Equitable Group Stock Market Value
| EQGPF Stock | USD 73.93 0.55 0.74% |
| Symbol | Equitable |
Equitable '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 Equitable'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 Equitable.
| 05/12/2025 |
| 08/10/2025 |
If you would invest 0.00 in Equitable on May 12, 2025 and sell it all today you would earn a total of 0.00 from holding Equitable Group or generate 0.0% return on investment in Equitable over 90 days. Equitable is related to or competes with HDFC Bank, Capital Power, Goeasy, Intact Financial, Toromont Industries, and Stella Jones. EQB Inc., through its subsidiary, Equitable Bank, provides personal and commercial banking services to retail and commer... More
Equitable 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 Equitable'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 Equitable Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.02 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 10.61 | |||
| Value At Risk | (2.57) | |||
| Potential Upside | 1.85 |
Equitable Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Equitable's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Equitable's standard deviation. In reality, there are many statistical measures that can use Equitable historical prices to predict the future Equitable's volatility.| Risk Adjusted Performance | 0.064 | |||
| Jensen Alpha | 0.0721 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.334 |
Equitable Group Backtested Returns
At this point, Equitable is very steady. Equitable Group secures Sharpe Ratio (or Efficiency) of 0.0717, which denotes the company had a 0.0717 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Equitable Group, which you can use to evaluate the volatility of the firm. Please confirm Equitable's Mean Deviation of 0.8433, coefficient of variation of 1321.97, and Downside Deviation of 2.02 to check if the risk estimate we provide is consistent with the expected return of 0.12%. Equitable has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.33, which means possible diversification benefits within a given portfolio. As returns on the market increase, Equitable's returns are expected to increase less than the market. However, during the bear market, the loss of holding Equitable is expected to be smaller as well. Equitable Group right now shows a risk of 1.61%. Please confirm Equitable Group expected short fall, and the relationship between the value at risk and rate of daily change , to decide if Equitable Group will be following its price patterns.
Auto-correlation | -0.35 |
Poor reverse predictability
Equitable Group has poor reverse predictability. Overlapping area represents the amount of predictability between Equitable time series from 12th of May 2025 to 26th of June 2025 and 26th of June 2025 to 10th of August 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 Equitable Group price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current Equitable price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 2.32 |
Equitable Group lagged returns against current returns
Autocorrelation, which is Equitable 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 Equitable's pink sheet expected returns. We can calculate the autocorrelation of Equitable returns to help us make a trade decision. For example, suppose you find that Equitable 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 |
Equitable 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 Equitable pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Equitable pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Equitable pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Equitable Lagged Returns
When evaluating Equitable's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Equitable pink sheet have on its future price. Equitable 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, Equitable autocorrelation shows the relationship between Equitable pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Equitable Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Equitable Pink Sheet
Equitable financial ratios help investors to determine whether Equitable Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Equitable with respect to the benefits of owning Equitable security.