Playmates Toys (Germany) Market Value
| 45P Stock | EUR 0.07 0 6.38% |
| Symbol | Playmates |
Playmates Toys '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 Playmates Toys' 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 Playmates Toys.
| 11/05/2024 |
| 01/04/2025 |
If you would invest 0.00 in Playmates Toys on November 5, 2024 and sell it all today you would earn a total of 0.00 from holding Playmates Toys Limited or generate 0.0% return on investment in Playmates Toys over 60 days. Playmates Toys is related to or competes with Booking Holdings, ANTA Sports, Li Ning, and Trip Group. Playmates Toys Limited, an investment holding company, engages in the design, development, marketing, and distribution o... More
Playmates Toys 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 Playmates Toys' 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 Playmates Toys Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.02 | |||
| Information Ratio | 0.063 | |||
| Maximum Drawdown | 31.05 | |||
| Value At Risk | (2.94) | |||
| Potential Upside | 4.17 |
Playmates Toys Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Playmates Toys' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Playmates Toys' standard deviation. In reality, there are many statistical measures that can use Playmates Toys historical prices to predict the future Playmates Toys' volatility.| Risk Adjusted Performance | 0.0637 | |||
| Jensen Alpha | 0.2466 | |||
| Total Risk Alpha | 0.1985 | |||
| Sortino Ratio | 0.0488 | |||
| Treynor Ratio | 0.2872 |
Playmates Toys Backtested Returns
At this point, Playmates Toys is out of control. Playmates Toys maintains Sharpe Ratio (i.e., Efficiency) of 0.0271, which implies the firm had a 0.0271% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Playmates Toys, which you can use to evaluate the volatility of the company. Please check Playmates Toys' Risk Adjusted Performance of 0.0637, coefficient of variation of 1454.47, and Semi Deviation of 2.89 to confirm if the risk estimate we provide is consistent with the expected return of 0.0609%. Playmates Toys has a performance score of 2 on a scale of 0 to 100. The company holds a Beta of 0.9, which implies possible diversification benefits within a given portfolio. Playmates Toys returns are very sensitive to returns on the market. As the market goes up or down, Playmates Toys is expected to follow. Playmates Toys right now holds a risk of 2.24%. Please check Playmates Toys semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to decide if Playmates Toys will be following its historical price patterns.
Auto-correlation | -0.66 |
Very good reverse predictability
Playmates Toys Limited has very good reverse predictability. Overlapping area represents the amount of predictability between Playmates Toys time series from 5th of November 2024 to 5th of December 2024 and 5th of December 2024 to 4th of January 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 Playmates Toys price movement. The serial correlation of -0.66 indicates that around 66.0% of current Playmates Toys price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.66 | |
| Spearman Rank Test | -0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Playmates Toys lagged returns against current returns
Autocorrelation, which is Playmates Toys 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 Playmates Toys' stock expected returns. We can calculate the autocorrelation of Playmates Toys returns to help us make a trade decision. For example, suppose you find that Playmates Toys 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 |
| Timeline |
Playmates Toys 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 Playmates Toys stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Playmates Toys stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Playmates Toys stock over time.
Current vs Lagged Prices |
| Timeline |
Playmates Toys Lagged Returns
When evaluating Playmates Toys' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Playmates Toys stock have on its future price. Playmates Toys 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, Playmates Toys autocorrelation shows the relationship between Playmates Toys stock current value and its past values and can show if there is a momentum factor associated with investing in Playmates Toys Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Playmates Stock
Playmates Toys financial ratios help investors to determine whether Playmates Stock 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 Playmates with respect to the benefits of owning Playmates Toys security.