Epam Systems Stock Probability of Future Stock Price Finishing Under 230.3
| EPAM Stock | USD 247.22 1.78 0.71% |
Closest to current price EPAM long CALL Option Payoff at Expiration
EPAM |
EPAM Systems Target Price Odds to finish below 230.3
The tendency of EPAM Stock price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to drop to $ 230.30 or more in 90 days |
| 247.22 | 90 days | 230.30 | near 1 |
Based on a normal probability distribution, the odds of EPAM Systems to drop to $ 230.30 or more in 90 days from now is near 1 (This EPAM Systems probability density function shows the probability of EPAM Stock to fall within a particular range of prices over 90 days) . Probability of EPAM Systems price to stay between $ 230.30 and its current price of $247.22 at the end of the 90-day period is near 1 .
Given the investment horizon of 90 days the stock has the beta coefficient of 2.07 suggesting as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, EPAM Systems will likely underperform. Additionally EPAM Systems has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the NYSE Composite. EPAM Systems Price Density |
| Price |
Predictive Modules for EPAM Systems
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as EPAM Systems. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of EPAM Systems' 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.
EPAM Systems Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. EPAM Systems is not an exception. The market had few large corrections towards the EPAM Systems' value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold EPAM Systems, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of EPAM Systems within the framework of very fundamental risk indicators.α | Alpha over NYSE Composite | -0.4 | |
β | Beta against NYSE Composite | 2.07 | |
σ | Overall volatility | 16.62 | |
Ir | Information ratio | -0.17 |
EPAM Systems Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of EPAM Systems for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for EPAM Systems can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| EPAM Systems generated a negative expected return over the last 90 days | |
| EPAM Systems has a strong financial position based on the latest SEC filings | |
| Over 95.0% of the company shares are held by institutions such as insurance companies | |
| Latest headline from simplywall.st: The total return for EPAM Systems investors has risen faster than earnings growth over the last five years |
EPAM Systems Price Density Drivers
Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of EPAM Stock often depends not only on the future outlook of the current and potential EPAM Systems' investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. EPAM Systems' indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 59.1 M | |
| Cash And Short Term Investments | 2.1 B |
EPAM Systems Technical Analysis
EPAM Systems' future price can be derived by breaking down and analyzing its technical indicators over time. EPAM Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of EPAM Systems. In general, you should focus on analyzing EPAM Stock price patterns and their correlations with different microeconomic environments and drivers.
EPAM Systems Predictive Forecast Models
EPAM Systems' time-series forecasting models is one of many EPAM Systems' stock analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary EPAM Systems' historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the stock market movement and maximize returns from investment trading.
Things to note about EPAM Systems
Checking the ongoing alerts about EPAM Systems for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for EPAM Systems help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| EPAM Systems generated a negative expected return over the last 90 days | |
| EPAM Systems has a strong financial position based on the latest SEC filings | |
| Over 95.0% of the company shares are held by institutions such as insurance companies | |
| Latest headline from simplywall.st: The total return for EPAM Systems investors has risen faster than earnings growth over the last five years |
Check out EPAM Systems Backtesting, EPAM Systems Valuation, EPAM Systems Correlation, EPAM Systems Hype Analysis, EPAM Systems Volatility, EPAM Systems History as well as 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 Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
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.
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Is EPAM Systems' industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of EPAM Systems. If investors know EPAM will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about EPAM Systems listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.37) | Earnings Share 7.05 | Revenue Per Share 81.111 | Quarterly Revenue Growth (0.06) | Return On Assets 0.0874 |
The market value of EPAM Systems is measured differently than its book value, which is the value of EPAM that is recorded on the company's balance sheet. Investors also form their own opinion of EPAM Systems' value that differs from its market value or its book value, called intrinsic value, which is EPAM Systems' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because EPAM Systems' market value can be influenced by many factors that don't directly affect EPAM Systems' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between EPAM Systems' value and its price as these two are different measures arrived at by different means. Investors typically determine if EPAM Systems is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, EPAM Systems' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.