Pantech Group (Malaysia) Market Value
| 5125 Stock | 0.69 0.01 1.43% |
| Symbol | Pantech |
Pantech Group '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 Pantech Group'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 Pantech Group.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Pantech Group on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Pantech Group Holdings or generate 0.0% return on investment in Pantech Group over 90 days. Pantech Group is related to or competes with Carlsberg Brewery, Southern Steel, Impiana Hotels, Greatech Technology, Lotte Chemical, Petronas Chemicals, and ECM Libra. More
Pantech Group 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 Pantech Group'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 Pantech Group Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 6.99 | |||
| Value At Risk | (3.75) | |||
| Potential Upside | 1.16 |
Pantech Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pantech Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pantech Group's standard deviation. In reality, there are many statistical measures that can use Pantech Group historical prices to predict the future Pantech Group's volatility.| Risk Adjusted Performance | (0.27) | |||
| Jensen Alpha | (0.42) | |||
| Total Risk Alpha | (0.28) | |||
| Treynor Ratio | (1.19) |
Pantech Group Holdings Backtested Returns
Pantech Group Holdings maintains Sharpe Ratio (i.e., Efficiency) of -0.31, which implies the firm had a -0.31 % return per unit of risk over the last 3 months. Pantech Group Holdings exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Pantech Group's Variance of 2.12, coefficient of variation of (318.97), and Risk Adjusted Performance of (0.27) to confirm the risk estimate we provide. The company holds a Beta of 0.39, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Pantech Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pantech Group is expected to be smaller as well. At this point, Pantech Group Holdings has a negative expected return of -0.47%. Please make sure to check Pantech Group's total risk alpha, maximum drawdown, and the relationship between the jensen alpha and treynor ratio , to decide if Pantech Group Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.59 |
Modest predictability
Pantech Group Holdings has modest predictability. Overlapping area represents the amount of predictability between Pantech Group 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 Pantech Group Holdings price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Pantech Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Pantech Group Holdings lagged returns against current returns
Autocorrelation, which is Pantech Group 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 Pantech Group's stock expected returns. We can calculate the autocorrelation of Pantech Group returns to help us make a trade decision. For example, suppose you find that Pantech Group 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 |
Pantech Group 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 Pantech Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pantech Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pantech Group stock over time.
Current vs Lagged Prices |
| Timeline |
Pantech Group Lagged Returns
When evaluating Pantech Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pantech Group stock have on its future price. Pantech Group 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, Pantech Group autocorrelation shows the relationship between Pantech Group stock current value and its past values and can show if there is a momentum factor associated with investing in Pantech Group Holdings.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in Pantech Stock
Pantech Group financial ratios help investors to determine whether Pantech 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 Pantech with respect to the benefits of owning Pantech Group security.