Pfeiffer Vacuum (UK) Market Value
| 0FQR Stock | 155.10 0.40 0.26% |
| Symbol | Pfeiffer |
Pfeiffer Vacuum '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 Pfeiffer Vacuum's stock 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 Pfeiffer Vacuum.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Pfeiffer Vacuum on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Pfeiffer Vacuum Technology or generate 0.0% return on investment in Pfeiffer Vacuum over 90 days. Pfeiffer Vacuum is related to or competes with Silvercorp Metals, Central Asia, GlobalData PLC, Odfjell Drilling, Clean Power, and Ion Beam. Pfeiffer Vacuum is entity of United Kingdom More
Pfeiffer Vacuum 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 Pfeiffer Vacuum's stock 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 Pfeiffer Vacuum Technology upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3998 | |||
| Information Ratio | 0.2961 | |||
| Maximum Drawdown | 2.14 | |||
| Value At Risk | (0.52) | |||
| Potential Upside | 0.646 |
Pfeiffer Vacuum Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pfeiffer Vacuum's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pfeiffer Vacuum's standard deviation. In reality, there are many statistical measures that can use Pfeiffer Vacuum historical prices to predict the future Pfeiffer Vacuum's volatility.| Risk Adjusted Performance | 0.0201 | |||
| Jensen Alpha | 0.0161 | |||
| Total Risk Alpha | 0.0525 | |||
| Sortino Ratio | 0.2839 | |||
| Treynor Ratio | 0.0417 |
Pfeiffer Vacuum Tech Backtested Returns
Currently, Pfeiffer Vacuum Technology is very steady. Pfeiffer Vacuum Tech maintains Sharpe Ratio (i.e., Efficiency) of 0.0475, which implies the firm had a 0.0475 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Pfeiffer Vacuum Tech, which you can use to evaluate the volatility of the company. Please check Pfeiffer Vacuum's Coefficient Of Variation of 2650.79, semi deviation of 0.3347, and Risk Adjusted Performance of 0.0201 to confirm if the risk estimate we provide is consistent with the expected return of 0.0185%. Pfeiffer Vacuum has a performance score of 3 on a scale of 0 to 100. The company holds a Beta of 0.11, which implies not very significant fluctuations relative to the market. As returns on the market increase, Pfeiffer Vacuum's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pfeiffer Vacuum is expected to be smaller as well. Pfeiffer Vacuum Tech right now holds a risk of 0.39%. Please check Pfeiffer Vacuum Tech downside deviation, standard deviation, and the relationship between the semi deviation and coefficient of variation , to decide if Pfeiffer Vacuum Tech will be following its historical price patterns.
Auto-correlation | 0.02 |
Virtually no predictability
Pfeiffer Vacuum Technology has virtually no predictability. Overlapping area represents the amount of predictability between Pfeiffer Vacuum time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th of March 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 Pfeiffer Vacuum Tech price movement. The serial correlation of 0.02 indicates that only 2.0% of current Pfeiffer Vacuum price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.24 |
Pfeiffer Vacuum Tech lagged returns against current returns
Autocorrelation, which is Pfeiffer Vacuum stock'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 Pfeiffer Vacuum's stock expected returns. We can calculate the autocorrelation of Pfeiffer Vacuum returns to help us make a trade decision. For example, suppose you find that Pfeiffer Vacuum has exhibited high autocorrelation historically, and you observe that the stock 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 |
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Pfeiffer Vacuum 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 Pfeiffer Vacuum stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pfeiffer Vacuum stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pfeiffer Vacuum stock over time.
Current vs Lagged Prices |
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Pfeiffer Vacuum Lagged Returns
When evaluating Pfeiffer Vacuum's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pfeiffer Vacuum stock have on its future price. Pfeiffer Vacuum 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, Pfeiffer Vacuum autocorrelation shows the relationship between Pfeiffer Vacuum stock current value and its past values and can show if there is a momentum factor associated with investing in Pfeiffer Vacuum Technology.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Pfeiffer Stock Analysis
When running Pfeiffer Vacuum's price analysis, check to measure Pfeiffer Vacuum's 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 Pfeiffer Vacuum is operating at the current time. Most of Pfeiffer Vacuum's value examination focuses on studying past and present price action to predict the probability of Pfeiffer Vacuum's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Pfeiffer Vacuum's price. Additionally, you may evaluate how the addition of Pfeiffer Vacuum to your portfolios can decrease your overall portfolio volatility.