EPAM Systems Performance

EPAM -- USA Stock  

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On a scale of 0 to 100 EPAM Systems holds performance score of 6. The firm owns Beta (Systematic Risk) of 1.6047 which denotes to the fact that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, EPAM Systems will likely underperform. Although it is extremely important to respect EPAM Systems existing price patterns, it is better to be realistic regarding the information on equity price patterns. The philosophy in predicting future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By reviewing EPAM Systems technical indicators you can right now evaluate if the expected return of 0.2115% will be sustainable into the future. Please utilizes EPAM Systems Value At Risk, Daily Balance Of Power and the relationship between Total Risk Alpha and Expected Short fall to make a quick decision on weather EPAM Systems current price history will revert.
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Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in EPAM Systems are ranked lower than 6 (%) of all global equities and portfolios over the last 30 days. Even with considerably unsteady technical indicators, EPAM Systems revealed solid returns over the last few months and may actually be approaching a breakup point.
Quick Ratio4.29
Fifty Two Week Low104.77
Target High Price247.00
Fifty Two Week High214.85
Target Low Price165.00
Horizon     30 Days    Login   to change

EPAM Systems Relative Risk vs. Return Landscape

If you would invest  18,417  in EPAM Systems on November 11, 2019 and sell it today you would earn a total of  2,365  from holding EPAM Systems or generate 12.84% return on investment over 30 days. EPAM Systems is currently generating 0.2115% of daily expected returns and assumes 2.1282% risk (volatility on return distribution) over the 30 days horizon. In different words, 19% of equities are less volatile than EPAM Systems and 96% of traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.
 Daily Expected Return (%) 
      Risk (%) 
Given the investment horizon of 30 days, EPAM Systems is expected to generate 3.5 times more return on investment than the market. However, the company is 3.5 times more volatile than its market benchmark. It trades about 0.1 of its potential returns per unit of risk. The DOW is currently generating roughly 0.06 per unit of risk.

EPAM Systems Market Risk Analysis

Sharpe Ratio = 0.0994
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EPAM Systems Relative Performance Indicators

Estimated Market Risk
 2.13
  actual daily
 
 19 %
of total potential
 
1919
Expected Return
 0.21
  actual daily
 
 3 %
of total potential
 
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Risk-Adjusted Return
 0.1
  actual daily
 
 6 %
of total potential
 
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Based on monthly moving average EPAM Systems is performing at about 6% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of EPAM Systems by adding it to a well-diversified portfolio.

EPAM Systems Alerts

Equity Alerts and Improvement Suggestions

Additionally see Investing Opportunities. Please also try Bollinger Bands module to use bollinger bands indicator to analyze target price for a given investing horizon.
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