Epam Systems Stock Performance
| EPAM Stock | USD 249.00 1.90 0.76% |
The firm owns a Beta (Systematic Risk) of 2.07, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, EPAM Systems will likely underperform. EPAM Systems has an expected return of -0.28%. Please make sure to confirm EPAM Systems standard deviation, kurtosis, relative strength index, as well as the relationship between the maximum drawdown and day median price , to decide if EPAM Systems performance from the past will be repeated in the future.
Risk-Adjusted Performance
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Over the last 90 days EPAM Systems has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of unfluctuating performance in the last few months, the Stock's basic indicators remain very healthy which may send shares a bit higher in May 2024. The recent disarray may also be a sign of long period up-swing for the firm investors. ...more
Actual Historical Performance (%)
One Day Return (0.76) | Five Day Return (5.38) | Year To Date Return (14.50) | Ten Year Return 661 | All Time Return 1.7 K |
1 | 02/14/2024 |
2 | Disposition of 3470 shares by Balazs Fejes of EPAM Systems at 301.93 subject to Rule 16b-3 | 02/26/2024 |
3 | Disposition of 5350 shares by Lawrence Solomon of EPAM Systems at 112.62 subject to Rule 16b-3 | 02/27/2024 |
4 | Disposition of 10000 shares by Arkadiy Dobkin of EPAM Systems at 307.41 subject to Rule 16b-3 | 03/12/2024 |
5 | Disposition of 1135 shares by Arkadiy Dobkin of EPAM Systems at 304.26 subject to Rule 16b-3 | 03/13/2024 |
6 | EPAM Systems CEO sells shares worth over 9.1 million | 03/14/2024 |
7 | Acquisition by Lawrence Solomon of 6350 shares of EPAM Systems at 299.0 subject to Rule 16b-3 | 03/18/2024 |
8 | TASK vs. EPAM Which Stock Is the Better Value Option | 03/20/2024 |
9 | Disposition of 240 shares by Viktar Dvorkin of EPAM Systems at 302.24 subject to Rule 16b-3 | 03/25/2024 |
10 | EPAM Expands its Reach in Latin America with Acquisition of Vates | 03/26/2024 |
11 | Disposition of tradable shares by Gary Abrahams of EPAM Systems at 268.4 subject to Rule 16b-3 | 03/27/2024 |
12 | Estimating The Fair Value Of EPAM Systems, Inc. | 03/28/2024 |
13 | Pacer Advisors Inc. Sells 27767 Shares of EPAM Systems, Inc. - Defense World | 04/01/2024 |
14 | EPAM Wins 2024 Google Cloud Talent Development Partner of the Year Award in North America | 04/10/2024 |
15 | The total return for EPAM Systems investors has risen faster than earnings growth over the last five years | 04/15/2024 |
| Begin Period Cash Flow | 1.7 B |
EPAM |
EPAM Systems Relative Risk vs. Return Landscape
If you would invest 30,002 in EPAM Systems on January 19, 2024 and sell it today you would lose (5,102) from holding EPAM Systems or give up 17.01% of portfolio value over 90 days. EPAM Systems is currently does not generate positive expected returns and assumes 2.1464% risk (volatility on return distribution) over the 90 days horizon. In different words, 18% of stocks are less volatile than EPAM, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
EPAM Systems Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for EPAM Systems' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as EPAM Systems, and traders can use it to determine the average amount a EPAM Systems' price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.1293
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | EPAM |
Estimated Market Risk
| 2.15 actual daily | 19 81% of assets are more volatile |
Expected Return
| -0.28 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.13 actual daily | 0 Most of other assets perform better |
Based on monthly moving average EPAM Systems is not performing at its full potential. However, 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 EPAM Systems to a well-diversified portfolio.
EPAM Systems Fundamentals Growth
EPAM Stock prices reflect investors' perceptions of the future prospects and financial health of EPAM Systems, and EPAM Systems fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on EPAM Stock performance.
| Return On Equity | 0.13 | |||
| Return On Asset | 0.0874 | |||
| Profit Margin | 0.09 % | |||
| Operating Margin | 0.14 % | |||
| Current Valuation | 12.58 B | |||
| Shares Outstanding | 57.83 M | |||
| Price To Earning | 49.85 X | |||
| Price To Book | 4.32 X | |||
| Price To Sales | 3.20 X | |||
| Revenue | 4.69 B | |||
| Gross Profit | 1.56 B | |||
| EBITDA | 618.96 M | |||
| Net Income | 417.08 M | |||
| Cash And Equivalents | 1.55 B | |||
| Cash Per Share | 26.91 X | |||
| Total Debt | 171.94 M | |||
| Debt To Equity | 0.07 % | |||
| Current Ratio | 3.47 X | |||
| Book Value Per Share | 60.06 X | |||
| Cash Flow From Operations | 562.63 M | |||
| Earnings Per Share | 7.05 X | |||
| Market Capitalization | 14.51 B | |||
| Total Asset | 4.35 B | |||
| Retained Earnings | 2.5 B | |||
| Working Capital | 2.45 B | |||
| Current Asset | 528.93 M | |||
| Current Liabilities | 127.91 M | |||
About EPAM Systems Performance
To evaluate EPAM Systems Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when EPAM Systems generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare EPAM Stock's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand EPAM Systems market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents EPAM's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.| Last Reported | Projected for Next Year | ||
| Days Of Inventory On Hand | 0.00000011 | 0.00 | |
| Return On Tangible Assets | 0.11 | 0.15 | |
| Return On Capital Employed | 0.14 | 0.21 | |
| Return On Assets | 0.1 | 0.13 | |
| Return On Equity | 0.12 | 0.11 |
Things to note about EPAM Systems performance evaluation
Checking the ongoing alerts about EPAM Systems for important developments is a great way to find new opportunities for your next move. 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 | |
| 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 |
- Analyzing EPAM Systems' financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether EPAM Systems' stock is overvalued or undervalued compared to its peers.
- Examining EPAM Systems' industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating EPAM Systems' management team can have a significant impact on its success or failure. Reviewing the track record and experience of EPAM Systems' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of EPAM Systems' stock. These opinions can provide insight into EPAM Systems' potential for growth and whether the stock is currently undervalued or overvalued.
Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in EPAM Systems. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in nation. 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 Portfolio Dashboard module to portfolio dashboard that provides centralized access to all your investments.
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.