Eos Inc Stock Market Value
| EOSS Stock | USD 0.03 0 6.25% |
| Symbol | EOS |
EOS '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 EOS's pink sheet 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 EOS.
| 03/20/2024 |
| 04/19/2024 |
If you would invest 0.00 in EOS on March 20, 2024 and sell it all today you would earn a total of 0.00 from holding EOS Inc or generate 0.0% return on investment in EOS over 30 days. EOS is related to or competes with Church Dwight, LOreal Co, Estee Lauder, Inter Parfums, and European Wax. EOS, Inc., through its subsidiaries, markets and distributes various consumer products in the Peoples Republic of China,... More
EOS 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 EOS's pink sheet 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 EOS Inc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.23) | |||
| Maximum Drawdown | 99.0 | |||
| Value At Risk | (28.57) | |||
| Potential Upside | 11.11 |
EOS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for EOS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as EOS's standard deviation. In reality, there are many statistical measures that can use EOS historical prices to predict the future EOS's volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (3.10) | |||
| Total Risk Alpha | (4.58) | |||
| Treynor Ratio | 1.71 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of EOS'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.
EOS Inc Backtested Returns
EOS Inc secures Sharpe Ratio (or Efficiency) of -0.23, which denotes the company had a -0.23% return per unit of volatility over the last 3 months. EOS Inc exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm EOS's Mean Deviation of 7.94, market risk adjusted performance of 1.72, and Standard Deviation of 14.41 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -1.88, which means a somewhat significant risk relative to the market. As returns on the market increase, returns on owning EOS are expected to decrease by larger amounts. On the other hand, during market turmoil, EOS is expected to outperform it. EOS Inc has an expected return of -3.41%. Please make sure to confirm EOS Inc jensen alpha and daily balance of power , to decide if EOS Inc performance from the past will be repeated at future time.
Auto-correlation | 0.56 |
Modest predictability
EOS Inc has modest predictability. Overlapping area represents the amount of predictability between EOS time series from 20th of March 2024 to 4th of April 2024 and 4th of April 2024 to 19th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of EOS Inc price movement. The serial correlation of 0.56 indicates that roughly 56.0% of current EOS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.56 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
EOS Inc lagged returns against current returns
Autocorrelation, which is EOS pink sheet'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 EOS's pink sheet expected returns. We can calculate the autocorrelation of EOS returns to help us make a trade decision. For example, suppose you find that EOS has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
EOS 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 EOS pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if EOS pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in EOS pink sheet over time.
Current vs Lagged Prices |
| Timeline |
EOS Lagged Returns
When evaluating EOS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of EOS pink sheet have on its future price. EOS 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, EOS autocorrelation shows the relationship between EOS pink sheet current value and its past values and can show if there is a momentum factor associated with investing in EOS Inc.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards EOS in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, EOS's short interest history, or implied volatility extrapolated from EOS options trading.
Pair Trading with EOS
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if EOS position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in EOS will appreciate offsetting losses from the drop in the long position's value.Moving against EOS Pink Sheet
| 0.85 | FIX | Comfort Systems USA Earnings Call This Week | PairCorr |
| 0.83 | EL | Estee Lauder Companies Buyout Trend | PairCorr |
| 0.82 | ENTG | Entegris Financial Report 9th of May 2024 | PairCorr |
| 0.8 | CL | Colgate Palmolive Earnings Call This Week | PairCorr |
| 0.67 | PG | Procter Gamble Earnings Call Today | PairCorr |
The ability to find closely correlated positions to EOS could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace EOS when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back EOS - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling EOS Inc to buy it.
The correlation of EOS is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as EOS moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if EOS Inc moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for EOS can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out EOS Correlation, EOS Volatility and EOS Alpha and Beta module to complement your research on EOS. You can also try the Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
Complementary Tools for EOS Pink Sheet analysis
When running EOS's price analysis, check to measure EOS'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 EOS is operating at the current time. Most of EOS's value examination focuses on studying past and present price action to predict the probability of EOS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move EOS's price. Additionally, you may evaluate how the addition of EOS to your portfolios can decrease your overall portfolio volatility.
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EOS technical pink sheet 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, pink sheet market cycles, or different charting patterns.