Poste Italiane (Germany) Market Value
| 7PI Stock | 15.94 0.04 0.25% |
| Symbol | Poste |
Poste Italiane '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 Poste Italiane'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 Poste Italiane.
| 12/13/2024 |
| 03/13/2025 |
If you would invest 0.00 in Poste Italiane on December 13, 2024 and sell it all today you would earn a total of 0.00 from holding Poste Italiane SpA or generate 0.0% return on investment in Poste Italiane over 90 days. Poste Italiane is related to or competes with Universal Insurance, WILLIS LEASE, United Rentals, Japan Post, Goosehead Insurance, REVO INSURANCE, and HANOVER INSURANCE. More
Poste Italiane 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 Poste Italiane'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 Poste Italiane SpA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8682 | |||
| Information Ratio | 0.4341 | |||
| Maximum Drawdown | 3.84 | |||
| Value At Risk | (1.40) | |||
| Potential Upside | 1.58 |
Poste Italiane Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Poste Italiane's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Poste Italiane's standard deviation. In reality, there are many statistical measures that can use Poste Italiane historical prices to predict the future Poste Italiane's volatility.| Risk Adjusted Performance | 0.255 | |||
| Jensen Alpha | 0.253 | |||
| Total Risk Alpha | 0.4061 | |||
| Sortino Ratio | 0.4542 | |||
| Treynor Ratio | (2.31) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Poste Italiane's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Poste Italiane SpA Backtested Returns
Poste Italiane appears to be very steady, given 3 months investment horizon. Poste Italiane SpA maintains Sharpe Ratio (i.e., Efficiency) of 0.26, which implies the firm had a 0.26 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Poste Italiane SpA, which you can use to evaluate the volatility of the company. Please evaluate Poste Italiane's Semi Deviation of 0.5094, coefficient of variation of 327.25, and Risk Adjusted Performance of 0.255 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Poste Italiane holds a performance score of 20. The company holds a Beta of -0.12, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Poste Italiane are expected to decrease at a much lower rate. During the bear market, Poste Italiane is likely to outperform the market. Please check Poste Italiane's total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to make a quick decision on whether Poste Italiane's historical price patterns will revert.
Auto-correlation | 0.83 |
Very good predictability
Poste Italiane SpA has very good predictability. Overlapping area represents the amount of predictability between Poste Italiane time series from 13th of December 2024 to 27th of January 2025 and 27th of January 2025 to 13th 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 Poste Italiane SpA price movement. The serial correlation of 0.83 indicates that around 83.0% of current Poste Italiane price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.83 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Poste Italiane SpA lagged returns against current returns
Autocorrelation, which is Poste Italiane 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 Poste Italiane's stock expected returns. We can calculate the autocorrelation of Poste Italiane returns to help us make a trade decision. For example, suppose you find that Poste Italiane 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 |
Poste Italiane 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 Poste Italiane stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Poste Italiane stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Poste Italiane stock over time.
Current vs Lagged Prices |
| Timeline |
Poste Italiane Lagged Returns
When evaluating Poste Italiane's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Poste Italiane stock have on its future price. Poste Italiane 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, Poste Italiane autocorrelation shows the relationship between Poste Italiane stock current value and its past values and can show if there is a momentum factor associated with investing in Poste Italiane SpA.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Poste Stock Analysis
When running Poste Italiane's price analysis, check to measure Poste Italiane'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 Poste Italiane is operating at the current time. Most of Poste Italiane's value examination focuses on studying past and present price action to predict the probability of Poste Italiane's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Poste Italiane's price. Additionally, you may evaluate how the addition of Poste Italiane to your portfolios can decrease your overall portfolio volatility.