Pampa Energía (Germany) Market Value
| 9PAA Stock | EUR 70.00 3.00 4.11% |
| Symbol | Pampa |
Pampa Energía '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 Pampa Energía'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 Pampa Energía.
| 02/03/2025 |
| 03/05/2025 |
If you would invest 0.00 in Pampa Energía on February 3, 2025 and sell it all today you would earn a total of 0.00 from holding Pampa Energa SA or generate 0.0% return on investment in Pampa Energía over 30 days. Pampa Energía is related to or competes with Strategic Education, G8 EDUCATION, Daido Steel, and Solstad Offshore. Pampa Energa S.A., an integrated power company, engages in the generation and transmission of electricity in Argentina More
Pampa Energía 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 Pampa Energía'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 Pampa Energa SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 17.01 | |||
| Value At Risk | (4.68) | |||
| Potential Upside | 4.35 |
Pampa Energía Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pampa Energía's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pampa Energía's standard deviation. In reality, there are many statistical measures that can use Pampa Energía historical prices to predict the future Pampa Energía's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.22) | |||
| Total Risk Alpha | 0.2057 | |||
| Treynor Ratio | 0.2394 |
Pampa Energa SA Backtested Returns
Pampa Energa SA maintains Sharpe Ratio (i.e., Efficiency) of -0.0578, which implies the firm had a -0.0578 % return per unit of risk over the last 3 months. Pampa Energa SA exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Pampa Energía's Risk Adjusted Performance of (0.03), variance of 10.28, and Coefficient Of Variation of (2,106) to confirm the risk estimate we provide. The company holds a Beta of -0.68, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Pampa Energía are expected to decrease at a much lower rate. During the bear market, Pampa Energía is likely to outperform the market. At this point, Pampa Energa SA has a negative expected return of -0.19%. Please make sure to check Pampa Energía's standard deviation, information ratio, total risk alpha, as well as the relationship between the variance and jensen alpha , to decide if Pampa Energa SA performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.68 |
Good predictability
Pampa Energa SA has good predictability. Overlapping area represents the amount of predictability between Pampa Energía time series from 3rd of February 2025 to 18th of February 2025 and 18th of February 2025 to 5th 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 Pampa Energa SA price movement. The serial correlation of 0.68 indicates that around 68.0% of current Pampa Energía price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 6.26 |
Pampa Energa SA lagged returns against current returns
Autocorrelation, which is Pampa Energía 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 Pampa Energía's stock expected returns. We can calculate the autocorrelation of Pampa Energía returns to help us make a trade decision. For example, suppose you find that Pampa Energía 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 |
Pampa Energía 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 Pampa Energía stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pampa Energía stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pampa Energía stock over time.
Current vs Lagged Prices |
| Timeline |
Pampa Energía Lagged Returns
When evaluating Pampa Energía's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pampa Energía stock have on its future price. Pampa Energía 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, Pampa Energía autocorrelation shows the relationship between Pampa Energía stock current value and its past values and can show if there is a momentum factor associated with investing in Pampa Energa SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Pampa Stock
Pampa Energía financial ratios help investors to determine whether Pampa 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 Pampa with respect to the benefits of owning Pampa Energía security.