Epam Systems Stock Alpha and Beta Analysis

EPAM Stock  USD 276.37  7.97  2.97%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as EPAM Systems. It also helps investors analyze the systematic and unsystematic risks associated with investing in EPAM Systems over a specified time horizon. Remember, high EPAM Systems' alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to EPAM Systems' market risk premium analysis include:
Beta
2.39
Alpha
(0.38)
Risk
2.24
Sharpe Ratio
(0.04)
Expected Return
(0.1)
Please note that although EPAM Systems alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, EPAM Systems did 0.38  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of EPAM Systems stock's relative risk over its benchmark. EPAM Systems has a beta of 2.39  . As the market goes up, the company is expected to outperform it. However, if the market returns are negative, EPAM Systems will likely underperform. At this time, EPAM Systems' Price Book Value Ratio is very stable compared to the past year. As of the 28th of March 2024, Price Fair Value is likely to grow to 5.46, while Enterprise Value Multiple is likely to drop 18.10.
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
  
Check out EPAM Systems Backtesting, EPAM Systems Valuation, EPAM Systems Correlation, EPAM Systems Hype Analysis, EPAM Systems Volatility, EPAM Systems History and analyze EPAM Systems Performance.
To learn how to invest in EPAM Stock, please use our How to Invest in EPAM Systems guide.

EPAM Systems Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. EPAM Systems market risk premium is the additional return an investor will receive from holding EPAM Systems long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in EPAM Systems. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate EPAM Systems' performance over market.
α-0.38   β2.39

EPAM Systems expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of EPAM Systems' Buy-and-hold return. Our buy-and-hold chart shows how EPAM Systems performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

EPAM Systems Market Price Analysis

Market price analysis indicators help investors to evaluate how EPAM Systems stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading EPAM Systems shares will generate the highest return on investment. By understating and applying EPAM Systems stock market price indicators, traders can identify EPAM Systems position entry and exit signals to maximize returns.

EPAM Systems Return and Market Media

The median price of EPAM Systems for the period between Fri, Dec 29, 2023 and Thu, Mar 28, 2024 is 297.81 with a coefficient of variation of 3.67. The daily time series for the period is distributed with a sample standard deviation of 10.81, arithmetic mean of 294.85, and mean deviation of 8.77. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
       Timeline  
1
Morgan Stanley turns bearish on EPAM citing pricing pressures
01/24/2024
2
EPAM Systems Inc Reports Decline in Q4 and Full Year 2023 Earnings Amid Cost ...
02/15/2024
3
EPAM unveils OSPulse dashboard to track open source engagement
02/22/2024
4
Disposition of 3470 shares by Balazs Fejes of EPAM Systems at 301.93 subject to Rule 16b-3
02/26/2024
5
Disposition of 5350 shares by Lawrence Solomon of EPAM Systems at 112.62 subject to Rule 16b-3
02/27/2024
6
EPAM Systems, Inc. EVP Balazs Fejes Sells 3,470 Shares of Stock
02/29/2024
7
TASK or EPAM Which Is the Better Value Stock Right Now
03/04/2024
8
Disposition of 2000 shares by Jason Peterson of EPAM Systems at 169.13 subject to Rule 16b-3
03/07/2024
9
Uzbekistan Showcases its Position as a Global IT Outsourcing Hub in New York
03/11/2024
10
Disposition of 10000 shares by Arkadiy Dobkin of EPAM Systems at 307.41 subject to Rule 16b-3
03/12/2024
11
Disposition of 1135 shares by Arkadiy Dobkin of EPAM Systems at 304.26 subject to Rule 16b-3
03/13/2024
12
Disposition of 61000 shares by Arkadiy Dobkin of EPAM Systems at 32.08 subject to Rule 16b-3
03/14/2024
13
Does EPAM Systems Have A Healthy Balance Sheet
03/15/2024
14
Guggenheim bullish on EPAM Systems stock on tech demand recovery
03/19/2024
15
Disposition of 240 shares by Viktar Dvorkin of EPAM Systems at 302.24 subject to Rule 16b-3
03/25/2024
16
EPAM buys software company Vates, expands reach in Latin America
03/26/2024

About EPAM Systems Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including EPAM or other stocks. Alpha measures the amount that position in EPAM Systems has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
 2021 2022 2023 2024 (projected)
Price Earnings Ratio81.9746.2442.1230.59
Short Term Coverage Ratios8.6610.7415.3916.16

EPAM Systems Upcoming Company Events

As portrayed in its financial statements, the presentation of EPAM Systems' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, EPAM Systems' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of EPAM Systems' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of EPAM Systems. Please utilize our Beneish M Score to check the likelihood of EPAM Systems' management manipulating its earnings.
15th of February 2024
Upcoming Quarterly Report
View
3rd of May 2024
Next Financial Report
View
31st of December 2023
Next Fiscal Quarter End
View
15th of February 2024
Next Fiscal Year End
View
30th of September 2023
Last Quarter Report
View
31st of December 2022
Last Financial Announcement
View

Build Portfolio with EPAM Systems

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
When determining whether EPAM Systems is a strong investment it is important to analyze EPAM Systems' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact EPAM Systems' future performance. For an informed investment choice regarding EPAM Stock, refer to the following important reports:
Check out EPAM Systems Backtesting, EPAM Systems Valuation, EPAM Systems Correlation, EPAM Systems Hype Analysis, EPAM Systems Volatility, EPAM Systems History and analyze EPAM Systems Performance.
To learn how to invest in EPAM Stock, please use our How to Invest in EPAM Systems guide.
Note that the EPAM Systems information on this page should be used as a complementary analysis to other EPAM Systems' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.

Complementary Tools for EPAM Stock analysis

When running EPAM Systems' price analysis, check to measure EPAM Systems' 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 EPAM Systems is operating at the current time. Most of EPAM Systems' value examination focuses on studying past and present price action to predict the probability of EPAM Systems' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move EPAM Systems' price. Additionally, you may evaluate how the addition of EPAM Systems to your portfolios can decrease your overall portfolio volatility.
Pattern Recognition
Use different Pattern Recognition models to time the market across multiple global exchanges
Funds Screener
Find actively-traded funds from around the world traded on over 30 global exchanges
Stock Screener
Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook.
Portfolio Holdings
Check your current holdings and cash postion to detemine if your portfolio needs rebalancing
Earnings Calls
Check upcoming earnings announcements updated hourly across public exchanges
Companies Directory
Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals
Competition Analyzer
Analyze and compare many basic indicators for a group of related or unrelated entities
Positions Ratings
Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance
My Watchlist Analysis
Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like
Portfolio Backtesting
Avoid under-diversification and over-optimization by backtesting your portfolios
Options Analysis
Analyze and evaluate options and option chains as a potential hedge for your portfolios
EPAM Systems 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.
A focus of EPAM Systems technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of EPAM Systems trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...