firm shows a Beta (market volatility) of 0.38, which means possible diversification benefits within a given portfolio. As returns on the market increase, Draper Esprit's returns are expected to increase less than the market. However, during the bear market, the loss of holding Draper Esprit is expected to be smaller as well. Please check Draper Esprit's market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to make a quick decision on whether Draper Esprit's price patterns will revert.
Auto-correlation | 0.65 |
Good predictability
Draper Esprit PLC has good predictability. Overlapping area represents the amount of predictability between Draper Esprit 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 Draper Esprit PLC price movement. The serial correlation of 0.65 indicates that roughly 65.0% of current Draper Esprit price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.65 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 439.06 |
Draper Esprit PLC lagged returns against current returns
Autocorrelation, which is Draper Esprit 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 Draper Esprit's stock expected returns. We can calculate the autocorrelation of Draper Esprit returns to help us make a trade decision. For example, suppose you find that Draper Esprit 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 |
Draper Esprit 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 Draper Esprit stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Draper Esprit stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Draper Esprit stock over time.
Current vs Lagged Prices |
| Timeline |
Draper Esprit Lagged Returns
When evaluating Draper Esprit's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Draper Esprit stock have on its future price. Draper Esprit 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, Draper Esprit autocorrelation shows the relationship between Draper Esprit stock current value and its past values and can show if there is a momentum factor associated with investing in Draper Esprit 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 Draper Stock Analysis
When running Draper Esprit's price analysis, check to measure Draper Esprit'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 Draper Esprit is operating at the current time. Most of Draper Esprit's value examination focuses on studying past and present price action to predict the probability of Draper Esprit's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Draper Esprit's price. Additionally, you may evaluate how the addition of Draper Esprit to your portfolios can decrease your overall portfolio volatility.